Compagnie Financiere Richemont SA (CFRHF)

154.38 +4.18 (+2.78%) USD  |  OTCM  |  Dec 20, 16:00
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Compagnie Financiere Richemont Max Drawdown (5Y): 47.83% 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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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) -2.900
Beta (5Y) 1.188
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.42%
Historical Sharpe Ratio (5Y) 0.3559
Historical Sortino (5Y) 0.6396
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.47%