Fomento de Construcciones y Contratas SA (FMOCF)
10.61
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Fomento de Construcciones y Contratas Max Drawdown (5Y): 49.40% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 49.40% |
| August 31, 2024 | 49.40% |
| July 31, 2024 | 49.40% |
| June 30, 2024 | 49.40% |
| May 31, 2024 | 49.40% |
| April 30, 2024 | 49.40% |
| March 31, 2024 | 49.40% |
| February 29, 2024 | 49.40% |
| January 31, 2024 | 49.40% |
| December 31, 2023 | 49.40% |
| November 30, 2023 | 49.40% |
| October 31, 2023 | 49.40% |
| September 30, 2023 | 49.40% |
| August 31, 2023 | 49.40% |
| July 31, 2023 | 49.40% |
| June 30, 2023 | 49.40% |
| May 31, 2023 | 49.40% |
| April 30, 2023 | 49.40% |
| March 31, 2023 | 49.40% |
| February 28, 2023 | 49.40% |
| January 31, 2023 | 49.40% |
| December 31, 2022 | 49.40% |
| November 30, 2022 | 49.40% |
| October 31, 2022 | 49.40% |
| September 30, 2022 | 49.40% |
| Date | Value |
|---|---|
| August 31, 2022 | 49.40% |
| July 31, 2022 | 49.40% |
| June 30, 2022 | 49.40% |
| May 31, 2022 | 49.40% |
| April 30, 2022 | 49.40% |
| March 31, 2022 | 51.13% |
| February 28, 2022 | 51.85% |
| January 31, 2022 | 51.85% |
| December 31, 2021 | 53.86% |
| November 30, 2021 | 57.72% |
| October 31, 2021 | 60.14% |
| September 30, 2021 | 60.19% |
| August 31, 2021 | 60.19% |
| July 31, 2021 | 60.19% |
| June 30, 2021 | 60.19% |
| May 31, 2021 | 60.19% |
| April 30, 2021 | 60.19% |
| March 31, 2021 | 60.19% |
| February 28, 2021 | 60.19% |
| January 31, 2021 | 60.19% |
| December 31, 2020 | 61.01% |
| November 30, 2020 | 61.01% |
| October 31, 2020 | 62.32% |
| September 30, 2020 | 68.89% |
| August 31, 2020 | 68.89% |
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
49.40%
Minimum
Apr 2022
68.89%
Maximum
Nov 2019
55.80%
Average
49.40%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| International Consolidated Airlines Group SA | 85.32% |
| Ferrovial SE | 31.22% |
| Tecnicas Reunidas SA | -- |
| ACS Actividades de Construccion y Servicios SA | 72.26% |
| Acciona SA | 47.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.390 |
| Beta (5Y) | -0.0552 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.37% |
| Historical Sharpe Ratio (5Y) | 0.09 |
| Historical Sortino (5Y) | 0.1523 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.01% |