Repsol SA (REPYY)
15.58
-0.14
(-0.86%)
USD |
OTCM |
May 01, 16:11
Repsol Max Drawdown (5Y): 65.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 65.13% |
July 31, 2020 | 65.13% |
June 30, 2020 | 65.13% |
May 31, 2020 | 65.13% |
April 30, 2020 | 65.13% |
March 31, 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
64.35%
Minimum
May 2019
65.13%
Maximum
Mar 2020
65.00%
Average
65.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BP PLC | 63.90% |
Galp Energia SGPS SA | 58.00% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.710 |
Beta (5Y) | 0.7681 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.37% |
Historical Sharpe Ratio (5Y) | 0.0724 |
Historical Sortino (5Y) | 0.1106 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.91% |