WeBuild SpA (IMPJY)
5.10
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
WeBuild Max Drawdown (5Y): 80.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 80.92% |
June 30, 2020 | 80.92% |
May 31, 2020 | 80.92% |
April 30, 2020 | 80.92% |
March 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
May 2019
80.92%
Maximum
Mar 2020
78.62%
Average
80.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hydro Power Technologies Inc | 94.34% |
Leonardo SpA | 74.10% |
Prysmian SpA | 55.14% |
Antares Vision SpA | -- |
Poste Italiane SpA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.810 |
Beta (5Y) | 0.4424 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.94% |
Historical Sharpe Ratio (5Y) | 0.0175 |
Historical Sortino (5Y) | 0.0361 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.41% |