Zurich Insurance Group AG (ZURVY)
48.07
-0.44
(-0.91%)
USD |
OTCM |
Apr 26, 16:00
Zurich Insurance Group Max Drawdown (5Y): 39.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 39.17% |
February 29, 2024 | 39.17% |
January 31, 2024 | 39.17% |
December 31, 2023 | 39.17% |
November 30, 2023 | 39.17% |
October 31, 2023 | 39.17% |
September 30, 2023 | 39.17% |
August 31, 2023 | 39.17% |
July 31, 2023 | 39.17% |
June 30, 2023 | 39.17% |
May 31, 2023 | 39.17% |
April 30, 2023 | 39.17% |
March 31, 2023 | 39.17% |
February 28, 2023 | 39.17% |
January 31, 2023 | 39.17% |
December 31, 2022 | 39.17% |
November 30, 2022 | 39.17% |
October 31, 2022 | 39.17% |
September 30, 2022 | 39.17% |
August 31, 2022 | 39.17% |
July 31, 2022 | 39.17% |
June 30, 2022 | 39.17% |
May 31, 2022 | 39.17% |
April 30, 2022 | 39.17% |
March 31, 2022 | 39.17% |
Date | Value |
---|---|
February 28, 2022 | 39.17% |
January 31, 2022 | 39.17% |
December 31, 2021 | 39.17% |
November 30, 2021 | 39.17% |
October 31, 2021 | 39.17% |
September 30, 2021 | 39.17% |
August 31, 2021 | 39.17% |
July 31, 2021 | 39.17% |
June 30, 2021 | 39.17% |
May 31, 2021 | 39.17% |
April 30, 2021 | 39.17% |
March 31, 2021 | 39.17% |
February 28, 2021 | 39.17% |
January 31, 2021 | 39.17% |
December 31, 2020 | 39.17% |
November 30, 2020 | 40.89% |
October 31, 2020 | 40.89% |
September 30, 2020 | 40.89% |
August 31, 2020 | 40.89% |
July 31, 2020 | 40.89% |
June 30, 2020 | 40.89% |
May 31, 2020 | 40.89% |
April 30, 2020 | 40.89% |
March 31, 2020 | 40.89% |
February 29, 2020 | 40.89% |
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
39.17%
Minimum
Dec 2020
40.89%
Maximum
Apr 2019
39.75%
Average
39.17%
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% |
Swiss Life Holding AG | 50.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.391 |
Beta (5Y) | 0.6322 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.84% |
Historical Sharpe Ratio (5Y) | 0.6142 |
Historical Sortino (5Y) | 0.8041 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.69% |