Iberdrola SA (IBDRY)
49.96
+0.07
(+0.14%)
USD |
OTCM |
May 03, 16:00
Iberdrola Max Drawdown (5Y): 37.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 37.13% |
| March 31, 2024 | 37.13% |
| February 29, 2024 | 37.13% |
| January 31, 2024 | 37.13% |
| December 31, 2023 | 37.13% |
| November 30, 2023 | 37.13% |
| October 31, 2023 | 37.13% |
| September 30, 2023 | 37.13% |
| August 31, 2023 | 37.13% |
| July 31, 2023 | 37.13% |
| June 30, 2023 | 37.13% |
| May 31, 2023 | 37.13% |
| April 30, 2023 | 37.13% |
| March 31, 2023 | 37.13% |
| February 28, 2023 | 37.13% |
| January 31, 2023 | 37.13% |
| December 31, 2022 | 37.13% |
| November 30, 2022 | 37.13% |
| October 31, 2022 | 37.13% |
| September 30, 2022 | 34.01% |
| August 31, 2022 | 32.42% |
| July 31, 2022 | 32.42% |
| June 30, 2022 | 32.42% |
| May 31, 2022 | 32.42% |
| April 30, 2022 | 32.42% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.42% |
| February 28, 2022 | 31.73% |
| January 31, 2022 | 31.73% |
| December 31, 2021 | 31.73% |
| November 30, 2021 | 31.73% |
| October 31, 2021 | 31.73% |
| September 30, 2021 | 31.73% |
| August 31, 2021 | 31.09% |
| July 31, 2021 | 31.09% |
| June 30, 2021 | 31.09% |
| May 31, 2021 | 31.09% |
| April 30, 2021 | 31.09% |
| March 31, 2021 | 31.09% |
| February 28, 2021 | 31.09% |
| January 31, 2021 | 31.09% |
| December 31, 2020 | 31.09% |
| November 30, 2020 | 31.09% |
| October 31, 2020 | 31.09% |
| September 30, 2020 | 31.09% |
| August 31, 2020 | 31.09% |
| July 31, 2020 | 31.09% |
| June 30, 2020 | 31.09% |
| May 31, 2020 | 31.09% |
| April 30, 2020 | 31.09% |
| March 31, 2020 | 31.09% |
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
19.63%
Minimum
May 2019
37.13%
Maximum
Oct 2022
31.34%
Average
31.73%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Redeia Corporacion SA | 33.60% |
| Enagas SA | 39.88% |
| Endesa SA | 50.38% |
| EDP Renovaveis SA | 56.68% |
| Solaria Energia y Medio Ambiente SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.144 |
| Beta (5Y) | 0.7603 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.01% |
| Historical Sharpe Ratio (5Y) | 0.3313 |
| Historical Sortino (5Y) | 0.5222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.81% |