Buzzi Spa (BZZUY)
18.30
-0.22
(-1.17%)
USD |
OTCM |
May 03, 16:00
Buzzi Max Drawdown (5Y): 51.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 51.62% |
| March 31, 2024 | 51.62% |
| February 29, 2024 | 51.62% |
| January 31, 2024 | 51.62% |
| December 31, 2023 | 51.62% |
| November 30, 2023 | 51.62% |
| October 31, 2023 | 51.62% |
| September 30, 2023 | 51.62% |
| August 31, 2023 | 51.62% |
| July 31, 2023 | 51.62% |
| June 30, 2023 | 51.62% |
| May 31, 2023 | 51.62% |
| April 30, 2023 | 51.62% |
| March 31, 2023 | 51.62% |
| February 28, 2023 | 51.62% |
| January 31, 2023 | 51.62% |
| December 31, 2022 | 51.62% |
| November 30, 2022 | 51.62% |
| October 31, 2022 | 51.62% |
| September 30, 2022 | 51.62% |
| August 31, 2022 | 45.13% |
| July 31, 2022 | 45.13% |
| June 30, 2022 | 45.13% |
| May 31, 2022 | 45.13% |
| April 30, 2022 | 45.13% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.13% |
| February 28, 2022 | 45.13% |
| January 31, 2022 | 45.13% |
| December 31, 2021 | 45.13% |
| November 30, 2021 | 45.13% |
| October 31, 2021 | 45.13% |
| September 30, 2021 | 45.13% |
| August 31, 2021 | 45.13% |
| July 31, 2021 | 45.13% |
| June 30, 2021 | 45.13% |
| May 31, 2021 | 45.13% |
| April 30, 2021 | 45.13% |
| March 31, 2021 | 45.13% |
| February 28, 2021 | 45.13% |
| January 31, 2021 | 45.13% |
| December 31, 2020 | 45.13% |
| November 30, 2020 | 45.13% |
| October 31, 2020 | 45.13% |
| September 30, 2020 | 45.13% |
| August 31, 2020 | 45.13% |
| July 31, 2020 | 45.13% |
| June 30, 2020 | 45.13% |
| May 31, 2020 | 45.13% |
| April 30, 2020 | 45.13% |
| March 31, 2020 | 45.13% |
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
39.78%
Minimum
Dec 2019
51.62%
Maximum
Sep 2022
46.78%
Average
45.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Directa Plus PLC | -- |
| Core Molding Technologies Inc | 96.20% |
| Flexible Solutions International Inc | 75.75% |
| IT Tech Packaging Inc | 98.54% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.306 |
| Beta (5Y) | 1.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.65% |
| Historical Sharpe Ratio (5Y) | 0.3714 |
| Historical Sortino (5Y) | 0.4993 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.12% |