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Global Fashion Group SA (GFG.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINLU2010095458
SectorConsumer Cyclical
IndustryApparel Retail

Highlights

Market Cap€56.10M
EPS-€0.80
Revenue (TTM)€838.00M
Gross Profit (TTM)€468.90M
EBITDA (TTM)-€101.80M
Year Range€0.18 - €0.83
Target Price€0.30

Share Price Chart


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Global Fashion Group SA

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Global Fashion Group SA, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%December2024FebruaryMarchApril
-94.18%
79.20%
GFG.DE (Global Fashion Group SA)
Benchmark (^GSPC)

S&P 500

Returns By Period

Global Fashion Group SA had a return of 26.60% year-to-date (YTD) and -68.99% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date26.60%5.21%
1 month3.57%-4.30%
6 months10.19%18.42%
1 year-68.99%21.82%
5 years (annualized)N/A11.27%
10 years (annualized)N/A10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202417.02%63.64%-36.17%
2023-33.03%6.91%-21.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GFG.DE is 11, indicating that it is in the bottom 11% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of GFG.DE is 1111
Global Fashion Group SA(GFG.DE)
The Sharpe Ratio Rank of GFG.DE is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of GFG.DE is 88Sortino Ratio Rank
The Omega Ratio Rank of GFG.DE is 1111Omega Ratio Rank
The Calmar Ratio Rank of GFG.DE is 1111Calmar Ratio Rank
The Martin Ratio Rank of GFG.DE is 1515Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global Fashion Group SA (GFG.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GFG.DE
Sharpe ratio
The chart of Sharpe ratio for GFG.DE, currently valued at -0.77, compared to the broader market-2.00-1.000.001.002.003.004.00-0.77
Sortino ratio
The chart of Sortino ratio for GFG.DE, currently valued at -1.41, compared to the broader market-4.00-2.000.002.004.006.00-1.41
Omega ratio
The chart of Omega ratio for GFG.DE, currently valued at 0.84, compared to the broader market0.501.001.500.85
Calmar ratio
The chart of Calmar ratio for GFG.DE, currently valued at -0.68, compared to the broader market0.002.004.006.00-0.68
Martin ratio
The chart of Martin ratio for GFG.DE, currently valued at -1.24, compared to the broader market-10.000.0010.0020.0030.00-1.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market-10.000.0010.0020.0030.006.79

Sharpe Ratio

The current Global Fashion Group SA Sharpe ratio is -0.77. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global Fashion Group SA with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchApril
-0.77
2.20
GFG.DE (Global Fashion Group SA)
Benchmark (^GSPC)

Dividends

Dividend History


Global Fashion Group SA doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchApril
-98.34%
-3.27%
GFG.DE (Global Fashion Group SA)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global Fashion Group SA. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global Fashion Group SA was 98.77%, occurring on Jan 18, 2024. The portfolio has not yet recovered.

The current Global Fashion Group SA drawdown is 98.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.77%Feb 23, 2021744Jan 18, 2024
-76.84%Jul 8, 2019190Apr 6, 202081Aug 3, 2020271
-36.04%Aug 20, 20209Sep 1, 202028Oct 9, 202037
-18.45%Oct 28, 202016Nov 18, 202017Dec 11, 202033
-12.33%Jan 25, 20214Jan 28, 202112Feb 15, 202116

Volatility

Volatility Chart

The current Global Fashion Group SA volatility is 20.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%December2024FebruaryMarchApril
20.21%
3.67%
GFG.DE (Global Fashion Group SA)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Global Fashion Group SA over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items