IRSA Inversiones y Representaciones SA (IRS)
9.49
+0.03
(+0.32%)
USD |
NYSE |
May 02, 16:00
9.49
0.00 (0.00%)
After-Hours: 18:15
IRSA Inversiones y Representaciones Max Drawdown (5Y): 91.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 91.14% |
July 31, 2020 | 91.14% |
June 30, 2020 | 91.14% |
May 31, 2020 | 91.14% |
April 30, 2020 | 91.14% |
March 31, 2020 | 91.02% |
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
73.58%
Minimum
May 2019
91.82%
Maximum
Sep 2020
90.03%
Average
91.82%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.91 |
Beta (5Y) | 1.358 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.37% |
Historical Sharpe Ratio (5Y) | 0.0381 |
Historical Sortino (5Y) | 0.069 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.68% |