Inmobiliaria Colonial SOCIMI SA (IMQCF)
5.88
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Inmobiliaria Colonial SOCIMI Max Drawdown (5Y): 56.15% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 56.15% |
| August 31, 2024 | 56.15% |
| July 31, 2024 | 56.15% |
| June 30, 2024 | 56.15% |
| May 31, 2024 | 56.15% |
| April 30, 2024 | 56.15% |
| March 31, 2024 | 56.15% |
| February 29, 2024 | 56.15% |
| January 31, 2024 | 49.96% |
| December 31, 2023 | 49.96% |
| November 30, 2023 | 49.96% |
| October 31, 2023 | 49.96% |
| September 30, 2023 | 49.96% |
| August 31, 2023 | 49.96% |
| July 31, 2023 | 49.96% |
| June 30, 2023 | 49.96% |
| May 31, 2023 | 49.96% |
| April 30, 2023 | 49.96% |
| March 31, 2023 | 49.96% |
| February 28, 2023 | 49.96% |
| January 31, 2023 | 49.96% |
| December 31, 2022 | 49.96% |
| November 30, 2022 | 48.51% |
| October 31, 2022 | 48.51% |
| September 30, 2022 | 48.51% |
| Date | Value |
|---|---|
| August 31, 2022 | 48.51% |
| July 31, 2022 | 48.51% |
| June 30, 2022 | 41.15% |
| May 31, 2022 | 41.15% |
| April 30, 2022 | 41.15% |
| March 31, 2022 | 41.15% |
| February 28, 2022 | 41.15% |
| January 31, 2022 | 41.15% |
| December 31, 2021 | 41.15% |
| November 30, 2021 | 41.15% |
| October 31, 2021 | 41.15% |
| September 30, 2021 | 41.15% |
| August 31, 2021 | 41.15% |
| July 31, 2021 | 41.15% |
| June 30, 2021 | 41.15% |
| May 31, 2021 | 41.15% |
| April 30, 2021 | 41.15% |
| March 31, 2021 | 41.15% |
| February 28, 2021 | 41.15% |
| January 31, 2021 | 41.15% |
| December 31, 2020 | 41.15% |
| November 30, 2020 | 41.15% |
| October 31, 2020 | 38.90% |
| September 30, 2020 | 38.90% |
| August 31, 2020 | 38.90% |
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
12.99%
Minimum
Nov 2019
56.15%
Maximum
Feb 2024
43.68%
Average
41.15%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Cellnex Telecom SA | 62.08% |
| Merlin Properties SOCIMI SA | 57.58% |
| Lar Espana Real Estate Socimi SA | 63.57% |
| Metrovacesa SA | -- |
| Belpointe PREP LLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.81 |
| Beta (5Y) | 0.1143 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.12% |
| Historical Sharpe Ratio (5Y) | -0.4578 |
| Historical Sortino (5Y) | -0.5366 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.55% |