UniCredit SpA (UNCRY)
20.98
-0.24
(-1.13%)
USD |
OTCM |
Nov 21, 16:00
UniCredit Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
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% |