GAM Holding AG (GMHLF)
0.25
0.00 (0.00%)
USD |
OTCM |
May 09, 16:00
GAM Max Drawdown (5Y): 96.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.90% |
March 31, 2024 | 96.90% |
February 29, 2024 | 96.90% |
January 31, 2024 | 96.90% |
December 31, 2023 | 96.90% |
November 30, 2023 | 96.90% |
October 31, 2023 | 96.90% |
September 30, 2023 | 96.90% |
August 31, 2023 | 96.90% |
July 31, 2023 | 96.90% |
June 30, 2023 | 96.90% |
May 31, 2023 | 96.90% |
April 30, 2023 | 96.90% |
March 31, 2023 | 96.90% |
February 28, 2023 | 96.85% |
January 31, 2023 | 96.85% |
December 31, 2022 | 95.92% |
November 30, 2022 | 95.92% |
October 31, 2022 | 95.53% |
September 30, 2022 | 95.21% |
August 31, 2022 | 95.21% |
July 31, 2022 | 95.21% |
June 30, 2022 | 95.12% |
May 31, 2022 | 94.72% |
April 30, 2022 | 94.50% |
Date | Value |
---|---|
March 31, 2022 | 94.12% |
February 28, 2022 | 93.72% |
January 31, 2022 | 93.72% |
December 31, 2021 | 93.72% |
November 30, 2021 | 93.72% |
October 31, 2021 | 93.72% |
September 30, 2021 | 93.72% |
August 31, 2021 | 93.72% |
July 31, 2021 | 93.72% |
June 30, 2021 | 93.72% |
May 31, 2021 | 93.72% |
April 30, 2021 | 93.72% |
March 31, 2021 | 93.72% |
February 28, 2021 | 93.72% |
January 31, 2021 | 93.72% |
December 31, 2020 | 93.72% |
November 30, 2020 | 93.72% |
October 31, 2020 | 93.72% |
September 30, 2020 | 93.72% |
August 31, 2020 | 93.72% |
July 31, 2020 | 93.72% |
June 30, 2020 | 93.72% |
May 31, 2020 | 93.72% |
April 30, 2020 | 93.72% |
March 31, 2020 | 93.72% |
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
86.13%
Minimum
May 2019
96.90%
Maximum
Mar 2023
93.67%
Average
93.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Chubb Ltd | 42.59% |
UBS Group AG | 59.80% |
Zurich Insurance Group AG | 39.17% |
Julius Baer Gruppe AG | 61.84% |
Swiss Life Holding AG | 50.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -62.87 |
Beta (5Y) | 1.586 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.11% |
Historical Sharpe Ratio (5Y) | -0.7914 |
Historical Sortino (5Y) | -1.093 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.03% |