Assicurazioni Generali (ARZGF)
24.75
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Assicurazioni Generali Max Drawdown (5Y): 44.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.06% |
March 31, 2024 | 44.06% |
February 29, 2024 | 44.06% |
January 31, 2024 | 44.06% |
December 31, 2023 | 44.06% |
November 30, 2023 | 44.06% |
October 31, 2023 | 44.06% |
September 30, 2023 | 44.06% |
August 31, 2023 | 44.06% |
July 31, 2023 | 44.06% |
June 30, 2023 | 44.06% |
May 31, 2023 | 44.06% |
April 30, 2023 | 44.06% |
March 31, 2023 | 44.06% |
February 28, 2023 | 44.06% |
January 31, 2023 | 44.06% |
December 31, 2022 | 44.06% |
November 30, 2022 | 44.06% |
October 31, 2022 | 44.06% |
September 30, 2022 | 44.06% |
August 31, 2022 | 44.06% |
July 31, 2022 | 44.06% |
June 30, 2022 | 44.06% |
May 31, 2022 | 44.06% |
April 30, 2022 | 44.06% |
Date | Value |
---|---|
March 31, 2022 | 44.06% |
February 28, 2022 | 44.06% |
January 31, 2022 | 44.06% |
December 31, 2021 | 44.06% |
November 30, 2021 | 44.06% |
October 31, 2021 | 44.06% |
September 30, 2021 | 44.06% |
August 31, 2021 | 45.03% |
July 31, 2021 | 46.28% |
June 30, 2021 | 46.28% |
May 31, 2021 | 46.28% |
April 30, 2021 | 50.93% |
March 31, 2021 | 50.93% |
February 28, 2021 | 50.93% |
January 31, 2021 | 50.93% |
December 31, 2020 | 50.93% |
November 30, 2020 | 50.93% |
October 31, 2020 | 50.93% |
September 30, 2020 | 50.93% |
August 31, 2020 | 50.93% |
July 31, 2020 | 50.93% |
June 30, 2020 | 50.93% |
May 31, 2020 | 50.93% |
April 30, 2020 | 50.93% |
March 31, 2020 | 50.93% |
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
44.06%
Minimum
Sep 2021
50.93%
Maximum
May 2019
46.93%
Average
44.06%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Intesa Sanpaolo | 57.76% |
Mediobanca SpA | 62.39% |
Unipol Gruppo SpA | -- |
BPER Banca SpA | 82.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.458 |
Beta (5Y) | 0.5121 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.16% |
Historical Sharpe Ratio (5Y) | 0.2707 |
Historical Sortino (5Y) | 0.3763 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.91% |