Prysmian SpA (PRYMY)
32.05
-0.84
(-2.55%)
USD |
OTCM |
Nov 15, 16:00
Prysmian Max Drawdown (5Y): 55.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.14% |
| September 30, 2024 | 55.14% |
| August 31, 2024 | 55.14% |
| July 31, 2024 | 55.14% |
| June 30, 2024 | 55.14% |
| May 31, 2024 | 55.14% |
| April 30, 2024 | 55.14% |
| March 31, 2024 | 55.14% |
| February 29, 2024 | 55.14% |
| January 31, 2024 | 55.14% |
| December 31, 2023 | 55.14% |
| November 30, 2023 | 55.14% |
| October 31, 2023 | 55.14% |
| September 30, 2023 | 55.14% |
| August 31, 2023 | 55.14% |
| July 31, 2023 | 55.14% |
| June 30, 2023 | 55.14% |
| May 31, 2023 | 55.14% |
| April 30, 2023 | 55.14% |
| March 31, 2023 | 60.18% |
| February 28, 2023 | 60.18% |
| January 31, 2023 | 60.18% |
| December 31, 2022 | 60.18% |
| November 30, 2022 | 60.18% |
| October 31, 2022 | 60.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.18% |
| August 31, 2022 | 60.18% |
| July 31, 2022 | 60.18% |
| June 30, 2022 | 60.18% |
| May 31, 2022 | 60.18% |
| April 30, 2022 | 60.18% |
| March 31, 2022 | 60.18% |
| February 28, 2022 | 60.18% |
| January 31, 2022 | 60.18% |
| December 31, 2021 | 60.18% |
| November 30, 2021 | 60.18% |
| October 31, 2021 | 60.18% |
| September 30, 2021 | 60.85% |
| August 31, 2021 | 61.99% |
| July 31, 2021 | 61.99% |
| June 30, 2021 | 61.99% |
| May 31, 2021 | 62.81% |
| April 30, 2021 | 62.81% |
| March 31, 2021 | 62.81% |
| February 28, 2021 | 62.81% |
| January 31, 2021 | 62.81% |
| December 31, 2020 | 66.80% |
| November 30, 2020 | 68.41% |
| October 31, 2020 | 68.41% |
| September 30, 2020 | 68.41% |
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
55.14%
Minimum
Apr 2023
71.50%
Maximum
Nov 2019
60.86%
Average
60.18%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Hydro Power Technologies Inc | 94.34% |
| Leonardo SpA | 74.10% |
| Danieli & C. Officine Meccaniche SpA | 67.09% |
| WeBuild SpA | 80.92% |
| Antares Vision SpA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.184 |
| Beta (5Y) | 1.257 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.09% |
| Historical Sharpe Ratio (5Y) | 0.7851 |
| Historical Sortino (5Y) | 1.057 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.92% |