Moncler SpA (MONRF)
69.98
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USD |
OTCM |
Apr 26, 16:00
Moncler Max Drawdown (5Y): 49.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 41.09% |
July 31, 2020 | 41.09% |
June 30, 2020 | 41.09% |
May 31, 2020 | 41.09% |
April 30, 2020 | 41.09% |
March 31, 2020 | 41.09% |
February 29, 2020 | 40.17% |
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
44.26%
Average
41.96%
Median
Max Drawdown (5Y) Benchmarks
Ferrari NV | 38.30% |
Natuzzi SPA | 97.21% |
Geox SpA | 86.79% |
Tod's SpA | 61.21% |
Ermenegildo Zegna NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.951 |
Beta (5Y) | 1.019 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.00% |
Historical Sharpe Ratio (5Y) | 0.3529 |
Historical Sortino (5Y) | 0.6286 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.77% |