Baloise Holding AG (BLHEY)
17.10
0.00 (0.00%)
USD |
OTCM |
Jun 21, 16:00
Baloise Max Drawdown (5Y): 29.82% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 29.82% |
April 30, 2024 | 29.82% |
March 31, 2024 | 29.82% |
February 29, 2024 | 29.82% |
January 31, 2024 | 29.82% |
December 31, 2023 | 29.82% |
November 30, 2023 | 29.82% |
October 31, 2023 | 29.82% |
September 30, 2023 | 29.82% |
August 31, 2023 | 29.82% |
July 31, 2023 | 29.82% |
June 30, 2023 | 29.82% |
May 31, 2023 | 29.82% |
April 30, 2023 | 29.82% |
March 31, 2023 | 29.82% |
February 28, 2023 | 29.82% |
January 31, 2023 | 29.82% |
December 31, 2022 | 29.82% |
November 30, 2022 | 29.82% |
October 31, 2022 | 29.82% |
September 30, 2022 | 25.87% |
August 31, 2022 | 25.87% |
July 31, 2022 | 25.87% |
June 30, 2022 | 25.87% |
May 31, 2022 | 25.87% |
Date | Value |
---|---|
April 30, 2022 | 25.87% |
March 31, 2022 | 25.87% |
February 28, 2022 | 25.87% |
January 31, 2022 | 25.87% |
December 31, 2021 | 25.87% |
November 30, 2021 | 25.87% |
October 31, 2021 | 25.87% |
September 30, 2021 | 25.87% |
August 31, 2021 | 25.87% |
July 31, 2021 | 25.87% |
June 30, 2021 | 25.87% |
May 31, 2021 | 25.87% |
April 30, 2021 | 25.87% |
March 31, 2021 | 25.87% |
February 28, 2021 | 25.87% |
January 31, 2021 | 25.87% |
December 31, 2020 | 25.87% |
November 30, 2020 | 25.87% |
October 31, 2020 | 25.87% |
September 30, 2020 | 25.87% |
August 31, 2020 | 25.87% |
July 31, 2020 | 25.87% |
June 30, 2020 | 25.87% |
May 31, 2020 | 25.87% |
April 30, 2020 | 22.17% |
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
18.20%
Minimum
Jun 2019
29.82%
Maximum
Oct 2022
25.91%
Average
25.87%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Chubb Ltd | 42.59% |
UBS Group AG | 59.80% |
GAM Holding AG | 96.90% |
Zurich Insurance Group AG | 39.17% |
Julius Baer Gruppe AG | 61.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.533 |
Beta (5Y) | 0.2854 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.67% |
Historical Sharpe Ratio (5Y) | 0.1049 |
Historical Sortino (5Y) | 0.1661 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.62% |