Banca Mediolanum SpA (BNCDY)
46.15
0.00 (0.00%)
USD |
OTCM |
Jun 08, 16:00
Banca Mediolanum Max Drawdown (5Y) : 46.08% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Poste Italiane SpA | 41.24% |
| Banco Latinoamericano de Comercio Exterior SA | 42.67% |
| NewtekOne, Inc. | 65.35% |
| Intesa Sanpaolo SpA | 49.65% |
| Mediobanca Banca di Credito Finanziario SpA | 38.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.27 |
| Beta (5Y) | 0.4862 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.41% |
| Historical Sharpe Ratio (5Y) | 0.9305 |
| Historical Sortino (5Y) | 1.559 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.49% |