Prada SpA (PRDSY)
15.03
+0.05
(+0.33%)
USD |
OTCM |
Nov 04, 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 | 61.09% |
| February 29, 2024 | 61.09% |
| January 31, 2024 | 61.09% |
| December 31, 2023 | 61.09% |
| November 30, 2023 | 61.09% |
| October 31, 2023 | 61.09% |
| September 30, 2023 | 61.09% |
| August 31, 2023 | 61.09% |
| July 31, 2023 | 61.09% |
| June 30, 2023 | 61.09% |
| May 31, 2023 | 61.09% |
| April 30, 2023 | 61.09% |
| March 31, 2023 | 61.09% |
| February 28, 2023 | 61.09% |
| January 31, 2023 | 61.09% |
| December 31, 2022 | 61.09% |
| November 30, 2022 | 61.09% |
| October 31, 2022 | 61.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.09% |
| August 31, 2022 | 66.08% |
| July 31, 2022 | 66.08% |
| 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 | 66.46% |
| August 31, 2021 | 66.46% |
| July 31, 2021 | 68.39% |
| June 30, 2021 | 69.38% |
| 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 | 72.33% |
| November 30, 2020 | 72.33% |
| 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
Nov 2022
74.02%
Maximum
Nov 2019
66.44%
Average
66.46%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Natuzzi SpA | 97.21% |
| Geox SpA | 86.79% |
| Piaggio & C. SpA | 53.52% |
| 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% |