Tod's SpA (TDPAY)
4.56
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Tod's Max Drawdown (5Y): 61.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.21% |
March 31, 2024 | 61.21% |
February 29, 2024 | 61.21% |
January 31, 2024 | 61.21% |
December 31, 2023 | 61.21% |
November 30, 2023 | 61.21% |
October 31, 2023 | 61.21% |
September 30, 2023 | 61.21% |
August 31, 2023 | 61.21% |
July 31, 2023 | 61.21% |
June 30, 2023 | 61.21% |
May 31, 2023 | 61.21% |
April 30, 2023 | 61.21% |
March 31, 2023 | 61.21% |
February 28, 2023 | 61.21% |
January 31, 2023 | 61.21% |
December 31, 2022 | 61.21% |
November 30, 2022 | 61.21% |
October 31, 2022 | 61.21% |
September 30, 2022 | 61.21% |
August 31, 2022 | 61.21% |
July 31, 2022 | 61.21% |
June 30, 2022 | 61.21% |
May 31, 2022 | 61.21% |
April 30, 2022 | 61.21% |
Date | Value |
---|---|
March 31, 2022 | 61.21% |
February 28, 2022 | 61.21% |
January 31, 2022 | 61.21% |
December 31, 2021 | 61.21% |
November 30, 2021 | 61.21% |
October 31, 2021 | 61.21% |
September 30, 2021 | 61.21% |
August 31, 2021 | 61.21% |
July 31, 2021 | 61.21% |
June 30, 2021 | 61.21% |
May 31, 2021 | 61.21% |
April 30, 2021 | 61.21% |
March 31, 2021 | 61.21% |
February 28, 2021 | 61.21% |
January 31, 2021 | 61.21% |
December 31, 2020 | 61.21% |
November 30, 2020 | 61.21% |
October 31, 2020 | 61.21% |
September 30, 2020 | 61.21% |
August 31, 2020 | 61.21% |
July 31, 2020 | 61.21% |
June 30, 2020 | 61.21% |
May 31, 2020 | 61.21% |
April 30, 2020 | 55.94% |
March 31, 2020 | 51.99% |
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
30.47%
Minimum
May 2019
61.21%
Maximum
May 2020
56.23%
Average
61.21%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Natuzzi SPA | 97.21% |
Piaggio & C. SpA | 53.52% |
Prada SpA | 56.38% |
Ferrari NV | 38.30% |
Ermenegildo Zegna NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.239 |
Beta (5Y) | 0.5487 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.99% |
Historical Sharpe Ratio (5Y) | -0.0744 |
Historical Sortino (5Y) | -0.1344 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.90% |