International Consolidated Airlines Group SA (ICAGY)
6.09
+0.06
(+1.00%)
USD |
OTCM |
Nov 15, 16:00
International Consolidated Airlines Group Max Drawdown (5Y): 85.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.32% |
| September 30, 2024 | 85.32% |
| August 31, 2024 | 85.32% |
| July 31, 2024 | 85.32% |
| June 30, 2024 | 85.32% |
| May 31, 2024 | 85.32% |
| April 30, 2024 | 85.32% |
| March 31, 2024 | 85.32% |
| February 29, 2024 | 85.32% |
| January 31, 2024 | 85.32% |
| December 31, 2023 | 85.32% |
| November 30, 2023 | 85.32% |
| October 31, 2023 | 85.32% |
| September 30, 2023 | 85.32% |
| August 31, 2023 | 85.32% |
| July 31, 2023 | 85.32% |
| June 30, 2023 | 85.32% |
| May 31, 2023 | 85.32% |
| April 30, 2023 | 85.32% |
| March 31, 2023 | 85.32% |
| February 28, 2023 | 85.32% |
| January 31, 2023 | 85.32% |
| December 31, 2022 | 85.32% |
| November 30, 2022 | 85.32% |
| October 31, 2022 | 85.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.32% |
| August 31, 2022 | 82.97% |
| July 31, 2022 | 82.90% |
| June 30, 2022 | 82.83% |
| May 31, 2022 | 82.83% |
| April 30, 2022 | 82.83% |
| March 31, 2022 | 82.83% |
| February 28, 2022 | 82.83% |
| January 31, 2022 | 82.83% |
| December 31, 2021 | 82.83% |
| November 30, 2021 | 82.83% |
| October 31, 2021 | 82.83% |
| September 30, 2021 | 82.83% |
| August 31, 2021 | 82.83% |
| July 31, 2021 | 82.83% |
| June 30, 2021 | 82.83% |
| May 31, 2021 | 82.83% |
| April 30, 2021 | 82.83% |
| March 31, 2021 | 82.83% |
| February 28, 2021 | 82.83% |
| January 31, 2021 | 82.83% |
| December 31, 2020 | 82.83% |
| November 30, 2020 | 82.83% |
| October 31, 2020 | 82.83% |
| September 30, 2020 | 77.12% |
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
51.22%
Minimum
Nov 2019
85.32%
Maximum
Sep 2022
80.95%
Average
82.83%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Fomento de Construcciones y Contratas SA | 49.40% |
| 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) | -43.24 |
| Beta (5Y) | 2.158 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.49% |
| Historical Sharpe Ratio (5Y) | -0.2423 |
| Historical Sortino (5Y) | -0.3718 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.65% |