Assicurazioni Generali (ARZGY)
12.33
+0.13
(+1.07%)
USD |
OTCM |
May 01, 16:00
Assicurazioni Generali Max Drawdown (5Y): 51.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.13% |
March 31, 2024 | 51.13% |
February 29, 2024 | 51.13% |
January 31, 2024 | 51.13% |
December 31, 2023 | 51.13% |
November 30, 2023 | 51.13% |
October 31, 2023 | 51.13% |
September 30, 2023 | 51.13% |
August 31, 2023 | 51.13% |
July 31, 2023 | 51.13% |
June 30, 2023 | 51.13% |
May 31, 2023 | 51.13% |
April 30, 2023 | 51.13% |
March 31, 2023 | 51.13% |
February 28, 2023 | 51.13% |
January 31, 2023 | 51.13% |
December 31, 2022 | 51.13% |
November 30, 2022 | 51.13% |
October 31, 2022 | 51.13% |
September 30, 2022 | 51.13% |
August 31, 2022 | 51.13% |
July 31, 2022 | 51.13% |
June 30, 2022 | 51.13% |
May 31, 2022 | 51.13% |
April 30, 2022 | 51.13% |
Date | Value |
---|---|
March 31, 2022 | 51.13% |
February 28, 2022 | 51.13% |
January 31, 2022 | 51.13% |
December 31, 2021 | 51.13% |
November 30, 2021 | 51.13% |
October 31, 2021 | 51.13% |
September 30, 2021 | 51.13% |
August 31, 2021 | 51.13% |
July 31, 2021 | 51.13% |
June 30, 2021 | 51.13% |
May 31, 2021 | 51.13% |
April 30, 2021 | 53.22% |
March 31, 2021 | 53.22% |
February 28, 2021 | 53.22% |
January 31, 2021 | 53.22% |
December 31, 2020 | 53.22% |
November 30, 2020 | 53.22% |
October 31, 2020 | 53.22% |
September 30, 2020 | 53.22% |
August 31, 2020 | 53.22% |
July 31, 2020 | 53.22% |
June 30, 2020 | 53.22% |
May 31, 2020 | 53.22% |
April 30, 2020 | 53.22% |
March 31, 2020 | 53.22% |
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
51.13%
Minimum
May 2021
53.22%
Maximum
May 2019
51.97%
Average
51.13%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Intesa Sanpaolo | 57.76% |
Mediobanca SpA | 62.39% |
Unipol Gruppo SpA | -- |
BPER Banca SpA | 82.57% |
Banca Mediolanum | 57.01% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.203 |
Beta (5Y) | 1.108 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.46% |
Historical Sharpe Ratio (5Y) | 0.3105 |
Historical Sortino (5Y) | 0.3783 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.53% |