Snam SpA (SNMRY)
9.12
+0.19
(+2.13%)
USD |
OTCM |
Nov 22, 16:00
Snam Max Drawdown (5Y): 39.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 39.16% |
September 30, 2024 | 39.16% |
August 31, 2024 | 39.16% |
July 31, 2024 | 39.16% |
June 30, 2024 | 39.16% |
May 31, 2024 | 39.16% |
April 30, 2024 | 39.16% |
March 31, 2024 | 39.16% |
February 29, 2024 | 39.16% |
January 31, 2024 | 39.16% |
December 31, 2023 | 39.16% |
November 30, 2023 | 39.16% |
October 31, 2023 | 39.16% |
September 30, 2023 | 39.16% |
August 31, 2023 | 39.16% |
July 31, 2023 | 39.16% |
June 30, 2023 | 39.16% |
May 31, 2023 | 39.16% |
April 30, 2023 | 39.16% |
March 31, 2023 | 39.16% |
February 28, 2023 | 39.16% |
January 31, 2023 | 39.16% |
December 31, 2022 | 39.16% |
November 30, 2022 | 39.16% |
October 31, 2022 | 39.16% |
Date | Value |
---|---|
September 30, 2022 | 39.16% |
August 31, 2022 | 39.16% |
July 31, 2022 | 39.16% |
June 30, 2022 | 39.16% |
May 31, 2022 | 39.16% |
April 30, 2022 | 39.16% |
March 31, 2022 | 39.16% |
February 28, 2022 | 39.16% |
January 31, 2022 | 39.16% |
December 31, 2021 | 39.16% |
November 30, 2021 | 39.16% |
October 31, 2021 | 39.16% |
September 30, 2021 | 39.16% |
August 31, 2021 | 39.16% |
July 31, 2021 | 39.16% |
June 30, 2021 | 39.16% |
May 31, 2021 | 39.16% |
April 30, 2021 | 39.16% |
March 31, 2021 | 39.16% |
February 28, 2021 | 39.16% |
January 31, 2021 | 39.16% |
December 31, 2020 | 39.16% |
November 30, 2020 | 39.16% |
October 31, 2020 | 39.16% |
September 30, 2020 | 39.16% |
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
29.84%
Minimum
Nov 2019
39.16%
Maximum
Mar 2020
38.54%
Average
39.16%
Median
Mar 2020
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.680 |
Beta (5Y) | 0.6863 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.58% |
Historical Sharpe Ratio (5Y) | 0.0924 |
Historical Sortino (5Y) | 0.1312 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.15% |