Repsol SA (REPYY)
12.45
-0.08
(-0.64%)
USD |
OTCM |
Nov 22, 16:00
Repsol Max Drawdown (5Y): 65.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.13% |
| September 30, 2024 | 65.13% |
| August 31, 2024 | 65.13% |
| July 31, 2024 | 65.13% |
| June 30, 2024 | 65.13% |
| May 31, 2024 | 65.13% |
| April 30, 2024 | 65.13% |
| March 31, 2024 | 65.13% |
| February 29, 2024 | 65.13% |
| January 31, 2024 | 65.13% |
| December 31, 2023 | 65.13% |
| November 30, 2023 | 65.13% |
| October 31, 2023 | 65.13% |
| September 30, 2023 | 65.13% |
| August 31, 2023 | 65.13% |
| July 31, 2023 | 65.13% |
| June 30, 2023 | 65.13% |
| May 31, 2023 | 65.13% |
| April 30, 2023 | 65.13% |
| March 31, 2023 | 65.13% |
| February 28, 2023 | 65.13% |
| January 31, 2023 | 65.13% |
| December 31, 2022 | 65.13% |
| November 30, 2022 | 65.13% |
| October 31, 2022 | 65.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.13% |
| August 31, 2022 | 65.13% |
| July 31, 2022 | 65.13% |
| June 30, 2022 | 65.13% |
| May 31, 2022 | 65.13% |
| April 30, 2022 | 65.13% |
| March 31, 2022 | 65.13% |
| February 28, 2022 | 65.13% |
| January 31, 2022 | 65.13% |
| December 31, 2021 | 65.13% |
| November 30, 2021 | 65.13% |
| October 31, 2021 | 65.13% |
| September 30, 2021 | 65.13% |
| August 31, 2021 | 65.13% |
| July 31, 2021 | 65.13% |
| June 30, 2021 | 65.13% |
| May 31, 2021 | 65.13% |
| April 30, 2021 | 65.13% |
| March 31, 2021 | 65.13% |
| February 28, 2021 | 65.13% |
| January 31, 2021 | 65.13% |
| December 31, 2020 | 65.13% |
| November 30, 2020 | 65.13% |
| October 31, 2020 | 65.13% |
| September 30, 2020 | 65.13% |
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
65.03%
Minimum
Nov 2019
65.13%
Maximum
Mar 2020
65.13%
Average
65.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BP PLC | 63.90% |
| Exxon Mobil Corp | 61.33% |
| Shell PLC | 67.23% |
| Chevron Corp | 55.77% |
| Occidental Petroleum Corp | 88.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.31 |
| Beta (5Y) | 0.7476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.31% |
| Historical Sharpe Ratio (5Y) | -0.0422 |
| Historical Sortino (5Y) | -0.0661 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.91% |