Moncler SpA (MONRF)
50.31
-0.34
(-0.67%)
USD |
OTCM |
Nov 15, 16:00
Moncler Max Drawdown (5Y): 49.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.24% |
| September 30, 2024 | 49.24% |
| August 31, 2024 | 49.24% |
| July 31, 2024 | 49.24% |
| June 30, 2024 | 49.24% |
| May 31, 2024 | 49.24% |
| April 30, 2024 | 49.24% |
| March 31, 2024 | 49.24% |
| February 29, 2024 | 49.24% |
| January 31, 2024 | 49.24% |
| December 31, 2023 | 49.24% |
| November 30, 2023 | 49.24% |
| October 31, 2023 | 49.24% |
| September 30, 2023 | 49.24% |
| August 31, 2023 | 49.24% |
| July 31, 2023 | 49.24% |
| June 30, 2023 | 49.24% |
| May 31, 2023 | 49.24% |
| April 30, 2023 | 49.24% |
| March 31, 2023 | 49.24% |
| February 28, 2023 | 49.24% |
| January 31, 2023 | 49.24% |
| December 31, 2022 | 49.24% |
| November 30, 2022 | 49.24% |
| October 31, 2022 | 49.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.24% |
| August 31, 2022 | 49.24% |
| July 31, 2022 | 49.24% |
| June 30, 2022 | 49.24% |
| May 31, 2022 | 43.74% |
| April 30, 2022 | 41.09% |
| March 31, 2022 | 41.09% |
| February 28, 2022 | 41.09% |
| January 31, 2022 | 41.09% |
| December 31, 2021 | 41.09% |
| November 30, 2021 | 41.09% |
| October 31, 2021 | 41.09% |
| September 30, 2021 | 41.09% |
| August 31, 2021 | 41.09% |
| July 31, 2021 | 41.09% |
| June 30, 2021 | 41.09% |
| May 31, 2021 | 41.09% |
| April 30, 2021 | 41.09% |
| March 31, 2021 | 41.09% |
| February 28, 2021 | 41.09% |
| January 31, 2021 | 41.09% |
| December 31, 2020 | 41.09% |
| November 30, 2020 | 41.09% |
| October 31, 2020 | 41.09% |
| September 30, 2020 | 41.09% |
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
40.17%
Minimum
Nov 2019
49.24%
Maximum
Jun 2022
45.01%
Average
42.41%
Median
Max Drawdown (5Y) Benchmarks
| Natuzzi SpA | 97.21% |
| Prada SpA | 61.09% |
| Geox SpA | 86.79% |
| Ferrari NV | 38.30% |
| Ermenegildo Zegna NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.038 |
| Beta (5Y) | 0.973 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.33% |
| Historical Sharpe Ratio (5Y) | 0.1899 |
| Historical Sortino (5Y) | 0.3456 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.52% |