Azimut Holding SpA (AZIHF)

27.44 +0.67 (+2.50%) USD  |  OTCM  |  Dec 13, 16:00
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Azimut Max Drawdown (5Y): 59.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Intesa Sanpaolo 57.76%
Mediobanca SpA 62.39%
BPER Banca SpA 83.76%
Banca Monte dei Paschi di Siena 99.91%
UniCredit SpA 69.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.308
Beta (5Y) 0.8139
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.78%
Historical Sharpe Ratio (5Y) 0.0548
Historical Sortino (5Y) 0.0771
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.34%