UniCredit SpA (UNCRY)
18.59
+0.37
(+2.03%)
USD |
OTCM |
Apr 18, 16:00
UniCredit Max Drawdown (5Y): 69.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 69.80% |
| July 31, 2020 | 69.80% |
| June 30, 2020 | 69.80% |
| May 31, 2020 | 69.80% |
| April 30, 2020 | 68.76% |
| March 31, 2020 | 65.92% |
| February 29, 2020 | 54.01% |
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
52.04%
Minimum
Apr 2019
69.80%
Maximum
May 2020
66.69%
Average
69.80%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Intesa Sanpaolo | 57.76% |
| Mediobanca SpA | 62.39% |
| Unipol Gruppo SpA | -- |
| Assicurazioni Generali | 51.13% |
| BPER Banca SpA | 82.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.357 |
| Beta (5Y) | 1.418 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.56% |
| Historical Sharpe Ratio (5Y) | 0.5439 |
| Historical Sortino (5Y) | 0.7177 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.07% |