Natuzzi SPA (NTZ)
6.195
-0.24
(-3.65%)
USD |
NYSE |
May 02, 16:00
Natuzzi Max Drawdown (5Y): 97.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.21% |
March 31, 2024 | 97.21% |
February 29, 2024 | 97.21% |
January 31, 2024 | 97.21% |
December 31, 2023 | 97.21% |
November 30, 2023 | 97.21% |
October 31, 2023 | 97.21% |
September 30, 2023 | 97.21% |
August 31, 2023 | 97.21% |
July 31, 2023 | 97.21% |
June 30, 2023 | 97.21% |
May 31, 2023 | 97.21% |
April 30, 2023 | 97.21% |
March 31, 2023 | 97.21% |
February 28, 2023 | 97.21% |
January 31, 2023 | 97.21% |
December 31, 2022 | 97.21% |
November 30, 2022 | 97.21% |
October 31, 2022 | 97.21% |
September 30, 2022 | 97.21% |
August 31, 2022 | 97.21% |
July 31, 2022 | 97.21% |
June 30, 2022 | 97.21% |
May 31, 2022 | 97.21% |
April 30, 2022 | 97.21% |
Date | Value |
---|---|
March 31, 2022 | 97.21% |
February 28, 2022 | 97.21% |
January 31, 2022 | 97.21% |
December 31, 2021 | 97.21% |
November 30, 2021 | 97.21% |
October 31, 2021 | 97.21% |
September 30, 2021 | 97.21% |
August 31, 2021 | 97.21% |
July 31, 2021 | 97.21% |
June 30, 2021 | 97.21% |
May 31, 2021 | 97.21% |
April 30, 2021 | 97.21% |
March 31, 2021 | 97.21% |
February 28, 2021 | 97.21% |
January 31, 2021 | 97.21% |
December 31, 2020 | 97.21% |
November 30, 2020 | 97.21% |
October 31, 2020 | 97.21% |
September 30, 2020 | 97.21% |
August 31, 2020 | 97.21% |
July 31, 2020 | 97.21% |
June 30, 2020 | 97.21% |
May 31, 2020 | 97.21% |
April 30, 2020 | 97.21% |
March 31, 2020 | 97.21% |
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
80.68%
Minimum
May 2019
97.21%
Maximum
Mar 2020
96.10%
Average
97.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Geox SpA | 86.79% |
Tod's SpA | 61.21% |
Piaggio & C. SpA | 53.52% |
Ferrari NV | 38.30% |
Ermenegildo Zegna NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.058 |
Beta (5Y) | 1.341 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 142.8% |
Historical Sharpe Ratio (5Y) | 0.0482 |
Historical Sortino (5Y) | 0.1522 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.63% |