UniCredit SpA (UNCRY)

19.53 +0.11 (+0.57%) USD  |  OTCM  |  Dec 20, 16:00
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UniCredit Max Drawdown (5Y): 69.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Banco BPM SpA --
Banca Monte dei Paschi di Siena 99.91%
Commerzbank AG 80.87%
Intesa Sanpaolo 57.76%
Azimut Holding SpA 59.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 8.432
Beta (5Y) 1.249
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.55%
Historical Sharpe Ratio (5Y) 0.5396
Historical Sortino (5Y) 0.6967
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.15%