Safilo Group SpA (SAFLF)
1.35
0.00 (0.00%)
USD |
OTCM |
May 20, 16:00
Safilo Group Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 100.00% |
March 31, 2024 | 100.00% |
February 29, 2024 | 100.00% |
January 31, 2024 | 100.00% |
December 31, 2023 | 100.00% |
November 30, 2023 | 100.00% |
October 31, 2023 | 100.00% |
September 30, 2023 | 100.00% |
August 31, 2023 | 100.00% |
July 31, 2023 | 100.00% |
June 30, 2023 | 100.00% |
May 31, 2023 | 100.00% |
April 30, 2023 | 100.00% |
March 31, 2023 | 100.00% |
February 28, 2023 | 100.00% |
January 31, 2023 | 100.00% |
December 31, 2022 | 100.00% |
November 30, 2022 | 100.00% |
October 31, 2022 | 100.00% |
September 30, 2022 | 100.00% |
August 31, 2022 | 100.00% |
July 31, 2022 | 100.00% |
June 30, 2022 | 100.00% |
May 31, 2022 | 100.00% |
April 30, 2022 | 100.00% |
Date | Value |
---|---|
March 31, 2022 | 100.00% |
February 28, 2022 | 100.00% |
January 31, 2022 | 100.00% |
December 31, 2021 | 100.00% |
November 30, 2021 | 100.00% |
October 31, 2021 | 100.00% |
September 30, 2021 | 100.00% |
August 31, 2021 | 100.00% |
July 31, 2021 | 100.00% |
June 30, 2021 | 100.00% |
May 31, 2021 | 100.00% |
April 30, 2021 | 100.00% |
March 31, 2021 | 100.00% |
February 28, 2021 | 100.00% |
January 31, 2021 | 100.00% |
December 31, 2020 | 96.73% |
November 30, 2020 | 96.73% |
October 31, 2020 | 96.73% |
September 30, 2020 | 96.73% |
August 31, 2020 | 96.73% |
July 31, 2020 | 96.73% |
June 30, 2020 | 96.73% |
May 31, 2020 | 96.73% |
April 30, 2020 | 96.73% |
March 31, 2020 | 96.73% |
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
96.73%
Minimum
May 2019
100.00%
Maximum
Jan 2021
98.91%
Average
100.00%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Diasorin SpA | 100.00% |
Stevanato Group SPA | -- |
El.En. SpA | -- |
Genenta Science SPA | -- |
Recordati SpA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 694.58 |
Beta (5Y) | -61.95 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.45K% |
Historical Sharpe Ratio (5Y) | 0.0001 |
Historical Sortino (5Y) | 0.0506 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 56.02% |