Natuzzi SpA (NTZ)
4.20
+0.08
(+1.94%)
USD |
NYSE |
Nov 04, 16:00
Natuzzi Max Drawdown (5Y): 97.21% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.21% |
| August 31, 2024 | 97.21% |
| July 31, 2024 | 97.21% |
| June 30, 2024 | 97.21% |
| May 31, 2024 | 97.21% |
| April 30, 2024 | 97.21% |
| March 31, 2024 | 97.21% |
| February 29, 2024 | 97.21% |
| January 31, 2024 | 97.21% |
| December 31, 2023 | 97.21% |
| November 30, 2023 | 97.21% |
| October 31, 2023 | 97.21% |
| September 30, 2023 | 97.21% |
| August 31, 2023 | 97.21% |
| July 31, 2023 | 97.21% |
| June 30, 2023 | 97.21% |
| May 31, 2023 | 97.21% |
| April 30, 2023 | 97.21% |
| March 31, 2023 | 97.21% |
| February 28, 2023 | 97.21% |
| January 31, 2023 | 97.21% |
| December 31, 2022 | 97.21% |
| November 30, 2022 | 97.21% |
| October 31, 2022 | 97.21% |
| September 30, 2022 | 97.21% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.21% |
| July 31, 2022 | 97.21% |
| June 30, 2022 | 97.21% |
| May 31, 2022 | 97.21% |
| April 30, 2022 | 97.21% |
| March 31, 2022 | 97.21% |
| February 28, 2022 | 97.21% |
| January 31, 2022 | 97.21% |
| December 31, 2021 | 97.21% |
| November 30, 2021 | 97.21% |
| October 31, 2021 | 97.21% |
| September 30, 2021 | 97.21% |
| August 31, 2021 | 97.21% |
| July 31, 2021 | 97.21% |
| June 30, 2021 | 97.21% |
| May 31, 2021 | 97.21% |
| April 30, 2021 | 97.21% |
| March 31, 2021 | 97.21% |
| February 28, 2021 | 97.21% |
| January 31, 2021 | 97.21% |
| December 31, 2020 | 97.21% |
| November 30, 2020 | 97.21% |
| October 31, 2020 | 97.21% |
| September 30, 2020 | 97.21% |
| August 31, 2020 | 97.21% |
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
92.79%
Minimum
Nov 2019
97.21%
Maximum
Mar 2020
96.91%
Average
97.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Carnival PLC | 91.43% |
| Prada SpA | 61.09% |
| Geox SpA | 86.79% |
| Ferrari NV | 38.30% |
| Ermenegildo Zegna NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5387 |
| Beta (5Y) | 1.250 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 141.1% |
| Historical Sharpe Ratio (5Y) | 0.1248 |
| Historical Sortino (5Y) | 0.4199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.38% |