Salvatore Ferragamo SpA (SFRGY)
5.59
+0.31
(+5.85%)
USD |
OTCM |
Aug 24, 16:00
Salvatore Ferragamo Max Drawdown (5Y) : 80.08% for July 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 |
|---|---|
| July 31, 2026 | 80.08% |
| June 30, 2026 | 80.08% |
| May 31, 2026 | 80.08% |
| April 30, 2026 | 80.08% |
| March 31, 2026 | 80.08% |
| February 28, 2026 | 80.08% |
| January 31, 2026 | 80.08% |
| December 31, 2025 | 80.08% |
| November 30, 2025 | 80.08% |
| October 31, 2025 | 80.08% |
| September 30, 2025 | 80.08% |
| August 31, 2025 | 80.08% |
| July 31, 2025 | 79.06% |
| June 30, 2025 | 79.06% |
| May 31, 2025 | 79.06% |
| April 30, 2025 | 79.06% |
| March 31, 2025 | 77.30% |
| February 28, 2025 | 77.30% |
| January 31, 2025 | 77.30% |
| December 31, 2024 | 77.30% |
| November 30, 2024 | 77.30% |
| October 31, 2024 | 74.20% |
| September 30, 2024 | 73.76% |
| August 31, 2024 | 69.10% |
| July 31, 2024 | 67.77% |
| Date | Value |
|---|---|
| June 30, 2024 | 66.67% |
| May 31, 2024 | 64.75% |
| April 30, 2024 | 64.75% |
| March 31, 2024 | 64.75% |
| February 29, 2024 | 64.75% |
| January 31, 2024 | 64.75% |
| December 31, 2023 | 64.75% |
| November 30, 2023 | 64.75% |
| October 31, 2023 | 64.75% |
| September 30, 2023 | 64.75% |
| August 31, 2023 | 64.75% |
| July 31, 2023 | 64.75% |
| June 30, 2023 | 64.75% |
| May 31, 2023 | 64.75% |
| April 30, 2023 | 64.75% |
| March 31, 2023 | 64.75% |
| February 28, 2023 | 64.75% |
| January 31, 2023 | 64.75% |
| December 31, 2022 | 64.75% |
| November 30, 2022 | 64.75% |
| October 31, 2022 | 64.75% |
| September 30, 2022 | 64.75% |
| August 31, 2022 | 64.75% |
| July 31, 2022 | 64.75% |
| June 30, 2022 | 64.75% |
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
| Prada SpA | 48.43% |
| Movado Group, Inc. | 66.60% |
| Natuzzi SpA | 94.19% |
| Compagnie Financière Richemont SA | 39.18% |
| Hermes International SCA | 45.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.66 |
| Beta (5Y) | 1.141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.56% |
| Historical Sharpe Ratio (5Y) | -0.3168 |
| Historical Sortino (5Y) | -0.604 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.04% |