UniCredit SpA (UNCFF)
36.85
-1.04
(-2.76%)
USD |
OTCM |
May 03, 16:00
UniCredit Max Drawdown (5Y): 68.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.85% |
March 31, 2024 | 68.85% |
February 29, 2024 | 68.85% |
January 31, 2024 | 68.85% |
December 31, 2023 | 68.85% |
November 30, 2023 | 68.85% |
October 31, 2023 | 68.85% |
September 30, 2023 | 68.85% |
August 31, 2023 | 68.85% |
July 31, 2023 | 68.85% |
June 30, 2023 | 68.85% |
May 31, 2023 | 68.85% |
April 30, 2023 | 68.85% |
March 31, 2023 | 68.85% |
February 28, 2023 | 68.85% |
January 31, 2023 | 68.85% |
December 31, 2022 | 68.85% |
November 30, 2022 | 68.85% |
October 31, 2022 | 68.85% |
September 30, 2022 | 68.85% |
August 31, 2022 | 68.85% |
July 31, 2022 | 68.85% |
June 30, 2022 | 68.85% |
May 31, 2022 | 68.85% |
April 30, 2022 | 68.85% |
Date | Value |
---|---|
March 31, 2022 | 68.85% |
February 28, 2022 | 68.85% |
January 31, 2022 | 68.85% |
December 31, 2021 | 68.85% |
November 30, 2021 | 68.85% |
October 31, 2021 | 68.85% |
September 30, 2021 | 72.18% |
August 31, 2021 | 74.59% |
July 31, 2021 | 74.59% |
June 30, 2021 | 74.59% |
May 31, 2021 | 74.59% |
April 30, 2021 | 74.97% |
March 31, 2021 | 74.97% |
February 28, 2021 | 74.97% |
January 31, 2021 | 74.97% |
December 31, 2020 | 74.97% |
November 30, 2020 | 74.97% |
October 31, 2020 | 74.97% |
September 30, 2020 | 74.97% |
August 31, 2020 | 74.97% |
July 31, 2020 | 74.97% |
June 30, 2020 | 74.97% |
May 31, 2020 | 74.97% |
April 30, 2020 | 74.97% |
March 31, 2020 | 74.97% |
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
68.85%
Minimum
Oct 2021
74.97%
Maximum
May 2019
71.74%
Average
68.85%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Intesa Sanpaolo | 57.76% |
Banco BPM SpA | -- |
Mediobanca SpA | 62.39% |
Unipol Gruppo SpA | -- |
Assicurazioni Generali | 51.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.37 |
Beta (5Y) | 1.252 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.99% |
Historical Sharpe Ratio (5Y) | 0.5276 |
Historical Sortino (5Y) | 0.706 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.56% |