EFG International AG (EFGXY)
18.29
0.00 (0.00%)
USD |
OTCM |
Oct 08, 16:00
EFG International Max Drawdown (5Y) : 25.80% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 25.80% |
| August 31, 2026 | 25.80% |
| July 31, 2026 | 25.80% |
| June 30, 2026 | 25.80% |
| May 31, 2026 | 25.80% |
| April 30, 2026 | 28.93% |
| March 31, 2026 | 28.93% |
| February 28, 2026 | 28.93% |
| January 31, 2026 | 28.93% |
| December 31, 2025 | 28.93% |
| November 30, 2025 | 30.68% |
| October 31, 2025 | 39.98% |
| September 30, 2025 | 39.98% |
| August 31, 2025 | 39.98% |
| July 31, 2025 | 39.98% |
| June 30, 2025 | 41.45% |
| May 31, 2025 | 50.14% |
| April 30, 2025 | 50.14% |
| March 31, 2025 | 50.14% |
| February 28, 2025 | 51.59% |
| January 31, 2025 | 51.59% |
| December 31, 2024 | 51.59% |
| November 30, 2024 | 51.59% |
| October 31, 2024 | 51.59% |
| September 30, 2024 | 51.59% |
| Date | Value |
|---|---|
| August 31, 2024 | 51.59% |
| July 31, 2024 | 51.59% |
| June 30, 2024 | 51.59% |
| May 31, 2024 | 51.59% |
| April 30, 2024 | 51.59% |
| March 31, 2024 | 51.59% |
| February 29, 2024 | 51.59% |
| January 31, 2024 | 52.26% |
| December 31, 2023 | 52.26% |
| November 30, 2023 | 52.26% |
| October 31, 2023 | 52.26% |
| September 30, 2023 | 52.26% |
| August 31, 2023 | 52.26% |
| July 31, 2023 | 52.26% |
| June 30, 2023 | 52.26% |
| May 31, 2023 | 52.26% |
| April 30, 2023 | 52.26% |
| March 31, 2023 | 52.26% |
| February 28, 2023 | 52.26% |
| January 31, 2023 | 52.26% |
| December 31, 2022 | 52.26% |
| November 30, 2022 | 52.26% |
| October 31, 2022 | 52.26% |
| September 30, 2022 | 52.26% |
| August 31, 2022 | 52.26% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| State Street Corp. | 41.42% |
| UBS Group AG | 32.48% |
| GAM Holding AG | 98.40% |
| Julius Bär Gruppe AG | 41.03% |
| Partners Group Holding AG | 57.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.77 |
| Beta (5Y) | 0.0706 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.98% |
| Historical Sharpe Ratio (5Y) | 0.6248 |
| Historical Sortino (5Y) | 3.886 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.54% |