Iberdrola SA (IBDRY)

55.22 +0.13 (+0.24%) USD  |  OTCM  |  Dec 16, 15:59
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Iberdrola Max Drawdown (5Y): 37.13% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Redeia Corporacion SA 33.60%
Enagas SA 39.88%
Endesa SA 50.38%
EDP Renovaveis SA 60.63%
Solaria Energia y Medio Ambiente SA --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.7256
Beta (5Y) 0.8118
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.41%
Historical Sharpe Ratio (5Y) 0.3832
Historical Sortino (5Y) 0.608
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.81%