Salvatore Ferragamo SpA (SFRGY)
3.945
+0.04
(+1.15%)
USD |
OTCM |
Oct 05, 16:00
Salvatore Ferragamo Max Drawdown (5Y) : 80.08% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 80.08% |
| August 31, 2026 | 80.08% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 69.10% |
| July 31, 2024 | 67.77% |
| 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% |
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% |
| Hermes International SCA | 48.68% |
| LVMH Moët Hennessy Louis Vuitton SE | 52.88% |
| Geox SpA | 78.40% |
| Samsonite Group SA | 63.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.86 |
| Beta (5Y) | 1.185 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.13% |
| Historical Sharpe Ratio (5Y) | -0.451 |
| Historical Sortino (5Y) | -0.8614 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.56% |