Compagnie Financiere Richemont SA (CFRUY)

15.18 +0.14 (+0.90%) USD  |  OTCM  |  Dec 23, 15:02
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Compagnie Financiere Richemont Max Drawdown (5Y): 46.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Guess? Inc 83.88%
The Swatch Group AG 66.58%
Avolta AG 86.94%
Garrett Motion Inc 93.08%
On Holding AG --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.273
Beta (5Y) 1.252
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.82%
Historical Sharpe Ratio (5Y) 0.3653
Historical Sortino (5Y) 0.6823
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.88%