Natuzzi SpA (NTZ)

4.10 -0.33 (-7.45%) USD  |  NYSE  |  Dec 20, 16:00
4.25 +0.15 (+3.66%) After-Hours: 20:00
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Natuzzi Max Drawdown (5Y): 97.21% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Max Drawdown (5Y) Benchmarks

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Carnival PLC 91.43%
Prada SpA 61.09%
Geox SpA 87.98%
Ferrari NV 38.30%
Ermenegildo Zegna NV --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.628
Beta (5Y) 1.285
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 141.1%
Historical Sharpe Ratio (5Y) 0.1545
Historical Sortino (5Y) 0.5212
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.38%