Banca Monte dei Paschi di Siena (BMDPF)
5.73
+0.14
(+2.50%)
USD |
OTCM |
Nov 07, 10:16
Banca Monte dei Paschi di Siena Max Drawdown (5Y): 99.91% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.91% |
| August 31, 2024 | 99.91% |
| July 31, 2024 | 99.91% |
| June 30, 2024 | 99.91% |
| May 31, 2024 | 99.91% |
| April 30, 2024 | 99.91% |
| March 31, 2024 | 99.91% |
| February 29, 2024 | 99.91% |
| January 31, 2024 | 99.91% |
| December 31, 2023 | 99.91% |
| November 30, 2023 | 99.91% |
| October 31, 2023 | 99.91% |
| September 30, 2023 | 99.91% |
| August 31, 2023 | 99.91% |
| July 31, 2023 | 99.91% |
| June 30, 2023 | 99.91% |
| May 31, 2023 | 99.91% |
| April 30, 2023 | 99.91% |
| March 31, 2023 | 99.91% |
| February 28, 2023 | 99.91% |
| January 31, 2023 | 99.91% |
| December 31, 2022 | 99.91% |
| November 30, 2022 | 99.91% |
| October 31, 2022 | 99.91% |
| September 30, 2022 | 99.91% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.91% |
| July 31, 2022 | 99.91% |
| June 30, 2022 | 99.91% |
| May 31, 2022 | 99.91% |
| April 30, 2022 | 99.91% |
| March 31, 2022 | 99.91% |
| February 28, 2022 | 99.91% |
| January 31, 2022 | 99.91% |
| December 31, 2021 | 99.91% |
| November 30, 2021 | 99.91% |
| October 31, 2021 | 99.91% |
| September 30, 2021 | 99.91% |
| August 31, 2021 | 99.91% |
| July 31, 2021 | 99.91% |
| June 30, 2021 | 99.91% |
| May 31, 2021 | 99.91% |
| April 30, 2021 | 99.91% |
| March 31, 2021 | 99.91% |
| February 28, 2021 | 99.91% |
| January 31, 2021 | 99.91% |
| December 31, 2020 | 99.91% |
| November 30, 2020 | 99.91% |
| October 31, 2020 | 99.91% |
| September 30, 2020 | 99.91% |
| August 31, 2020 | 99.91% |
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
99.91%
Minimum
Jan 2024
99.91%
Maximum
Nov 2019
99.91%
Average
99.91%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Intesa Sanpaolo | 57.76% |
| Mediobanca SpA | 62.39% |
| Unipol Gruppo SpA | -- |
| Generali | 51.13% |
| BPER Banca SpA | 82.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.77 |
| Beta (5Y) | 0.3396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.02% |
| Historical Sharpe Ratio (5Y) | -0.5509 |
| Historical Sortino (5Y) | -0.6701 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.55% |