Industria De Diseno Textil SA (IDEXY)

26.30 -0.02 (-0.08%) USD  |  OTCM  |  Dec 18, 12:53
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Industria De Diseno Textil Max Drawdown (5Y): 48.35% 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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Melia Hotels International SA 79.22%
Neinor Homes SA --
Gestamp Automocion --
Vidrala SA --
Amrest Holdings SE 42.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.545
Beta (5Y) 1.100
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.91%
Historical Sharpe Ratio (5Y) 0.4121
Historical Sortino (5Y) 0.6296
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.68%