Ferrari NV (RACE)

426.93 +1.63 (+0.38%) USD  |  NYSE  |  Dec 20, 16:00
426.93 0.00 (0.00%) After-Hours: 20:00
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Ferrari Max Drawdown (5Y): 38.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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General Motors Co 59.94%
Natuzzi SpA 97.21%
Strattec Security Corp 84.51%
Tesla Inc 73.63%
Stellantis NV 70.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 6.578
Beta (5Y) 0.9491
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.03%
Historical Sharpe Ratio (5Y) 0.687
Historical Sortino (5Y) 1.286
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.19%