Geox SpA (GXSBF)
0.6004
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Geox Max Drawdown (5Y): 86.79% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.79% |
| August 31, 2024 | 86.79% |
| July 31, 2024 | 86.79% |
| June 30, 2024 | 86.79% |
| May 31, 2024 | 86.79% |
| April 30, 2024 | 86.79% |
| March 31, 2024 | 86.79% |
| February 29, 2024 | 86.79% |
| January 31, 2024 | 86.79% |
| December 31, 2023 | 86.79% |
| November 30, 2023 | 86.79% |
| October 31, 2023 | 86.79% |
| September 30, 2023 | 86.79% |
| August 31, 2023 | 86.79% |
| July 31, 2023 | 86.79% |
| June 30, 2023 | 86.79% |
| May 31, 2023 | 86.79% |
| April 30, 2023 | 86.79% |
| March 31, 2023 | 86.79% |
| February 28, 2023 | 86.79% |
| January 31, 2023 | 86.79% |
| December 31, 2022 | 86.79% |
| November 30, 2022 | 86.79% |
| October 31, 2022 | 86.79% |
| September 30, 2022 | 86.79% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.79% |
| July 31, 2022 | 86.79% |
| June 30, 2022 | 86.79% |
| May 31, 2022 | 86.79% |
| April 30, 2022 | 86.79% |
| March 31, 2022 | 86.79% |
| February 28, 2022 | 86.79% |
| January 31, 2022 | 86.79% |
| December 31, 2021 | 86.79% |
| November 30, 2021 | 86.79% |
| October 31, 2021 | 86.79% |
| September 30, 2021 | 86.79% |
| August 31, 2021 | 86.79% |
| July 31, 2021 | 86.79% |
| June 30, 2021 | 86.79% |
| May 31, 2021 | 86.79% |
| April 30, 2021 | 86.79% |
| March 31, 2021 | 86.79% |
| February 28, 2021 | 86.79% |
| January 31, 2021 | 86.79% |
| December 31, 2020 | 86.79% |
| November 30, 2020 | 86.79% |
| October 31, 2020 | 86.79% |
| September 30, 2020 | 86.05% |
| August 31, 2020 | 86.05% |
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
71.84%
Minimum
Nov 2019
86.79%
Maximum
Oct 2020
85.68%
Average
86.79%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| 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) | -30.31 |
| Beta (5Y) | 0.7844 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.30% |
| Historical Sharpe Ratio (5Y) | -0.4056 |
| Historical Sortino (5Y) | -0.5568 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.73% |