Banca Monte dei Paschi di Siena (BMDPF)
5.00
0.00 (0.00%)
USD |
OTCM |
May 08, 15:26
Banca Monte dei Paschi di Siena Max Drawdown (5Y): 99.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.91% |
March 31, 2024 | 99.91% |
February 29, 2024 | 99.91% |
January 31, 2024 | 99.91% |
December 31, 2023 | 99.91% |
November 30, 2023 | 99.91% |
October 31, 2023 | 99.91% |
September 30, 2023 | 99.91% |
August 31, 2023 | 99.91% |
July 31, 2023 | 99.91% |
June 30, 2023 | 99.91% |
May 31, 2023 | 99.91% |
April 30, 2023 | 99.91% |
March 31, 2023 | 99.91% |
February 28, 2023 | 99.91% |
January 31, 2023 | 99.91% |
December 31, 2022 | 99.91% |
November 30, 2022 | 99.91% |
October 31, 2022 | 99.91% |
September 30, 2022 | 99.91% |
August 31, 2022 | 99.91% |
July 31, 2022 | 99.91% |
June 30, 2022 | 99.91% |
May 31, 2022 | 99.91% |
April 30, 2022 | 99.91% |
Date | Value |
---|---|
March 31, 2022 | 99.91% |
February 28, 2022 | 99.91% |
January 31, 2022 | 99.91% |
December 31, 2021 | 99.91% |
November 30, 2021 | 99.91% |
October 31, 2021 | 99.91% |
September 30, 2021 | 99.91% |
August 31, 2021 | 99.91% |
July 31, 2021 | 99.91% |
June 30, 2021 | 99.91% |
May 31, 2021 | 99.91% |
April 30, 2021 | 99.91% |
March 31, 2021 | 99.91% |
February 28, 2021 | 99.91% |
January 31, 2021 | 99.91% |
December 31, 2020 | 99.91% |
November 30, 2020 | 99.91% |
October 31, 2020 | 99.91% |
September 30, 2020 | 99.91% |
August 31, 2020 | 99.91% |
July 31, 2020 | 99.91% |
June 30, 2020 | 99.91% |
May 31, 2020 | 99.91% |
April 30, 2020 | 99.91% |
March 31, 2020 | 99.91% |
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
99.91%
Minimum
Jan 2024
99.91%
Maximum
May 2019
99.91%
Average
99.91%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Intesa Sanpaolo | 57.76% |
Mediobanca SpA | 62.39% |
Unipol Gruppo SpA | -- |
Assicurazioni Generali | 51.13% |
BPER Banca SpA | 82.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.21 |
Beta (5Y) | 0.3759 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.05% |
Historical Sharpe Ratio (5Y) | -0.5341 |
Historical Sortino (5Y) | -0.6759 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.55% |