Ferrari NV (RACE)
346.56
-10.96
(-3.07%)
USD |
NYSE |
Jun 10, 16:00
346.89
+0.33
(+0.10%)
After-Hours: 20:00
Ferrari Max Drawdown (5Y) : 39.22% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 38.30% |
| July 31, 2024 | 38.30% |
| June 30, 2024 | 38.30% |
| May 31, 2024 | 38.30% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 38.30% |
| June 30, 2022 | 38.30% |
| May 31, 2022 | 35.74% |
| April 30, 2022 | 35.74% |
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
| Toyota Motor Corp. | 36.79% |
| Tesla, Inc. | 73.63% |
| Stellantis NV | 75.04% |
| Ford Motor Co. | 56.57% |
| Honda Motor Co., Ltd. | 35.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.500 |
| Beta (5Y) | 0.9302 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.47% |
| Historical Sharpe Ratio (5Y) | 0.2504 |
| Historical Sortino (5Y) | 0.4675 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.85% |