Indra Sistemas SA (ISMAY)
8.82
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Indra Sistemas Max Drawdown (5Y): 63.96% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 63.96% |
| August 31, 2024 | 63.96% |
| July 31, 2024 | 63.96% |
| June 30, 2024 | 63.96% |
| May 31, 2024 | 63.96% |
| April 30, 2024 | 63.96% |
| March 31, 2024 | 63.96% |
| February 29, 2024 | 63.96% |
| January 31, 2024 | 63.96% |
| December 31, 2023 | 63.96% |
| November 30, 2023 | 63.96% |
| October 31, 2023 | 63.96% |
| September 30, 2023 | 63.96% |
| August 31, 2023 | 63.96% |
| July 31, 2023 | 63.96% |
| June 30, 2023 | 63.96% |
| May 31, 2023 | 63.96% |
| April 30, 2023 | 63.96% |
| March 31, 2023 | 63.96% |
| February 28, 2023 | 63.96% |
| January 31, 2023 | 63.96% |
| December 31, 2022 | 63.96% |
| November 30, 2022 | 63.96% |
| October 31, 2022 | 63.96% |
| September 30, 2022 | 63.96% |
| Date | Value |
|---|---|
| August 31, 2022 | 63.96% |
| July 31, 2022 | 63.96% |
| June 30, 2022 | 63.96% |
| May 31, 2022 | 63.96% |
| April 30, 2022 | 63.96% |
| March 31, 2022 | 63.96% |
| February 28, 2022 | 63.96% |
| January 31, 2022 | 63.96% |
| December 31, 2021 | 63.96% |
| November 30, 2021 | 63.96% |
| October 31, 2021 | 63.96% |
| September 30, 2021 | 63.96% |
| August 31, 2021 | 63.96% |
| July 31, 2021 | 63.96% |
| June 30, 2021 | 63.96% |
| May 31, 2021 | 63.96% |
| April 30, 2021 | 63.96% |
| March 31, 2021 | 63.96% |
| February 28, 2021 | 63.96% |
| January 31, 2021 | 63.96% |
| December 31, 2020 | 63.96% |
| November 30, 2020 | 63.96% |
| October 31, 2020 | 63.96% |
| September 30, 2020 | 57.01% |
| August 31, 2020 | 56.31% |
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
56.31%
Minimum
Nov 2019
63.96%
Maximum
Oct 2020
62.55%
Average
63.96%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Global Dominion Access SA | -- |
| Amadeus IT Group SA | 58.69% |
| Wallbox NV | -- |
| Amper SA | -- |
| Turbo Energy SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.521 |
| Beta (5Y) | 0.8749 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.48% |
| Historical Sharpe Ratio (5Y) | 0.4131 |
| Historical Sortino (5Y) | 0.6187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.17% |