Terna SpA (TERRF)
8.50
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Terna Max Drawdown (5Y): 36.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.53% |
| September 30, 2024 | 36.53% |
| August 31, 2024 | 36.53% |
| July 31, 2024 | 36.53% |
| June 30, 2024 | 36.53% |
| May 31, 2024 | 36.53% |
| April 30, 2024 | 36.53% |
| March 31, 2024 | 36.53% |
| February 29, 2024 | 36.53% |
| January 31, 2024 | 36.53% |
| December 31, 2023 | 36.53% |
| November 30, 2023 | 36.53% |
| October 31, 2023 | 36.53% |
| September 30, 2023 | 36.53% |
| August 31, 2023 | 36.53% |
| July 31, 2023 | 36.53% |
| June 30, 2023 | 36.53% |
| May 31, 2023 | 36.53% |
| April 30, 2023 | 36.53% |
| March 31, 2023 | 36.53% |
| February 28, 2023 | 36.53% |
| January 31, 2023 | 36.53% |
| December 31, 2022 | 36.53% |
| November 30, 2022 | 36.53% |
| October 31, 2022 | 36.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 22.76% |
| August 31, 2022 | 22.76% |
| July 31, 2022 | 22.76% |
| June 30, 2022 | 18.53% |
| May 31, 2022 | 17.22% |
| April 30, 2022 | 17.22% |
| March 31, 2022 | 17.22% |
| February 28, 2022 | 17.22% |
| January 31, 2022 | 17.22% |
| December 31, 2021 | 19.00% |
| November 30, 2021 | 21.27% |
| October 31, 2021 | 21.27% |
| September 30, 2021 | 21.27% |
| August 31, 2021 | 21.27% |
| July 31, 2021 | 21.27% |
| June 30, 2021 | 21.27% |
| May 31, 2021 | 21.27% |
| April 30, 2021 | 21.27% |
| March 31, 2021 | 21.27% |
| February 28, 2021 | 21.27% |
| January 31, 2021 | 21.27% |
| December 31, 2020 | 21.27% |
| November 30, 2020 | 21.27% |
| October 31, 2020 | 21.27% |
| September 30, 2020 | 21.27% |
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
17.22%
Minimum
Jan 2022
36.53%
Maximum
Oct 2022
27.28%
Average
21.27%
Median
Nov 2019
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.119 |
| Beta (5Y) | 0.3655 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.91% |
| Historical Sharpe Ratio (5Y) | 0.2984 |
| Historical Sortino (5Y) | 0.4383 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.54% |