Compagnie Financiere Richemont SA (CFRUY)
13.23
-0.14
(-1.05%)
USD |
OTCM |
Nov 21, 16:00
Compagnie Financiere Richemont Max Drawdown (5Y): 46.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.85% |
| September 30, 2024 | 46.85% |
| August 31, 2024 | 46.85% |
| July 31, 2024 | 46.85% |
| June 30, 2024 | 46.85% |
| May 31, 2024 | 46.85% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 46.95% |
| April 30, 2021 | 46.95% |
| 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% |
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
Jun 2021
46.95%
Maximum
Nov 2019
46.88%
Average
46.85%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Guess? Inc | 83.88% |
| The Swatch Group AG | 66.58% |
| Avolta AG | 86.94% |
| Garrett Motion Inc | -- |
| On Holding AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.788 |
| Beta (5Y) | 1.273 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.57% |
| Historical Sharpe Ratio (5Y) | 0.373 |
| Historical Sortino (5Y) | 0.684 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.87% |