Saipem SpA (SAPMY)
0.454
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Saipem Max Drawdown (5Y): 99.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.85% |
| March 31, 2024 | 99.85% |
| February 29, 2024 | 99.85% |
| January 31, 2024 | 99.85% |
| December 31, 2023 | 99.85% |
| November 30, 2023 | 99.85% |
| October 31, 2023 | 99.85% |
| September 30, 2023 | 99.85% |
| August 31, 2023 | 99.85% |
| July 31, 2023 | 99.85% |
| June 30, 2023 | 99.85% |
| May 31, 2023 | 99.85% |
| April 30, 2023 | 99.85% |
| March 31, 2023 | 99.85% |
| February 28, 2023 | 99.85% |
| January 31, 2023 | 99.85% |
| December 31, 2022 | 99.85% |
| November 30, 2022 | 99.85% |
| October 31, 2022 | 99.85% |
| September 30, 2022 | 99.85% |
| August 31, 2022 | 99.70% |
| July 31, 2022 | 99.70% |
| June 30, 2022 | 94.76% |
| May 31, 2022 | 94.92% |
| April 30, 2022 | 95.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.03% |
| February 28, 2022 | 97.03% |
| January 31, 2022 | 97.03% |
| December 31, 2021 | 97.03% |
| November 30, 2021 | 97.03% |
| October 31, 2021 | 97.03% |
| September 30, 2021 | 97.03% |
| August 31, 2021 | 97.03% |
| July 31, 2021 | 97.03% |
| June 30, 2021 | 97.03% |
| May 31, 2021 | 97.03% |
| April 30, 2021 | 97.03% |
| March 31, 2021 | 97.03% |
| February 28, 2021 | 97.03% |
| January 31, 2021 | 97.03% |
| December 31, 2020 | 97.03% |
| November 30, 2020 | 97.63% |
| October 31, 2020 | 97.63% |
| September 30, 2020 | 97.63% |
| August 31, 2020 | 97.63% |
| July 31, 2020 | 97.63% |
| June 30, 2020 | 97.63% |
| May 31, 2020 | 97.63% |
| April 30, 2020 | 97.63% |
| March 31, 2020 | 97.63% |
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
94.76%
Minimum
Jun 2022
99.85%
Maximum
Sep 2022
98.15%
Average
97.63%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Eni SpA | 61.64% |
| Saras SpA | -- |
| Barnwell Industries Inc | 88.78% |
| CKX Lands Inc | 54.31% |
| Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -83.42 |
| Beta (5Y) | 2.026 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 131.1% |
| Historical Sharpe Ratio (5Y) | -0.4642 |
| Historical Sortino (5Y) | -0.8198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.78% |