Ferrari NV (RACE)
429.51
+2.35
(+0.55%)
USD |
NYSE |
Nov 21, 16:00
429.51
0.00 (0.00%)
Pre-Market: 20:00
Ferrari Max Drawdown (5Y): 38.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.30% |
| September 30, 2024 | 38.30% |
| August 31, 2024 | 38.30% |
| July 31, 2024 | 38.30% |
| June 30, 2024 | 38.30% |
| May 31, 2024 | 38.30% |
| April 30, 2024 | 38.30% |
| March 31, 2024 | 38.30% |
| February 29, 2024 | 38.30% |
| January 31, 2024 | 38.30% |
| December 31, 2023 | 38.30% |
| November 30, 2023 | 38.30% |
| October 31, 2023 | 38.30% |
| September 30, 2023 | 38.30% |
| August 31, 2023 | 38.30% |
| July 31, 2023 | 38.30% |
| June 30, 2023 | 38.30% |
| May 31, 2023 | 38.30% |
| April 30, 2023 | 38.30% |
| March 31, 2023 | 38.30% |
| February 28, 2023 | 38.30% |
| January 31, 2023 | 38.30% |
| December 31, 2022 | 38.30% |
| November 30, 2022 | 38.30% |
| October 31, 2022 | 38.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.30% |
| August 31, 2022 | 38.30% |
| July 31, 2022 | 38.30% |
| June 30, 2022 | 38.30% |
| May 31, 2022 | 35.74% |
| April 30, 2022 | 35.74% |
| March 31, 2022 | 35.74% |
| February 28, 2022 | 35.74% |
| January 31, 2022 | 35.74% |
| December 31, 2021 | 35.74% |
| November 30, 2021 | 35.74% |
| October 31, 2021 | 35.74% |
| September 30, 2021 | 35.74% |
| August 31, 2021 | 35.74% |
| July 31, 2021 | 35.74% |
| June 30, 2021 | 35.74% |
| May 31, 2021 | 35.74% |
| April 30, 2021 | 35.74% |
| March 31, 2021 | 35.74% |
| February 28, 2021 | 35.74% |
| January 31, 2021 | 43.61% |
| December 31, 2020 | 43.61% |
| November 30, 2020 | 43.61% |
| October 31, 2020 | 43.61% |
| September 30, 2020 | 43.61% |
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
35.74%
Minimum
Feb 2021
43.61%
Maximum
Nov 2019
38.94%
Average
38.30%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Tesla Inc | 73.63% |
| General Motors Co | 59.94% |
| Natuzzi SpA | 97.21% |
| Toyota Motor Corp | 36.79% |
| Ermenegildo Zegna NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.972 |
| Beta (5Y) | 0.9930 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.68% |
| Historical Sharpe Ratio (5Y) | 0.8233 |
| Historical Sortino (5Y) | 1.523 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.64% |