Safilo Group SpA (SAFLY)
2.50
0.00 (0.00%)
USD |
OTCM |
Jul 05, 16:00
Safilo Group Max Drawdown (5Y): 87.96% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 87.96% |
| May 31, 2024 | 87.96% |
| April 30, 2024 | 89.06% |
| March 31, 2024 | 89.06% |
| February 29, 2024 | 90.67% |
| January 31, 2024 | 90.67% |
| December 31, 2023 | 90.67% |
| November 30, 2023 | 90.67% |
| October 31, 2023 | 91.30% |
| September 30, 2023 | 94.33% |
| August 31, 2023 | 94.33% |
| July 31, 2023 | 94.33% |
| June 30, 2023 | 94.33% |
| May 31, 2023 | 94.33% |
| April 30, 2023 | 94.33% |
| March 31, 2023 | 94.33% |
| February 28, 2023 | 94.33% |
| January 31, 2023 | 94.33% |
| December 31, 2022 | 94.33% |
| November 30, 2022 | 94.33% |
| October 31, 2022 | 94.33% |
| September 30, 2022 | 94.33% |
| August 31, 2022 | 94.33% |
| July 31, 2022 | 94.33% |
| June 30, 2022 | 94.33% |
| Date | Value |
|---|---|
| May 31, 2022 | 94.33% |
| April 30, 2022 | 94.33% |
| March 31, 2022 | 94.33% |
| February 28, 2022 | 94.33% |
| January 31, 2022 | 94.33% |
| December 31, 2021 | 94.33% |
| November 30, 2021 | 94.33% |
| October 31, 2021 | 94.33% |
| September 30, 2021 | 94.33% |
| August 31, 2021 | 94.33% |
| July 31, 2021 | 94.33% |
| June 30, 2021 | 94.33% |
| May 31, 2021 | 94.33% |
| April 30, 2021 | 94.33% |
| March 31, 2021 | 94.33% |
| February 28, 2021 | 94.33% |
| January 31, 2021 | 94.33% |
| December 31, 2020 | 94.33% |
| November 30, 2020 | 94.33% |
| October 31, 2020 | 94.33% |
| September 30, 2020 | 94.33% |
| August 31, 2020 | 94.33% |
| July 31, 2020 | 94.33% |
| June 30, 2020 | 94.33% |
| May 31, 2020 | 94.33% |
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
87.96%
Minimum
May 2024
94.33%
Maximum
Jul 2019
93.65%
Average
94.33%
Median
Jul 2019
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) | -1.668 |
| Beta (5Y) | 0.2767 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.46% |
| Historical Sharpe Ratio (5Y) | 0.0314 |
| Historical Sortino (5Y) | 0.0642 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.64% |