Natuzzi SpA (NTZ)
1.148
0.00 (0.00%)
USD |
NYSE |
Aug 24, 16:00
Natuzzi Max Drawdown (5Y) : 94.19% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 94.19% |
| June 30, 2026 | 91.19% |
| May 31, 2026 | 90.42% |
| April 30, 2026 | 90.37% |
| March 31, 2026 | 90.37% |
| February 28, 2026 | 90.37% |
| January 31, 2026 | 90.37% |
| December 31, 2025 | 90.37% |
| November 30, 2025 | 89.63% |
| October 31, 2025 | 88.48% |
| September 30, 2025 | 88.48% |
| August 31, 2025 | 92.01% |
| July 31, 2025 | 92.01% |
| June 30, 2025 | 93.92% |
| May 31, 2025 | 95.51% |
| April 30, 2025 | 95.91% |
| March 31, 2025 | 96.95% |
| February 28, 2025 | 97.21% |
| January 31, 2025 | 97.21% |
| December 31, 2024 | 97.21% |
| November 30, 2024 | 97.21% |
| October 31, 2024 | 97.21% |
| September 30, 2024 | 97.21% |
| August 31, 2024 | 97.21% |
| July 31, 2024 | 97.21% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2022 | 97.21% |
| July 31, 2022 | 97.21% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Bassett Furniture Industries, Inc. | 62.17% |
| Flexsteel Industries, Inc. | 71.65% |
| Hooker Furnishings Corp. | 77.86% |
| La-Z-Boy, Inc. | 49.71% |
| The Lovesac Co. | 88.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.27 |
| Beta (5Y) | 0.4791 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.42% |
| Historical Sharpe Ratio (5Y) | -0.9059 |
| Historical Sortino (5Y) | -1.563 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.88% |