UniCredit SpA (UNCRY)
21.94
+0.54
(+2.52%)
USD |
OTCM |
Nov 14, 15:59
UniCredit Max Drawdown (5Y): 69.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.80% |
| September 30, 2024 | 69.80% |
| August 31, 2024 | 69.80% |
| July 31, 2024 | 69.80% |
| June 30, 2024 | 69.80% |
| May 31, 2024 | 69.80% |
| April 30, 2024 | 69.80% |
| March 31, 2024 | 69.80% |
| February 29, 2024 | 69.80% |
| January 31, 2024 | 69.80% |
| December 31, 2023 | 69.80% |
| November 30, 2023 | 69.80% |
| October 31, 2023 | 69.80% |
| September 30, 2023 | 69.80% |
| August 31, 2023 | 69.80% |
| July 31, 2023 | 69.80% |
| June 30, 2023 | 69.80% |
| May 31, 2023 | 69.80% |
| April 30, 2023 | 69.80% |
| March 31, 2023 | 69.80% |
| February 28, 2023 | 69.80% |
| January 31, 2023 | 69.80% |
| December 31, 2022 | 69.80% |
| November 30, 2022 | 69.80% |
| October 31, 2022 | 69.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.80% |
| August 31, 2022 | 69.80% |
| July 31, 2022 | 69.80% |
| June 30, 2022 | 69.80% |
| May 31, 2022 | 69.80% |
| April 30, 2022 | 69.80% |
| March 31, 2022 | 69.80% |
| February 28, 2022 | 69.80% |
| January 31, 2022 | 69.80% |
| December 31, 2021 | 69.80% |
| November 30, 2021 | 69.80% |
| October 31, 2021 | 69.80% |
| September 30, 2021 | 69.80% |
| August 31, 2021 | 69.80% |
| July 31, 2021 | 69.80% |
| June 30, 2021 | 69.80% |
| May 31, 2021 | 69.80% |
| April 30, 2021 | 69.80% |
| March 31, 2021 | 69.80% |
| February 28, 2021 | 69.80% |
| January 31, 2021 | 69.80% |
| December 31, 2020 | 69.80% |
| November 30, 2020 | 69.80% |
| October 31, 2020 | 69.80% |
| September 30, 2020 | 69.80% |
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
54.01%
Minimum
Nov 2019
69.80%
Maximum
May 2020
68.67%
Average
69.80%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Commerzbank AG | 80.87% |
| Intesa Sanpaolo | 57.76% |
| Mediobanca SpA | 62.39% |
| BPER Banca SpA | 82.57% |
| Azimut Holding SpA | 59.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.90 |
| Beta (5Y) | 1.312 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.50% |
| Historical Sharpe Ratio (5Y) | 0.6633 |
| Historical Sortino (5Y) | 0.8544 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.15% |