Ferrovial SE (FER)
38.53
-0.05
(-0.13%)
USD |
NASDAQ |
Nov 15, 16:00
38.56
+0.03
(+0.08%)
After-Hours: 20:00
Ferrovial Max Drawdown (5Y): 31.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 31.22% |
September 30, 2024 | 31.22% |
August 31, 2024 | 31.22% |
July 31, 2024 | 31.22% |
June 30, 2024 | 31.22% |
May 31, 2024 | 31.22% |
April 30, 2024 | 31.22% |
March 31, 2024 | 31.22% |
February 29, 2024 | 31.22% |
January 31, 2024 | 31.22% |
December 31, 2023 | 31.22% |
November 30, 2023 | 31.22% |
October 31, 2023 | 31.22% |
September 30, 2023 | 31.22% |
August 31, 2023 | 31.22% |
July 31, 2023 | 31.22% |
June 30, 2023 | 31.22% |
May 31, 2023 | 31.22% |
April 30, 2023 | 31.22% |
March 31, 2023 | 31.22% |
February 28, 2023 | 31.22% |
January 31, 2023 | 31.22% |
December 31, 2022 | 31.22% |
November 30, 2022 | 31.22% |
October 31, 2022 | 31.22% |
Date | Value |
---|---|
September 30, 2022 | 31.22% |
August 31, 2022 | 31.22% |
July 31, 2022 | 31.22% |
June 30, 2022 | 31.22% |
May 31, 2022 | 31.22% |
April 30, 2022 | 31.22% |
March 31, 2022 | 31.22% |
February 28, 2022 | 31.22% |
January 31, 2022 | 31.22% |
December 31, 2021 | 31.22% |
November 30, 2021 | 31.22% |
October 31, 2021 | 31.22% |
September 30, 2021 | 31.22% |
August 31, 2021 | 31.22% |
July 31, 2021 | 31.22% |
June 30, 2021 | 31.22% |
May 31, 2021 | 31.22% |
April 30, 2021 | 31.22% |
March 31, 2021 | 31.22% |
February 28, 2021 | 31.22% |
January 31, 2021 | 31.22% |
December 31, 2020 | 31.22% |
November 30, 2020 | 31.22% |
October 31, 2020 | 31.22% |
September 30, 2020 | 31.22% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
28.83%
Minimum
Nov 2019
31.22%
Maximum
Mar 2020
31.06%
Average
31.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.911 |
Beta (5Y) | 0.6774 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.51% |
Historical Sharpe Ratio (5Y) | 0.2484 |
Historical Sortino (5Y) | 0.3491 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.80% |