Prada SpA (PRDSY)
14.38
-0.20
(-1.34%)
USD |
OTCM |
Nov 21, 16:00
Prada Max Drawdown (5Y): 61.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 61.09% |
September 30, 2024 | 61.09% |
August 31, 2024 | 61.09% |
July 31, 2024 | 61.09% |
June 30, 2024 | 61.09% |
May 31, 2024 | 61.09% |
April 30, 2024 | 61.09% |
March 31, 2024 | 62.11% |
February 29, 2024 | 62.11% |
January 31, 2024 | 62.11% |
December 31, 2023 | 62.39% |
November 30, 2023 | 62.74% |
October 31, 2023 | 62.74% |
September 30, 2023 | 62.91% |
August 31, 2023 | 62.91% |
July 31, 2023 | 62.91% |
June 30, 2023 | 62.91% |
May 31, 2023 | 62.91% |
April 30, 2023 | 62.91% |
March 31, 2023 | 62.91% |
February 28, 2023 | 62.91% |
January 31, 2023 | 62.91% |
December 31, 2022 | 62.91% |
November 30, 2022 | 63.09% |
October 31, 2022 | 66.08% |
Date | Value |
---|---|
September 30, 2022 | 66.08% |
August 31, 2022 | 66.46% |
July 31, 2022 | 66.46% |
June 30, 2022 | 66.46% |
May 31, 2022 | 66.46% |
April 30, 2022 | 66.46% |
March 31, 2022 | 66.46% |
February 28, 2022 | 66.46% |
January 31, 2022 | 66.46% |
December 31, 2021 | 66.46% |
November 30, 2021 | 66.46% |
October 31, 2021 | 66.46% |
September 30, 2021 | 68.39% |
August 31, 2021 | 69.38% |
July 31, 2021 | 72.33% |
June 30, 2021 | 72.33% |
May 31, 2021 | 72.33% |
April 30, 2021 | 72.33% |
March 31, 2021 | 72.33% |
February 28, 2021 | 72.33% |
January 31, 2021 | 72.33% |
December 31, 2020 | 74.02% |
November 30, 2020 | 74.02% |
October 31, 2020 | 74.02% |
September 30, 2020 | 74.02% |
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
61.09%
Minimum
Apr 2024
74.02%
Maximum
Nov 2019
67.29%
Average
66.46%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Natuzzi SpA | 97.21% |
Geox SpA | 86.79% |
Moncler SpA | 49.24% |
Ferrari NV | 38.30% |
Ermenegildo Zegna NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.716 |
Beta (5Y) | 1.029 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.65% |
Historical Sharpe Ratio (5Y) | 0.4364 |
Historical Sortino (5Y) | 0.767 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.29% |