Grifols SA (GRFS)
6.565
+0.18
(+2.74%)
USD |
NASDAQ |
May 03, 13:36
Grifols Max Drawdown (5Y): 77.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.82% |
| March 31, 2024 | 77.82% |
| February 29, 2024 | 75.87% |
| January 31, 2024 | 75.87% |
| December 31, 2023 | 75.87% |
| November 30, 2023 | 75.87% |
| October 31, 2023 | 75.87% |
| September 30, 2023 | 75.87% |
| August 31, 2023 | 75.87% |
| July 31, 2023 | 75.87% |
| June 30, 2023 | 75.87% |
| May 31, 2023 | 75.87% |
| April 30, 2023 | 75.87% |
| March 31, 2023 | 75.87% |
| February 28, 2023 | 75.87% |
| January 31, 2023 | 75.87% |
| December 31, 2022 | 75.87% |
| November 30, 2022 | 75.87% |
| October 31, 2022 | 75.87% |
| September 30, 2022 | 75.87% |
| August 31, 2022 | 68.73% |
| July 31, 2022 | 63.99% |
| June 30, 2022 | 58.59% |
| May 31, 2022 | 58.59% |
| April 30, 2022 | 58.59% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.59% |
| February 28, 2022 | 58.59% |
| January 31, 2022 | 58.59% |
| December 31, 2021 | 58.59% |
| November 30, 2021 | 56.48% |
| October 31, 2021 | 46.83% |
| September 30, 2021 | 42.94% |
| August 31, 2021 | 42.57% |
| July 31, 2021 | 40.19% |
| June 30, 2021 | 40.19% |
| May 31, 2021 | 40.19% |
| April 30, 2021 | 40.19% |
| March 31, 2021 | 40.19% |
| February 28, 2021 | 39.91% |
| January 31, 2021 | 39.91% |
| December 31, 2020 | 39.91% |
| November 30, 2020 | 39.91% |
| October 31, 2020 | 39.91% |
| September 30, 2020 | 39.91% |
| August 31, 2020 | 37.69% |
| July 31, 2020 | 36.99% |
| June 30, 2020 | 36.99% |
| May 31, 2020 | 36.99% |
| April 30, 2020 | 36.99% |
| March 31, 2020 | 36.99% |
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
36.99%
Minimum
May 2019
77.82%
Maximum
Mar 2024
54.77%
Average
51.66%
Median
Max Drawdown (5Y) Benchmarks
| DBV Technologies SA | 97.67% |
| Adaptimmune Therapeutics PLC | 96.57% |
| Biodexa Pharmaceuticals Plc | 100.00% |
| NuCana PLC | 98.68% |
| Biophytis SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.05 |
| Beta (5Y) | 0.5681 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.68% |
| Historical Sharpe Ratio (5Y) | -0.4854 |
| Historical Sortino (5Y) | -0.7061 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.21% |