Azimut Holding SPA (AZIHF)
26.34
-2.06
(-7.25%)
USD |
OTCM |
May 09, 16:00
Azimut Max Drawdown (5Y): 59.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.83% |
March 31, 2024 | 59.83% |
February 29, 2024 | 59.83% |
January 31, 2024 | 59.83% |
December 31, 2023 | 59.83% |
November 30, 2023 | 59.83% |
October 31, 2023 | 59.83% |
September 30, 2023 | 60.06% |
August 31, 2023 | 60.06% |
July 31, 2023 | 60.06% |
June 30, 2023 | 60.06% |
May 31, 2023 | 60.06% |
April 30, 2023 | 60.06% |
March 31, 2023 | 60.06% |
February 28, 2023 | 60.06% |
January 31, 2023 | 60.06% |
December 31, 2022 | 60.06% |
November 30, 2022 | 60.06% |
October 31, 2022 | 60.06% |
September 30, 2022 | 60.06% |
August 31, 2022 | 60.06% |
July 31, 2022 | 60.06% |
June 30, 2022 | 60.06% |
May 31, 2022 | 60.06% |
April 30, 2022 | 60.06% |
Date | Value |
---|---|
March 31, 2022 | 60.06% |
February 28, 2022 | 60.06% |
January 31, 2022 | 60.06% |
December 31, 2021 | 60.06% |
November 30, 2021 | 60.06% |
October 31, 2021 | 60.06% |
September 30, 2021 | 60.06% |
August 31, 2021 | 60.06% |
July 31, 2021 | 60.06% |
June 30, 2021 | 60.06% |
May 31, 2021 | 60.06% |
April 30, 2021 | 60.06% |
March 31, 2021 | 60.06% |
February 28, 2021 | 60.06% |
January 31, 2021 | 60.06% |
December 31, 2020 | 60.06% |
November 30, 2020 | 60.06% |
October 31, 2020 | 60.06% |
September 30, 2020 | 60.06% |
August 31, 2020 | 60.06% |
July 31, 2020 | 60.06% |
June 30, 2020 | 60.06% |
May 31, 2020 | 60.06% |
April 30, 2020 | 60.06% |
March 31, 2020 | 60.06% |
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
59.83%
Minimum
Oct 2023
60.06%
Maximum
May 2019
60.04%
Average
60.06%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Intesa Sanpaolo | 57.76% |
Mediobanca SpA | 62.39% |
Unipol Gruppo SpA | -- |
Assicurazioni Generali | 51.13% |
BPER Banca SpA | 82.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4941 |
Beta (5Y) | 0.9581 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.02% |
Historical Sharpe Ratio (5Y) | 0.212 |
Historical Sortino (5Y) | 0.3017 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.34% |