Repsol SA (REPYF)

12.41 +0.16 (+1.31%) USD  |  OTCM  |  Jan 06, 13:31
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Repsol Max Drawdown (5Y): 67.23% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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GeoPark Ltd 73.52%
BP PLC 63.90%
Ecopetrol SA 73.56%
Exxon Mobil Corp 61.33%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -15.40
Beta (5Y) 1.045
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.91%
Historical Sharpe Ratio (5Y) -0.0682
Historical Sortino (5Y) -0.1168
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.96%