Roche Holding AG (RHHBY)
29.26
-0.49
(-1.65%)
USD |
OTCM |
May 02, 16:00
Roche Max Drawdown (5Y): 39.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 39.79% |
| March 31, 2024 | 37.89% |
| February 29, 2024 | 37.89% |
| January 31, 2024 | 37.29% |
| December 31, 2023 | 37.29% |
| November 30, 2023 | 37.29% |
| October 31, 2023 | 37.29% |
| September 30, 2023 | 34.52% |
| August 31, 2023 | 34.52% |
| July 31, 2023 | 34.52% |
| June 30, 2023 | 34.52% |
| May 31, 2023 | 34.52% |
| April 30, 2023 | 34.52% |
| March 31, 2023 | 34.52% |
| February 28, 2023 | 32.54% |
| January 31, 2023 | 28.50% |
| December 31, 2022 | 28.50% |
| November 30, 2022 | 28.50% |
| October 31, 2022 | 28.50% |
| September 30, 2022 | 28.50% |
| August 31, 2022 | 28.50% |
| July 31, 2022 | 28.50% |
| June 30, 2022 | 28.50% |
| May 31, 2022 | 26.01% |
| April 30, 2022 | 24.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 24.19% |
| February 28, 2022 | 24.19% |
| January 31, 2022 | 24.19% |
| December 31, 2021 | 24.19% |
| November 30, 2021 | 24.19% |
| October 31, 2021 | 24.19% |
| September 30, 2021 | 27.36% |
| August 31, 2021 | 27.36% |
| July 31, 2021 | 27.36% |
| June 30, 2021 | 27.36% |
| May 31, 2021 | 27.36% |
| April 30, 2021 | 27.36% |
| March 31, 2021 | 27.36% |
| February 28, 2021 | 27.36% |
| January 31, 2021 | 27.36% |
| December 31, 2020 | 27.36% |
| November 30, 2020 | 27.36% |
| October 31, 2020 | 27.36% |
| September 30, 2020 | 27.36% |
| August 31, 2020 | 27.36% |
| July 31, 2020 | 27.36% |
| June 30, 2020 | 27.36% |
| May 31, 2020 | 27.36% |
| April 30, 2020 | 27.36% |
| March 31, 2020 | 27.36% |
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
24.19%
Minimum
Oct 2021
39.79%
Maximum
Apr 2024
29.26%
Average
27.36%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Novartis AG | 25.99% |
| Pfizer Inc | 54.78% |
| ADC Therapeutics SA | -- |
| Lonza Group Ltd | 59.14% |
| AC Immune SA | 89.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.498 |
| Beta (5Y) | 0.4117 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.29% |
| Historical Sharpe Ratio (5Y) | -0.0448 |
| Historical Sortino (5Y) | -0.0682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.66% |