Prada SpA (PRDSF)
8.40
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Prada Max Drawdown (5Y): 56.38% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 56.38% |
| April 30, 2024 | 56.38% |
| March 31, 2024 | 57.56% |
| February 29, 2024 | 58.21% |
| January 31, 2024 | 58.21% |
| December 31, 2023 | 60.24% |
| November 30, 2023 | 60.24% |
| October 31, 2023 | 60.24% |
| September 30, 2023 | 60.24% |
| August 31, 2023 | 60.24% |
| July 31, 2023 | 60.24% |
| June 30, 2023 | 60.24% |
| May 31, 2023 | 60.24% |
| April 30, 2023 | 60.24% |
| March 31, 2023 | 60.24% |
| February 28, 2023 | 60.24% |
| January 31, 2023 | 60.24% |
| December 31, 2022 | 60.24% |
| November 30, 2022 | 61.77% |
| October 31, 2022 | 66.23% |
| September 30, 2022 | 67.67% |
| August 31, 2022 | 67.67% |
| July 31, 2022 | 67.67% |
| June 30, 2022 | 67.67% |
| May 31, 2022 | 67.67% |
| Date | Value |
|---|---|
| April 30, 2022 | 67.67% |
| March 31, 2022 | 67.67% |
| February 28, 2022 | 67.67% |
| January 31, 2022 | 67.67% |
| December 31, 2021 | 67.67% |
| November 30, 2021 | 67.67% |
| October 31, 2021 | 67.93% |
| September 30, 2021 | 67.93% |
| August 31, 2021 | 67.93% |
| July 31, 2021 | 69.32% |
| June 30, 2021 | 70.91% |
| May 31, 2021 | 71.60% |
| April 30, 2021 | 71.60% |
| March 31, 2021 | 71.60% |
| February 28, 2021 | 71.60% |
| January 31, 2021 | 71.60% |
| December 31, 2020 | 71.60% |
| November 30, 2020 | 72.30% |
| October 31, 2020 | 73.19% |
| September 30, 2020 | 73.19% |
| August 31, 2020 | 73.19% |
| July 31, 2020 | 73.19% |
| June 30, 2020 | 73.19% |
| May 31, 2020 | 73.19% |
| April 30, 2020 | 73.19% |
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
56.38%
Minimum
Apr 2024
73.19%
Maximum
Jun 2019
67.21%
Average
67.67%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Natuzzi SPA | 97.21% |
| Tod's SpA | 61.21% |
| Piaggio & C. SpA | 53.52% |
| Ferrari NV | 38.30% |
| Ermenegildo Zegna NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.239 |
| Beta (5Y) | 1.227 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.21% |
| Historical Sharpe Ratio (5Y) | 0.5837 |
| Historical Sortino (5Y) | 1.102 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.59% |