Sofina SA (SFNXF)
271.00
0.00 (0.00%)
USD |
OTCM |
Oct 08, 16:00
Sofina Max Drawdown (5Y) : 63.11% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 63.11% |
| August 31, 2026 | 63.11% |
| July 31, 2026 | 63.11% |
| June 30, 2026 | 63.11% |
| May 31, 2026 | 63.11% |
| April 30, 2026 | 63.11% |
| March 31, 2026 | 63.11% |
| February 28, 2026 | 63.11% |
| January 31, 2026 | 63.11% |
| December 31, 2025 | 63.11% |
| November 30, 2025 | 63.11% |
| October 31, 2025 | 63.11% |
| September 30, 2025 | 63.11% |
| August 31, 2025 | 99.68% |
| July 31, 2025 | 99.69% |
| June 30, 2025 | 99.78% |
| May 31, 2025 | 99.78% |
| April 30, 2025 | 99.78% |
| March 31, 2025 | 99.78% |
| February 28, 2025 | 99.81% |
| January 31, 2025 | 99.81% |
| December 31, 2024 | 99.81% |
| November 30, 2024 | 99.81% |
| October 31, 2024 | 99.81% |
| September 30, 2024 | 99.81% |
| Date | Value |
|---|---|
| August 31, 2024 | 99.81% |
| July 31, 2024 | 99.81% |
| June 30, 2024 | 99.81% |
| May 31, 2024 | 99.81% |
| April 30, 2024 | 99.81% |
| March 31, 2024 | 99.81% |
| February 29, 2024 | 99.81% |
| January 31, 2024 | 99.81% |
| December 31, 2023 | 99.81% |
| November 30, 2023 | 99.81% |
| October 31, 2023 | 99.81% |
| September 30, 2023 | 99.82% |
| August 31, 2023 | 99.82% |
| July 31, 2023 | 99.82% |
| June 30, 2023 | 99.82% |
| May 31, 2023 | 99.82% |
| April 30, 2023 | 99.82% |
| March 31, 2023 | 99.84% |
| February 28, 2023 | 99.84% |
| January 31, 2023 | 99.84% |
| December 31, 2022 | 99.84% |
| November 30, 2022 | 99.84% |
| October 31, 2022 | 99.84% |
| September 30, 2022 | 99.86% |
| August 31, 2022 | 99.86% |
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
| SUI Group Holdings Ltd. | 92.83% |
| Investor AB | 47.64% |
| Wendel | 56.44% |
| Eurazeo SE | 44.24% |
| HAL Trust | 40.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.43 |
| Beta (5Y) | 0.7296 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.64% |
| Historical Sharpe Ratio (5Y) | -0.3306 |
| Historical Sortino (5Y) | -0.4688 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.45% |