WeBuild SpA (IMPJY)
5.69
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
WeBuild Max Drawdown (5Y): 80.92% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 80.92% |
| August 31, 2024 | 80.92% |
| July 31, 2024 | 80.92% |
| June 30, 2024 | 80.92% |
| May 31, 2024 | 80.92% |
| April 30, 2024 | 80.92% |
| March 31, 2024 | 80.92% |
| February 29, 2024 | 80.92% |
| January 31, 2024 | 80.92% |
| December 31, 2023 | 80.92% |
| November 30, 2023 | 80.92% |
| October 31, 2023 | 80.92% |
| September 30, 2023 | 80.92% |
| August 31, 2023 | 80.92% |
| July 31, 2023 | 80.92% |
| June 30, 2023 | 80.92% |
| May 31, 2023 | 80.92% |
| April 30, 2023 | 80.92% |
| March 31, 2023 | 80.92% |
| February 28, 2023 | 80.92% |
| January 31, 2023 | 80.92% |
| December 31, 2022 | 80.92% |
| November 30, 2022 | 80.92% |
| October 31, 2022 | 80.92% |
| September 30, 2022 | 80.92% |
| Date | Value |
|---|---|
| August 31, 2022 | 80.92% |
| July 31, 2022 | 80.92% |
| June 30, 2022 | 80.92% |
| May 31, 2022 | 80.92% |
| April 30, 2022 | 80.92% |
| March 31, 2022 | 80.92% |
| February 28, 2022 | 80.92% |
| January 31, 2022 | 80.92% |
| December 31, 2021 | 80.92% |
| November 30, 2021 | 80.92% |
| October 31, 2021 | 80.92% |
| September 30, 2021 | 80.92% |
| August 31, 2021 | 80.92% |
| July 31, 2021 | 80.92% |
| June 30, 2021 | 80.92% |
| May 31, 2021 | 80.92% |
| April 30, 2021 | 80.92% |
| March 31, 2021 | 80.92% |
| February 28, 2021 | 80.92% |
| January 31, 2021 | 80.92% |
| December 31, 2020 | 80.92% |
| November 30, 2020 | 80.92% |
| October 31, 2020 | 80.92% |
| September 30, 2020 | 80.92% |
| August 31, 2020 | 80.92% |
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
67.12%
Minimum
Nov 2019
80.92%
Maximum
Mar 2020
79.98%
Average
80.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hydro Power Technologies Inc | 94.34% |
| Leonardo SpA | 74.10% |
| Danieli & C. Officine Meccaniche SpA | 67.09% |
| Prysmian SpA | 55.14% |
| Antares Vision SpA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.326 |
| Beta (5Y) | 0.3299 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.98% |
| Historical Sharpe Ratio (5Y) | 0.049 |
| Historical Sortino (5Y) | 0.1003 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.41% |