Banca Mediolanum (BNCDY)
20.06
0.00 (0.00%)
USD |
OTCM |
Apr 25, 16:00
Banca Mediolanum Max Drawdown (5Y): 57.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 57.01% |
February 29, 2024 | 57.01% |
January 31, 2024 | 57.01% |
December 31, 2023 | 57.01% |
November 30, 2023 | 57.01% |
October 31, 2023 | 57.01% |
September 30, 2023 | 57.01% |
August 31, 2023 | 57.01% |
July 31, 2023 | 57.01% |
June 30, 2023 | 57.01% |
May 31, 2023 | 57.01% |
April 30, 2023 | 57.01% |
March 31, 2023 | 57.01% |
February 28, 2023 | 57.01% |
January 31, 2023 | 57.01% |
December 31, 2022 | 57.01% |
November 30, 2022 | 57.01% |
October 31, 2022 | 57.01% |
September 30, 2022 | 57.01% |
August 31, 2022 | 57.01% |
July 31, 2022 | 57.01% |
June 30, 2022 | 57.01% |
May 31, 2022 | 57.01% |
April 30, 2022 | 57.01% |
March 31, 2022 | 57.01% |
Date | Value |
---|---|
February 28, 2022 | 57.01% |
January 31, 2022 | 57.01% |
December 31, 2021 | 57.01% |
November 30, 2021 | 57.01% |
October 31, 2021 | 57.01% |
September 30, 2021 | 57.01% |
August 31, 2021 | 57.01% |
July 31, 2021 | 57.01% |
June 30, 2021 | 57.01% |
May 31, 2021 | 57.01% |
April 30, 2021 | 57.01% |
March 31, 2021 | 57.01% |
February 28, 2021 | 57.01% |
January 31, 2021 | 57.01% |
December 31, 2020 | 57.01% |
November 30, 2020 | 57.01% |
October 31, 2020 | 57.01% |
September 30, 2020 | 57.01% |
August 31, 2020 | 57.01% |
July 31, 2020 | 57.01% |
June 30, 2020 | 57.01% |
May 31, 2020 | 57.01% |
April 30, 2020 | 57.01% |
March 31, 2020 | 57.01% |
February 29, 2020 | 41.50% |
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
41.50%
Minimum
Apr 2019
57.01%
Maximum
Mar 2020
54.17%
Average
57.01%
Median
Mar 2020
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) | -1.053 |
Beta (5Y) | 1.112 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.97% |
Historical Sharpe Ratio (5Y) | 0.3544 |
Historical Sortino (5Y) | 0.3938 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.02% |