Mapfre SA (MPFRF)
2.42
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Mapfre Max Drawdown (5Y): 67.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.69% |
March 31, 2024 | 67.69% |
February 29, 2024 | 67.69% |
January 31, 2024 | 67.69% |
December 31, 2023 | 67.69% |
November 30, 2023 | 67.69% |
October 31, 2023 | 67.69% |
September 30, 2023 | 67.69% |
August 31, 2023 | 67.69% |
July 31, 2023 | 67.69% |
June 30, 2023 | 67.69% |
May 31, 2023 | 67.69% |
April 30, 2023 | 67.69% |
March 31, 2023 | 67.69% |
February 28, 2023 | 67.69% |
January 31, 2023 | 67.69% |
December 31, 2022 | 67.69% |
November 30, 2022 | 67.69% |
October 31, 2022 | 67.69% |
September 30, 2022 | 67.69% |
August 31, 2022 | 67.69% |
July 31, 2022 | 67.69% |
June 30, 2022 | 67.69% |
May 31, 2022 | 67.69% |
April 30, 2022 | 67.69% |
Date | Value |
---|---|
March 31, 2022 | 67.69% |
February 28, 2022 | 67.69% |
January 31, 2022 | 67.69% |
December 31, 2021 | 67.69% |
November 30, 2021 | 67.69% |
October 31, 2021 | 67.69% |
September 30, 2021 | 67.69% |
August 31, 2021 | 67.69% |
July 31, 2021 | 67.69% |
June 30, 2021 | 67.69% |
May 31, 2021 | 67.69% |
April 30, 2021 | 67.69% |
March 31, 2021 | 67.69% |
February 28, 2021 | 67.69% |
January 31, 2021 | 67.69% |
December 31, 2020 | 67.69% |
November 30, 2020 | 67.69% |
October 31, 2020 | 67.69% |
September 30, 2020 | 67.69% |
August 31, 2020 | 67.69% |
July 31, 2020 | 67.69% |
June 30, 2020 | 67.69% |
May 31, 2020 | 67.69% |
April 30, 2020 | 67.69% |
March 31, 2020 | 67.69% |
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
51.96%
Minimum
May 2019
67.69%
Maximum
Mar 2020
65.07%
Average
67.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banco Bilbao Vizcaya Argentaria SA | 69.72% |
Banco Santander SA | 73.82% |
Bankinter SA | 70.95% |
CaixaBank SA | 69.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.946 |
Beta (5Y) | 0.7138 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.40% |
Historical Sharpe Ratio (5Y) | 0.0784 |
Historical Sortino (5Y) | 0.1216 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.85% |