Terna SpA (TEZNY)
24.98
+0.04
(+0.16%)
USD |
OTCM |
Nov 22, 16:00
Terna Max Drawdown (5Y): 33.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.51% |
| September 30, 2024 | 33.51% |
| August 31, 2024 | 33.51% |
| July 31, 2024 | 33.51% |
| June 30, 2024 | 33.51% |
| May 31, 2024 | 33.51% |
| April 30, 2024 | 33.51% |
| March 31, 2024 | 33.51% |
| February 29, 2024 | 33.51% |
| January 31, 2024 | 33.51% |
| December 31, 2023 | 33.51% |
| November 30, 2023 | 33.51% |
| October 31, 2023 | 33.51% |
| September 30, 2023 | 33.51% |
| August 31, 2023 | 33.51% |
| July 31, 2023 | 33.51% |
| June 30, 2023 | 33.51% |
| May 31, 2023 | 33.51% |
| April 30, 2023 | 33.51% |
| March 31, 2023 | 33.51% |
| February 28, 2023 | 33.51% |
| January 31, 2023 | 33.51% |
| December 31, 2022 | 33.51% |
| November 30, 2022 | 33.51% |
| October 31, 2022 | 33.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.53% |
| August 31, 2022 | 30.20% |
| July 31, 2022 | 30.20% |
| June 30, 2022 | 30.20% |
| May 31, 2022 | 30.20% |
| April 30, 2022 | 30.20% |
| March 31, 2022 | 30.20% |
| February 28, 2022 | 30.20% |
| January 31, 2022 | 30.20% |
| December 31, 2021 | 30.20% |
| November 30, 2021 | 30.20% |
| October 31, 2021 | 30.20% |
| September 30, 2021 | 30.20% |
| August 31, 2021 | 30.20% |
| July 31, 2021 | 30.20% |
| June 30, 2021 | 30.20% |
| May 31, 2021 | 30.20% |
| April 30, 2021 | 30.20% |
| March 31, 2021 | 30.20% |
| February 28, 2021 | 30.20% |
| January 31, 2021 | 30.20% |
| December 31, 2020 | 30.20% |
| November 30, 2020 | 30.20% |
| October 31, 2020 | 30.20% |
| September 30, 2020 | 30.20% |
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
26.23%
Minimum
Nov 2019
33.51%
Maximum
Oct 2022
31.32%
Average
30.20%
Median
Mar 2020
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.572 |
| Beta (5Y) | 0.7081 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.55% |
| Historical Sharpe Ratio (5Y) | 0.3356 |
| Historical Sortino (5Y) | 0.5296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.83% |