Chubb Ltd (CB)
276.01
-0.07
(-0.03%)
USD |
NYSE |
Nov 05, 11:25
Chubb Max Drawdown (5Y): 42.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 42.59% |
September 30, 2024 | 42.59% |
August 31, 2024 | 42.59% |
July 31, 2024 | 42.59% |
June 30, 2024 | 42.59% |
May 31, 2024 | 42.59% |
April 30, 2024 | 42.59% |
March 31, 2024 | 42.59% |
February 29, 2024 | 42.59% |
January 31, 2024 | 42.59% |
December 31, 2023 | 42.59% |
November 30, 2023 | 42.59% |
October 31, 2023 | 42.59% |
September 30, 2023 | 42.59% |
August 31, 2023 | 42.59% |
July 31, 2023 | 42.59% |
June 30, 2023 | 42.59% |
May 31, 2023 | 42.59% |
April 30, 2023 | 42.59% |
March 31, 2023 | 42.59% |
February 28, 2023 | 42.59% |
January 31, 2023 | 42.59% |
December 31, 2022 | 42.59% |
November 30, 2022 | 42.59% |
October 31, 2022 | 42.59% |
Date | Value |
---|---|
September 30, 2022 | 42.59% |
August 31, 2022 | 42.59% |
July 31, 2022 | 42.59% |
June 30, 2022 | 42.59% |
May 31, 2022 | 42.59% |
April 30, 2022 | 42.59% |
March 31, 2022 | 42.59% |
February 28, 2022 | 42.59% |
January 31, 2022 | 42.59% |
December 31, 2021 | 42.59% |
November 30, 2021 | 42.59% |
October 31, 2021 | 42.59% |
September 30, 2021 | 42.59% |
August 31, 2021 | 42.59% |
July 31, 2021 | 42.59% |
June 30, 2021 | 42.59% |
May 31, 2021 | 42.59% |
April 30, 2021 | 42.59% |
March 31, 2021 | 42.59% |
February 28, 2021 | 42.59% |
January 31, 2021 | 42.59% |
December 31, 2020 | 42.59% |
November 30, 2020 | 42.59% |
October 31, 2020 | 42.59% |
September 30, 2020 | 42.59% |
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
21.32%
Minimum
Nov 2019
42.59%
Maximum
Mar 2020
41.17%
Average
42.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Berkshire Hathaway Inc | 30.43% |
The Hartford Financial Services Group Inc | 57.58% |
Progressive Corp | 22.91% |
UBS Group AG | 59.80% |
GAM Holding AG | 96.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.214 |
Beta (5Y) | 0.6692 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.42% |
Historical Sharpe Ratio (5Y) | 0.4686 |
Historical Sortino (5Y) | 0.5883 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.64% |