Chubb Ltd (CB)

273.20 +0.04 (+0.01%) USD  |  NYSE  |  Dec 20, 16:00
273.22 +0.02 (+0.01%) After-Hours: 20:00
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Chubb Max Drawdown (5Y): 42.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Berkshire Hathaway Inc 30.43%
Progressive Corp 22.91%
UBS Group AG 59.80%
GAM Holding AG 97.19%
Julius Baer Gruppe AG 61.84%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.536
Beta (5Y) 0.6680
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.46%
Historical Sharpe Ratio (5Y) 0.4901
Historical Sortino (5Y) 0.6167
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.64%