Indra Sistemas SA (ISMAF)
65.07
0.00 (0.00%)
USD |
OTCM |
Oct 05, 16:00
Indra Sistemas Max Drawdown (5Y) : 37.53% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 37.53% |
| August 31, 2026 | 40.21% |
| July 31, 2026 | 40.21% |
| June 30, 2026 | 40.21% |
| May 31, 2026 | 40.21% |
| April 30, 2026 | 40.21% |
| March 31, 2026 | 40.21% |
| February 28, 2026 | 40.21% |
| January 31, 2026 | 41.78% |
| December 31, 2025 | 41.78% |
| November 30, 2025 | 45.55% |
| October 31, 2025 | 49.30% |
| September 30, 2025 | 49.30% |
| August 31, 2025 | 49.30% |
| July 31, 2025 | 49.30% |
| June 30, 2025 | 49.30% |
| May 31, 2025 | 49.30% |
| April 30, 2025 | 49.30% |
| March 31, 2025 | 49.30% |
| February 28, 2025 | 49.30% |
| January 31, 2025 | 49.30% |
| December 31, 2024 | 49.30% |
| November 30, 2024 | 49.30% |
| October 31, 2024 | 49.30% |
| September 30, 2024 | 49.30% |
| Date | Value |
|---|---|
| August 31, 2024 | 49.30% |
| July 31, 2024 | 49.30% |
| June 30, 2024 | 49.30% |
| May 31, 2024 | 49.30% |
| April 30, 2024 | 49.30% |
| March 31, 2024 | 50.93% |
| February 29, 2024 | 51.00% |
| January 31, 2024 | 51.00% |
| December 31, 2023 | 51.00% |
| November 30, 2023 | 51.00% |
| October 31, 2023 | 51.00% |
| September 30, 2023 | 51.00% |
| August 31, 2023 | 51.00% |
| July 31, 2023 | 51.00% |
| June 30, 2023 | 51.00% |
| May 31, 2023 | 51.00% |
| April 30, 2023 | 51.00% |
| March 31, 2023 | 51.00% |
| February 28, 2023 | 51.00% |
| January 31, 2023 | 51.00% |
| December 31, 2022 | 51.00% |
| November 30, 2022 | 51.00% |
| October 31, 2022 | 51.00% |
| September 30, 2022 | 51.00% |
| August 31, 2022 | 51.00% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Cognizant Technology Solutions Corp. | 56.12% |
| Amdocs Ltd. | 46.13% |
| Infosys Ltd. | 54.41% |
| VeriSign, Inc. | 38.85% |
| Life's Time Capsule Services, Inc. | 98.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 40.47 |
| Beta (5Y) | 0.1646 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.66% |
| Historical Sharpe Ratio (5Y) | 0.7998 |
| Historical Sortino (5Y) | 2.423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.20% |