Banca Monte dei Paschi di Siena SpA (BMDPF)
13.65
0.00 (0.00%)
USD |
OTCM |
Sep 04, 16:00
Banca Monte dei Paschi di Siena Max Drawdown (5Y) : 99.87% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 99.87% |
| July 31, 2026 | 99.87% |
| June 30, 2026 | 99.87% |
| May 31, 2026 | 99.87% |
| April 30, 2026 | 99.87% |
| March 31, 2026 | 99.87% |
| February 28, 2026 | 99.87% |
| January 31, 2026 | 99.87% |
| December 31, 2025 | 99.87% |
| November 30, 2025 | 99.87% |
| October 31, 2025 | 99.87% |
| September 30, 2025 | 99.87% |
| August 31, 2025 | 99.87% |
| July 31, 2025 | 99.87% |
| June 30, 2025 | 99.87% |
| May 31, 2025 | 99.87% |
| April 30, 2025 | 99.91% |
| March 31, 2025 | 99.92% |
| February 28, 2025 | 99.92% |
| January 31, 2025 | 99.92% |
| December 31, 2024 | 99.92% |
| November 30, 2024 | 99.92% |
| October 31, 2024 | 99.92% |
| September 30, 2024 | 99.93% |
| August 31, 2024 | 99.94% |
| Date | Value |
|---|---|
| July 31, 2024 | 99.95% |
| June 30, 2024 | 99.97% |
| May 31, 2024 | 100.00% |
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 100.00% |
| July 31, 2023 | 100.00% |
| June 30, 2023 | 100.00% |
| May 31, 2023 | 100.00% |
| April 30, 2023 | 100.00% |
| March 31, 2023 | 100.00% |
| February 28, 2023 | 100.00% |
| January 31, 2023 | 100.00% |
| December 31, 2022 | 100.00% |
| November 30, 2022 | 100.00% |
| October 31, 2022 | 100.00% |
| September 30, 2022 | 100.00% |
| August 31, 2022 | 100.00% |
| July 31, 2022 | 100.00% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Intesa Sanpaolo SpA | 49.65% |
| Mediobanca Banca di Credito Finanziario SpA | 38.74% |
| UniCredit SpA | 59.18% |
| FinecoBank SpA | 39.84% |
| Banco BPM SpA | 76.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.27 |
| Beta (5Y) | -0.3669 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.64% |
| Historical Sharpe Ratio (5Y) | -0.5323 |
| Historical Sortino (5Y) | -0.5541 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.90% |