Geox SpA (GXSBF)

0.6004 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Geox Max Drawdown (5Y): 87.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Natuzzi SpA 97.21%
Prada SpA 61.09%
Piaggio & C. SpA 53.52%
Ferrari NV 38.30%
Ermenegildo Zegna NV --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -27.37
Beta (5Y) 0.7971
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.75%
Historical Sharpe Ratio (5Y) -0.3503
Historical Sortino (5Y) -0.4841
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.73%