EXOR NV (EXXRF)
101.10
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
EXOR Max Drawdown (5Y): 58.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.54% |
| September 30, 2024 | 58.54% |
| August 31, 2024 | 58.54% |
| July 31, 2024 | 58.54% |
| June 30, 2024 | 58.54% |
| May 31, 2024 | 58.54% |
| April 30, 2024 | 58.54% |
| March 31, 2024 | 58.54% |
| February 29, 2024 | 58.54% |
| January 31, 2024 | 58.54% |
| December 31, 2023 | 58.54% |
| November 30, 2023 | 58.54% |
| October 31, 2023 | 58.54% |
| September 30, 2023 | 58.54% |
| August 31, 2023 | 58.54% |
| July 31, 2023 | 58.54% |
| June 30, 2023 | 58.54% |
| May 31, 2023 | 58.54% |
| April 30, 2023 | 58.54% |
| March 31, 2023 | 58.54% |
| February 28, 2023 | 58.54% |
| January 31, 2023 | 58.54% |
| December 31, 2022 | 58.54% |
| November 30, 2022 | 58.54% |
| October 31, 2022 | 58.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.54% |
| August 31, 2022 | 58.54% |
| July 31, 2022 | 58.54% |
| June 30, 2022 | 58.54% |
| May 31, 2022 | 58.54% |
| April 30, 2022 | 58.54% |
| March 31, 2022 | 58.54% |
| February 28, 2022 | 58.54% |
| January 31, 2022 | 58.54% |
| December 31, 2021 | 58.54% |
| November 30, 2021 | 58.54% |
| October 31, 2021 | 58.54% |
| September 30, 2021 | 58.54% |
| August 31, 2021 | 58.54% |
| July 31, 2021 | 58.54% |
| June 30, 2021 | 58.54% |
| May 31, 2021 | 58.54% |
| April 30, 2021 | 58.54% |
| March 31, 2021 | 58.54% |
| February 28, 2021 | 58.54% |
| January 31, 2021 | 58.54% |
| December 31, 2020 | 58.54% |
| November 30, 2020 | 58.54% |
| October 31, 2020 | 58.54% |
| September 30, 2020 | 58.54% |
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
33.24%
Minimum
Nov 2019
58.54%
Maximum
Mar 2020
56.85%
Average
58.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Stellantis NV | 70.30% |
| Playa Hotels & Resorts NV | 88.02% |
| Basic-Fit NV | 63.33% |
| Just Eat Takeaway.com NV | -- |
| Cnova NV | 85.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.21 |
| Beta (5Y) | 1.275 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.11% |
| Historical Sharpe Ratio (5Y) | 0.1636 |
| Historical Sortino (5Y) | 0.2235 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |