Ferrari NV (RACE)
422.48
+2.91
(+0.69%)
USD |
NYSE |
May 17, 16:00
422.48
0.00 (0.00%)
After-Hours: 20:00
Ferrari Max Drawdown (5Y): 38.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 38.30% |
| March 31, 2024 | 38.30% |
| February 29, 2024 | 38.30% |
| January 31, 2024 | 38.30% |
| December 31, 2023 | 38.30% |
| November 30, 2023 | 38.30% |
| October 31, 2023 | 38.30% |
| September 30, 2023 | 38.30% |
| August 31, 2023 | 38.30% |
| July 31, 2023 | 38.30% |
| June 30, 2023 | 38.30% |
| May 31, 2023 | 38.30% |
| April 30, 2023 | 38.30% |
| March 31, 2023 | 38.30% |
| February 28, 2023 | 38.30% |
| January 31, 2023 | 38.30% |
| December 31, 2022 | 38.30% |
| November 30, 2022 | 38.30% |
| October 31, 2022 | 38.30% |
| September 30, 2022 | 38.30% |
| August 31, 2022 | 38.30% |
| July 31, 2022 | 38.30% |
| June 30, 2022 | 38.30% |
| May 31, 2022 | 35.74% |
| April 30, 2022 | 35.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.74% |
| February 28, 2022 | 35.74% |
| January 31, 2022 | 35.74% |
| December 31, 2021 | 35.74% |
| November 30, 2021 | 35.74% |
| October 31, 2021 | 35.74% |
| September 30, 2021 | 35.74% |
| August 31, 2021 | 35.74% |
| July 31, 2021 | 35.74% |
| June 30, 2021 | 35.74% |
| May 31, 2021 | 35.74% |
| April 30, 2021 | 35.74% |
| March 31, 2021 | 35.74% |
| February 28, 2021 | 35.74% |
| January 31, 2021 | 35.74% |
| December 31, 2020 | 35.74% |
| November 30, 2020 | 43.61% |
| October 31, 2020 | 43.61% |
| September 30, 2020 | 43.61% |
| August 31, 2020 | 43.61% |
| July 31, 2020 | 43.61% |
| June 30, 2020 | 43.61% |
| May 31, 2020 | 43.61% |
| April 30, 2020 | 43.61% |
| March 31, 2020 | 43.61% |
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
35.74%
Minimum
Dec 2020
43.61%
Maximum
May 2019
39.21%
Average
38.30%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Tesla Inc | 73.63% |
| Ford Motor Co | 66.06% |
| General Motors Co | 59.94% |
| Stellantis NV | 70.30% |
| Modine Manufacturing Co | 88.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.88 |
| Beta (5Y) | 0.9799 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.67% |
| Historical Sharpe Ratio (5Y) | 0.8604 |
| Historical Sortino (5Y) | 1.606 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.64% |