Compagnie Financiere Richemont SA (CFRUY)
14.52
+0.45
(+3.20%)
USD |
OTCM |
May 03, 16:00
Compagnie Financiere Richemont Max Drawdown (5Y): 46.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.85% |
March 31, 2024 | 46.85% |
February 29, 2024 | 46.85% |
January 31, 2024 | 46.85% |
December 31, 2023 | 46.85% |
November 30, 2023 | 46.85% |
October 31, 2023 | 46.85% |
September 30, 2023 | 46.85% |
August 31, 2023 | 46.85% |
July 31, 2023 | 46.85% |
June 30, 2023 | 46.85% |
May 31, 2023 | 46.85% |
April 30, 2023 | 46.85% |
March 31, 2023 | 46.85% |
February 28, 2023 | 46.85% |
January 31, 2023 | 46.85% |
December 31, 2022 | 46.85% |
November 30, 2022 | 46.85% |
October 31, 2022 | 46.85% |
September 30, 2022 | 46.85% |
August 31, 2022 | 46.85% |
July 31, 2022 | 46.85% |
June 30, 2022 | 46.85% |
May 31, 2022 | 46.85% |
April 30, 2022 | 46.85% |
Date | Value |
---|---|
March 31, 2022 | 46.85% |
February 28, 2022 | 46.85% |
January 31, 2022 | 46.85% |
December 31, 2021 | 46.85% |
November 30, 2021 | 46.85% |
October 31, 2021 | 46.85% |
September 30, 2021 | 46.85% |
August 31, 2021 | 46.85% |
July 31, 2021 | 46.85% |
June 30, 2021 | 46.85% |
May 31, 2021 | 46.85% |
April 30, 2021 | 46.85% |
March 31, 2021 | 46.95% |
February 28, 2021 | 46.95% |
January 31, 2021 | 46.95% |
December 31, 2020 | 46.95% |
November 30, 2020 | 46.95% |
October 31, 2020 | 46.95% |
September 30, 2020 | 46.95% |
August 31, 2020 | 46.95% |
July 31, 2020 | 46.95% |
June 30, 2020 | 46.95% |
May 31, 2020 | 46.95% |
April 30, 2020 | 46.95% |
March 31, 2020 | 46.95% |
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
46.85%
Minimum
Apr 2021
46.95%
Maximum
May 2019
46.89%
Average
46.85%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Guess? Inc | 83.88% |
The Swatch Group AG | 66.58% |
Avolta AG | 86.99% |
Garrett Motion Inc | 93.08% |
On Holding AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5962 |
Beta (5Y) | 1.25 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.42% |
Historical Sharpe Ratio (5Y) | 0.3988 |
Historical Sortino (5Y) | 0.7216 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |