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Take £30.8 million man Andriy Shevchenko, for example, a signing widely referred to when discussing the biggest flops in world football history.
Here's Sheva discussing his time at Stamford Bridge in The People:
I left Milan when I was nearly 30 years old, and I had won everything. When I arrived at Chelsea, everyone expected me to repeat the same performances. But that was impossible. I suffered many injuries and many other things.
Relations were fine between Didier Drogba and me and they still are today. The problem was that Chelsea rarely wanted to play with two strikers.
Right from the start, this felt like a signing made above then-manager Jose Mourinho's head.
Peter Kenyon went on record to express his admiration for the striker, and Roman Abramovich reportedly offered Hernan Crespo plus cash to secure the Ukrainian goal machine (via BBC Sport.)
As the Rossoneri legend suggests, Mourinho only played with one striker. With Drogba in town and in form, the Portuguese tactician leaned on his Ivorian forward, leaving Shevchenko feeling unloved, overpriced and underused.
By Sheva's own admission, he was surprised that the Blues paid the money to land him. He was almost 30—why break the British transfer record for a player this age?
Shevchenko clearly didn't feel entirely confident with the move despite settling in well in London, and didn't play regularly enough to pick up any kind of form himself.
To make matters worse, when he did come on, the fans expected fireworks. That's no fault to the fans, but a management issue higher up.
Issue: Bought for a huge price, no one ever instilled any confidence into the striker. He had no run of games, was a clear second choice and the player himself was probably still pinching himself.