Mediobanca SpA (MDIBY)

14.24 -0.11 (-0.79%) USD  |  OTCM  |  Dec 20, 16:00
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Mediobanca Max Drawdown (5Y): 62.39% 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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Intesa Sanpaolo 57.76%
BPER Banca SpA 83.76%
Azimut Holding SpA 59.80%
Banca Monte dei Paschi di Siena 99.91%
UniCredit SpA 69.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.851
Beta (5Y) 1.204
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.31%
Historical Sharpe Ratio (5Y) 0.241
Historical Sortino (5Y) 0.2841
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.55%