Recordati SpA (RCDTF)
51.60
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Recordati Max Drawdown (5Y): 43.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.72% |
March 31, 2024 | 43.72% |
February 29, 2024 | 43.72% |
January 31, 2024 | 43.72% |
December 31, 2023 | 43.72% |
November 30, 2023 | 43.72% |
October 31, 2023 | 43.72% |
September 30, 2023 | 43.72% |
August 31, 2023 | 43.72% |
July 31, 2023 | 43.72% |
June 30, 2023 | 43.72% |
May 31, 2023 | 43.72% |
April 30, 2023 | 43.72% |
March 31, 2023 | 43.72% |
February 28, 2023 | 43.72% |
January 31, 2023 | 43.72% |
December 31, 2022 | 43.72% |
November 30, 2022 | 43.72% |
October 31, 2022 | 43.72% |
September 30, 2022 | 43.72% |
August 31, 2022 | 35.54% |
July 31, 2022 | 35.54% |
June 30, 2022 | 35.54% |
May 31, 2022 | 34.30% |
April 30, 2022 | 34.30% |
Date | Value |
---|---|
March 31, 2022 | 34.30% |
February 28, 2022 | 17.38% |
January 31, 2022 | 17.38% |
December 31, 2021 | 17.38% |
November 30, 2021 | 17.38% |
October 31, 2021 | 17.38% |
September 30, 2021 | 17.38% |
August 31, 2021 | 17.38% |
July 31, 2021 | 17.38% |
June 30, 2021 | 17.38% |
May 31, 2021 | 17.38% |
April 30, 2021 | 17.38% |
March 31, 2021 | 17.38% |
February 28, 2021 | 17.38% |
January 31, 2021 | 17.38% |
December 31, 2020 | 17.38% |
November 30, 2020 | 17.38% |
October 31, 2020 | 17.38% |
September 30, 2020 | 17.38% |
August 31, 2020 | 17.38% |
July 31, 2020 | 17.38% |
June 30, 2020 | 17.38% |
May 31, 2020 | 17.38% |
April 30, 2020 | 17.38% |
March 31, 2020 | 17.38% |
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
17.38%
Minimum
May 2019
43.72%
Maximum
Sep 2022
27.91%
Average
17.38%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Safilo Group SpA | 100.00% |
Stevanato Group SPA | -- |
El.En. SpA | -- |
Genenta Science SPA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.164 |
Beta (5Y) | 0.4176 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.48% |
Historical Sharpe Ratio (5Y) | 0.2845 |
Historical Sortino (5Y) | 0.3775 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.81% |