Salvatore Ferragamo SpA (SFRGY)
4.325
+0.08
(+1.76%)
USD |
OTCM |
Jun 28, 16:00
Salvatore Ferragamo Max Drawdown (5Y): 66.67% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 66.67% |
May 31, 2024 | 65.86% |
April 30, 2024 | 65.86% |
March 31, 2024 | 65.86% |
February 29, 2024 | 65.86% |
January 31, 2024 | 65.86% |
December 31, 2023 | 65.86% |
November 30, 2023 | 65.86% |
October 31, 2023 | 65.86% |
September 30, 2023 | 65.86% |
August 31, 2023 | 65.86% |
July 31, 2023 | 65.86% |
June 30, 2023 | 65.86% |
May 31, 2023 | 65.86% |
April 30, 2023 | 65.86% |
March 31, 2023 | 65.86% |
February 28, 2023 | 65.86% |
January 31, 2023 | 65.86% |
December 31, 2022 | 65.86% |
November 30, 2022 | 65.86% |
October 31, 2022 | 65.86% |
September 30, 2022 | 65.86% |
August 31, 2022 | 65.86% |
July 31, 2022 | 65.86% |
June 30, 2022 | 65.86% |
Date | Value |
---|---|
May 31, 2022 | 65.86% |
April 30, 2022 | 65.86% |
March 31, 2022 | 65.86% |
February 28, 2022 | 65.86% |
January 31, 2022 | 65.86% |
December 31, 2021 | 65.86% |
November 30, 2021 | 65.86% |
October 31, 2021 | 65.86% |
September 30, 2021 | 65.86% |
August 31, 2021 | 65.86% |
July 31, 2021 | 65.86% |
June 30, 2021 | 65.86% |
May 31, 2021 | 65.86% |
April 30, 2021 | 65.86% |
March 31, 2021 | 65.86% |
February 28, 2021 | 65.86% |
January 31, 2021 | 65.86% |
December 31, 2020 | 65.86% |
November 30, 2020 | 65.86% |
October 31, 2020 | 65.86% |
September 30, 2020 | 65.86% |
August 31, 2020 | 65.86% |
July 31, 2020 | 65.86% |
June 30, 2020 | 65.86% |
May 31, 2020 | 65.86% |
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
44.61%
Minimum
Jul 2019
66.67%
Maximum
Jun 2024
63.12%
Average
65.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Natuzzi SPA | 97.21% |
Piaggio & C. SpA | 53.52% |
Prada SpA | 56.38% |
Ferrari NV | 38.30% |
Ermenegildo Zegna NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.94 |
Beta (5Y) | 1.396 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.97% |
Historical Sharpe Ratio (5Y) | -0.525 |
Historical Sortino (5Y) | -0.8692 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.57% |