Ferrari NV (RACE)
388.28
+1.89
(+0.49%)
USD |
NYSE |
Oct 08, 16:00
389.63
+1.35
(+0.35%)
Pre-Market: 07:20
Ferrari Max Drawdown (5Y) : 39.22% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 39.22% |
| August 31, 2026 | 39.22% |
| July 31, 2026 | 39.22% |
| June 30, 2026 | 39.22% |
| May 31, 2026 | 39.22% |
| April 30, 2026 | 39.22% |
| March 31, 2026 | 39.22% |
| February 28, 2026 | 38.30% |
| January 31, 2026 | 38.30% |
| December 31, 2025 | 38.30% |
| November 30, 2025 | 38.30% |
| October 31, 2025 | 38.30% |
| September 30, 2025 | 38.30% |
| August 31, 2025 | 38.30% |
| July 31, 2025 | 38.30% |
| June 30, 2025 | 38.30% |
| May 31, 2025 | 38.30% |
| April 30, 2025 | 38.30% |
| March 31, 2025 | 38.30% |
| February 28, 2025 | 38.30% |
| January 31, 2025 | 38.30% |
| December 31, 2024 | 38.30% |
| November 30, 2024 | 38.30% |
| October 31, 2024 | 38.30% |
| September 30, 2024 | 38.30% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 38.30% |
| August 31, 2022 | 38.30% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Tesla, Inc. | 73.63% |
| Honda Motor Co., Ltd. | 35.17% |
| Volkswagen AG | 72.65% |
| Stellantis NV | 82.81% |
| Ford Motor Co. | 56.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.262 |
| Beta (5Y) | 0.9286 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.93% |
| Historical Sharpe Ratio (5Y) | 0.3526 |
| Historical Sortino (5Y) | 0.6677 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.85% |