Terna SpA (TERRF)

8.50 0.00 (0.00%) USD  |  OTCM  |  Dec 13, 16:00
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Terna Max Drawdown (5Y): 36.53% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Enel SpA 61.04%
Iren SpA 44.25%
Hera SpA 20.52%
A2A SpA --
ACEA SpA 57.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.434
Beta (5Y) 0.3663
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.90%
Historical Sharpe Ratio (5Y) 0.3199
Historical Sortino (5Y) 0.4701
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.54%