Brembo NV (BRBOF)
12.30
-0.71
(-5.46%)
USD |
OTCM |
May 06, 15:54
Brembo Max Drawdown (5Y): 62.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.24% |
March 31, 2024 | 62.24% |
February 29, 2024 | 62.24% |
January 31, 2024 | 62.24% |
December 31, 2023 | 62.24% |
November 30, 2023 | 62.24% |
October 31, 2023 | 62.24% |
September 30, 2023 | 62.24% |
August 31, 2023 | 62.24% |
July 31, 2023 | 62.24% |
June 30, 2023 | 62.24% |
May 31, 2023 | 62.24% |
April 30, 2023 | 62.24% |
March 31, 2023 | 62.24% |
February 28, 2023 | 62.24% |
January 31, 2023 | 62.24% |
December 31, 2022 | 62.24% |
November 30, 2022 | 62.24% |
October 31, 2022 | 62.24% |
September 30, 2022 | 62.24% |
August 31, 2022 | 62.24% |
July 31, 2022 | 62.24% |
June 30, 2022 | 62.24% |
May 31, 2022 | 62.24% |
April 30, 2022 | 62.24% |
Date | Value |
---|---|
March 31, 2022 | 62.24% |
February 28, 2022 | 62.24% |
January 31, 2022 | 62.24% |
December 31, 2021 | 62.24% |
November 30, 2021 | 62.24% |
October 31, 2021 | 62.24% |
September 30, 2021 | 62.24% |
August 31, 2021 | 62.24% |
July 31, 2021 | 62.24% |
June 30, 2021 | 62.24% |
May 31, 2021 | 62.24% |
April 30, 2021 | 62.24% |
March 31, 2021 | 62.24% |
February 28, 2021 | 62.24% |
January 31, 2021 | 62.24% |
December 31, 2020 | 62.24% |
November 30, 2020 | 62.24% |
October 31, 2020 | 62.24% |
September 30, 2020 | 62.24% |
August 31, 2020 | 62.24% |
July 31, 2020 | 62.24% |
June 30, 2020 | 62.24% |
May 31, 2020 | 62.24% |
April 30, 2020 | 62.24% |
March 31, 2020 | 54.75% |
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
39.53%
Minimum
May 2019
62.24%
Maximum
Apr 2020
59.02%
Average
62.24%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Natuzzi SPA | 97.21% |
Geox SpA | 86.79% |
Tod's SpA | 61.21% |
Ferrari NV | 38.30% |
Ermenegildo Zegna NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.225 |
Beta (5Y) | 0.5426 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.83% |
Historical Sharpe Ratio (5Y) | -0.0046 |
Historical Sortino (5Y) | -0.0058 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.81% |