Zurich Insurance Group AG (ZFSVF)
482.14
-1.92
(-0.40%)
USD |
OTCM |
May 02, 10:52
Zurich Insurance Group Max Drawdown (5Y): 38.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.56% |
March 31, 2024 | 38.56% |
February 29, 2024 | 38.56% |
January 31, 2024 | 38.56% |
December 31, 2023 | 38.56% |
November 30, 2023 | 38.56% |
October 31, 2023 | 38.56% |
September 30, 2023 | 38.56% |
August 31, 2023 | 38.56% |
July 31, 2023 | 38.56% |
June 30, 2023 | 38.56% |
May 31, 2023 | 38.56% |
April 30, 2023 | 38.56% |
March 31, 2023 | 38.56% |
February 28, 2023 | 38.56% |
January 31, 2023 | 38.56% |
December 31, 2022 | 38.56% |
November 30, 2022 | 38.56% |
October 31, 2022 | 38.56% |
September 30, 2022 | 38.56% |
August 31, 2022 | 38.56% |
July 31, 2022 | 38.56% |
June 30, 2022 | 38.56% |
May 31, 2022 | 38.56% |
April 30, 2022 | 38.56% |
Date | Value |
---|---|
March 31, 2022 | 38.56% |
February 28, 2022 | 38.56% |
January 31, 2022 | 38.56% |
December 31, 2021 | 38.56% |
November 30, 2021 | 38.56% |
October 31, 2021 | 38.56% |
September 30, 2021 | 38.56% |
August 31, 2021 | 38.56% |
July 31, 2021 | 38.56% |
June 30, 2021 | 38.56% |
May 31, 2021 | 38.56% |
April 30, 2021 | 38.56% |
March 31, 2021 | 38.56% |
February 28, 2021 | 38.56% |
January 31, 2021 | 38.56% |
December 31, 2020 | 38.56% |
November 30, 2020 | 40.39% |
October 31, 2020 | 40.39% |
September 30, 2020 | 40.39% |
August 31, 2020 | 40.39% |
July 31, 2020 | 40.39% |
June 30, 2020 | 40.39% |
May 31, 2020 | 40.39% |
April 30, 2020 | 40.39% |
March 31, 2020 | 40.39% |
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
38.56%
Minimum
Dec 2020
85.31%
Maximum
May 2019
45.13%
Average
38.56%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Chubb Ltd | 42.59% |
UBS Group AG | 59.80% |
GAM Holding AG | 96.90% |
Julius Baer Gruppe AG | 61.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.662 |
Beta (5Y) | 0.6409 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.13% |
Historical Sharpe Ratio (5Y) | 0.5306 |
Historical Sortino (5Y) | 0.6956 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.98% |