Leonardo SpA (FINMY)
12.59
+0.04
(+0.36%)
USD |
OTCM |
May 17, 16:00
Leonardo Max Drawdown (5Y): 74.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.10% |
March 31, 2024 | 74.10% |
February 29, 2024 | 74.10% |
January 31, 2024 | 74.10% |
December 31, 2023 | 74.10% |
November 30, 2023 | 74.10% |
October 31, 2023 | 74.10% |
September 30, 2023 | 74.10% |
August 31, 2023 | 74.10% |
July 31, 2023 | 74.10% |
June 30, 2023 | 74.10% |
May 31, 2023 | 74.10% |
April 30, 2023 | 74.10% |
March 31, 2023 | 74.10% |
February 28, 2023 | 74.10% |
January 31, 2023 | 74.10% |
December 31, 2022 | 74.10% |
November 30, 2022 | 74.10% |
October 31, 2022 | 74.10% |
September 30, 2022 | 74.10% |
August 31, 2022 | 74.10% |
July 31, 2022 | 74.10% |
June 30, 2022 | 74.10% |
May 31, 2022 | 74.10% |
April 30, 2022 | 74.10% |
Date | Value |
---|---|
March 31, 2022 | 74.10% |
February 28, 2022 | 74.10% |
January 31, 2022 | 74.10% |
December 31, 2021 | 74.10% |
November 30, 2021 | 74.10% |
October 31, 2021 | 74.10% |
September 30, 2021 | 74.10% |
August 31, 2021 | 74.10% |
July 31, 2021 | 74.10% |
June 30, 2021 | 74.10% |
May 31, 2021 | 74.10% |
April 30, 2021 | 74.10% |
March 31, 2021 | 74.10% |
February 28, 2021 | 74.10% |
January 31, 2021 | 74.10% |
December 31, 2020 | 74.10% |
November 30, 2020 | 74.10% |
October 31, 2020 | 74.10% |
September 30, 2020 | 74.10% |
August 31, 2020 | 74.10% |
July 31, 2020 | 74.10% |
June 30, 2020 | 74.10% |
May 31, 2020 | 74.10% |
April 30, 2020 | 74.10% |
March 31, 2020 | 74.10% |
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
54.48%
Minimum
May 2019
74.10%
Maximum
Mar 2020
70.83%
Average
74.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hydro Power Technologies Inc | 94.34% |
Prysmian SpA | 55.14% |
WeBuild SpA | 80.92% |
Antares Vision SpA | -- |
Poste Italiane SpA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.310 |
Beta (5Y) | 1.194 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.63% |
Historical Sharpe Ratio (5Y) | 0.3276 |
Historical Sortino (5Y) | 0.4661 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.82% |