IRSA Inversiones y Representaciones SA (IRS)
15.79
-0.50
(-3.07%)
USD |
NYSE |
Nov 22, 16:00
15.87
+0.08
(+0.51%)
After-Hours: 20:00
IRSA Inversiones y Representaciones Max Drawdown (5Y): 91.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 91.82% |
September 30, 2024 | 91.82% |
August 31, 2024 | 91.82% |
July 31, 2024 | 91.82% |
June 30, 2024 | 91.82% |
May 31, 2024 | 91.82% |
April 30, 2024 | 91.82% |
March 31, 2024 | 91.82% |
February 29, 2024 | 91.82% |
January 31, 2024 | 91.82% |
December 31, 2023 | 91.82% |
November 30, 2023 | 91.82% |
October 31, 2023 | 91.82% |
September 30, 2023 | 91.82% |
August 31, 2023 | 91.82% |
July 31, 2023 | 91.82% |
June 30, 2023 | 91.82% |
May 31, 2023 | 91.82% |
April 30, 2023 | 91.82% |
March 31, 2023 | 91.82% |
February 28, 2023 | 91.82% |
January 31, 2023 | 91.82% |
December 31, 2022 | 91.82% |
November 30, 2022 | 91.82% |
October 31, 2022 | 91.82% |
Date | Value |
---|---|
September 30, 2022 | 91.82% |
August 31, 2022 | 91.82% |
July 31, 2022 | 91.82% |
June 30, 2022 | 91.82% |
May 31, 2022 | 91.82% |
April 30, 2022 | 91.82% |
March 31, 2022 | 91.82% |
February 28, 2022 | 91.82% |
January 31, 2022 | 91.82% |
December 31, 2021 | 91.82% |
November 30, 2021 | 91.82% |
October 31, 2021 | 91.82% |
September 30, 2021 | 91.82% |
August 31, 2021 | 91.82% |
July 31, 2021 | 91.82% |
June 30, 2021 | 91.82% |
May 31, 2021 | 91.82% |
April 30, 2021 | 91.82% |
March 31, 2021 | 91.82% |
February 28, 2021 | 91.82% |
January 31, 2021 | 91.82% |
December 31, 2020 | 91.82% |
November 30, 2020 | 91.82% |
October 31, 2020 | 91.82% |
September 30, 2020 | 91.82% |
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
85.11%
Minimum
Nov 2019
91.82%
Maximum
Sep 2020
91.31%
Average
91.82%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.853 |
Beta (5Y) | 1.315 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.44% |
Historical Sharpe Ratio (5Y) | 0.4559 |
Historical Sortino (5Y) | 0.9784 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.99% |