BPER Banca SpA (BPXXY)
11.28
0.00 (0.00%)
USD |
OTCM |
Nov 06, 16:00
BPER Banca Max Drawdown (5Y): 82.57% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 82.57% |
August 31, 2024 | 82.57% |
July 31, 2024 | 82.57% |
June 30, 2024 | 82.57% |
May 31, 2024 | 82.57% |
April 30, 2024 | 82.57% |
March 31, 2024 | 82.57% |
February 29, 2024 | 82.57% |
January 31, 2024 | 82.57% |
December 31, 2023 | 82.57% |
November 30, 2023 | 82.57% |
October 31, 2023 | 82.57% |
September 30, 2023 | 82.57% |
August 31, 2023 | 82.57% |
July 31, 2023 | 82.57% |
June 30, 2023 | 82.57% |
May 31, 2023 | 82.57% |
April 30, 2023 | 82.57% |
March 31, 2023 | 82.57% |
February 28, 2023 | 82.57% |
January 31, 2023 | 82.57% |
December 31, 2022 | 82.57% |
November 30, 2022 | 82.57% |
October 31, 2022 | 82.57% |
September 30, 2022 | 82.57% |
Date | Value |
---|---|
August 31, 2022 | 82.57% |
July 31, 2022 | 82.57% |
June 30, 2022 | 82.57% |
May 31, 2022 | 82.57% |
April 30, 2022 | 82.57% |
March 31, 2022 | 82.57% |
February 28, 2022 | 82.57% |
January 31, 2022 | 82.57% |
December 31, 2021 | 82.57% |
November 30, 2021 | 82.57% |
October 31, 2021 | 82.57% |
September 30, 2021 | 82.57% |
August 31, 2021 | 82.57% |
July 31, 2021 | 82.57% |
June 30, 2021 | 82.57% |
May 31, 2021 | 82.57% |
April 30, 2021 | 82.57% |
March 31, 2021 | 82.57% |
February 28, 2021 | 82.57% |
January 31, 2021 | 82.57% |
December 31, 2020 | 82.57% |
November 30, 2020 | 82.57% |
October 31, 2020 | 82.57% |
September 30, 2020 | 74.45% |
August 31, 2020 | 74.45% |
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
63.46%
Minimum
Nov 2019
82.57%
Maximum
Oct 2020
80.26%
Average
82.57%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Intesa Sanpaolo | 57.76% |
Mediobanca SpA | 62.39% |
Unipol Gruppo SpA | -- |
Generali | 51.13% |
Banca Mediolanum | 57.01% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.271 |
Beta (5Y) | 1.156 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.35% |
Historical Sharpe Ratio (5Y) | 0.1347 |
Historical Sortino (5Y) | 0.182 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.74% |