Juventus Football Club SpA (JVTSF)
1.93
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Juventus Football Club Max Drawdown (5Y): 91.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.71% |
| March 31, 2024 | 88.68% |
| February 29, 2024 | 88.68% |
| January 31, 2024 | 87.82% |
| December 31, 2023 | 87.06% |
| November 30, 2023 | 86.80% |
| October 31, 2023 | 86.80% |
| September 30, 2023 | 86.80% |
| August 31, 2023 | 86.80% |
| July 31, 2023 | 86.80% |
| June 30, 2023 | 86.80% |
| May 31, 2023 | 86.80% |
| April 30, 2023 | 86.80% |
| March 31, 2023 | 86.80% |
| February 28, 2023 | 86.80% |
| January 31, 2023 | 86.80% |
| December 31, 2022 | 86.80% |
| November 30, 2022 | 86.80% |
| October 31, 2022 | 86.80% |
| September 30, 2022 | 86.47% |
| August 31, 2022 | 85.79% |
| July 31, 2022 | 85.79% |
| June 30, 2022 | 85.79% |
| May 31, 2022 | 85.79% |
| April 30, 2022 | 84.01% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.93% |
| February 28, 2022 | 81.22% |
| January 31, 2022 | 80.25% |
| December 31, 2021 | 80.25% |
| November 30, 2021 | 74.45% |
| October 31, 2021 | 67.01% |
| September 30, 2021 | 67.01% |
| August 31, 2021 | 67.01% |
| July 31, 2021 | 67.01% |
| June 30, 2021 | 67.01% |
| May 31, 2021 | 67.01% |
| April 30, 2021 | 67.01% |
| March 31, 2021 | 67.01% |
| February 28, 2021 | 67.01% |
| January 31, 2021 | 67.01% |
| December 31, 2020 | 67.01% |
| November 30, 2020 | 67.01% |
| October 31, 2020 | 67.01% |
| September 30, 2020 | 67.01% |
| August 31, 2020 | 67.01% |
| July 31, 2020 | 67.01% |
| June 30, 2020 | 67.01% |
| May 31, 2020 | 67.01% |
| April 30, 2020 | 67.01% |
| March 31, 2020 | 67.01% |
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
51.64%
Minimum
May 2019
91.71%
Maximum
Apr 2024
73.81%
Average
70.73%
Median
Max Drawdown (5Y) Benchmarks
| Telecom Italia SpA | 84.18% |
| Rcs Mediagroup | 70.59% |
| Inuvo Inc | 95.07% |
| Globalstar Inc | 90.63% |
| Loop Media Inc | 98.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.16 |
| Beta (5Y) | 0.6038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.15% |
| Historical Sharpe Ratio (5Y) | -0.782 |
| Historical Sortino (5Y) | -1.114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.03% |