Compagnie Financiere Richemont SA (CFRHF)
131.13
-3.37
(-2.50%)
USD |
OTCM |
Nov 13, 16:00
Compagnie Financiere Richemont Max Drawdown (5Y): 47.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.83% |
| September 30, 2024 | 47.83% |
| August 31, 2024 | 47.83% |
| July 31, 2024 | 47.83% |
| June 30, 2024 | 47.83% |
| May 31, 2024 | 47.83% |
| April 30, 2024 | 47.83% |
| March 31, 2024 | 47.83% |
| February 29, 2024 | 47.83% |
| January 31, 2024 | 47.83% |
| December 31, 2023 | 47.83% |
| November 30, 2023 | 47.83% |
| October 31, 2023 | 47.83% |
| September 30, 2023 | 47.83% |
| August 31, 2023 | 47.83% |
| July 31, 2023 | 47.83% |
| June 30, 2023 | 47.83% |
| May 31, 2023 | 47.83% |
| April 30, 2023 | 47.83% |
| March 31, 2023 | 47.83% |
| February 28, 2023 | 47.83% |
| January 31, 2023 | 47.83% |
| December 31, 2022 | 47.83% |
| November 30, 2022 | 47.83% |
| October 31, 2022 | 47.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.83% |
| August 31, 2022 | 47.83% |
| July 31, 2022 | 47.83% |
| June 30, 2022 | 47.83% |
| May 31, 2022 | 47.83% |
| April 30, 2022 | 47.83% |
| March 31, 2022 | 47.83% |
| February 28, 2022 | 47.83% |
| January 31, 2022 | 47.83% |
| December 31, 2021 | 47.83% |
| November 30, 2021 | 47.83% |
| October 31, 2021 | 47.83% |
| September 30, 2021 | 47.83% |
| August 31, 2021 | 47.83% |
| July 31, 2021 | 47.83% |
| June 30, 2021 | 47.83% |
| May 31, 2021 | 47.83% |
| April 30, 2021 | 47.83% |
| March 31, 2021 | 47.83% |
| February 28, 2021 | 47.83% |
| January 31, 2021 | 47.83% |
| December 31, 2020 | 47.83% |
| November 30, 2020 | 47.83% |
| October 31, 2020 | 47.83% |
| September 30, 2020 | 47.83% |
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
46.42%
Minimum
Nov 2019
47.83%
Maximum
Mar 2020
47.73%
Average
47.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Swatch Group AG | 66.58% |
| Guess? Inc | 83.88% |
| Garrett Motion Inc | 93.08% |
| On Holding AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.170 |
| Beta (5Y) | 1.210 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.18% |
| Historical Sharpe Ratio (5Y) | 0.3718 |
| Historical Sortino (5Y) | 0.6577 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.42% |