GAM Holding AG (GMHLF)
0.14
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
GAM Max Drawdown (5Y): 96.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.90% |
| September 30, 2024 | 96.90% |
| August 31, 2024 | 96.90% |
| July 31, 2024 | 96.90% |
| June 30, 2024 | 96.90% |
| May 31, 2024 | 96.90% |
| April 30, 2024 | 96.90% |
| March 31, 2024 | 96.90% |
| February 29, 2024 | 96.90% |
| January 31, 2024 | 96.90% |
| December 31, 2023 | 96.90% |
| November 30, 2023 | 96.90% |
| October 31, 2023 | 96.90% |
| September 30, 2023 | 96.90% |
| August 31, 2023 | 96.90% |
| July 31, 2023 | 96.90% |
| June 30, 2023 | 96.90% |
| May 31, 2023 | 96.90% |
| April 30, 2023 | 96.90% |
| March 31, 2023 | 96.90% |
| February 28, 2023 | 96.90% |
| January 31, 2023 | 96.90% |
| December 31, 2022 | 95.99% |
| November 30, 2022 | 95.99% |
| October 31, 2022 | 95.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.29% |
| August 31, 2022 | 95.29% |
| July 31, 2022 | 95.29% |
| June 30, 2022 | 95.21% |
| May 31, 2022 | 94.81% |
| April 30, 2022 | 94.60% |
| March 31, 2022 | 94.22% |
| February 28, 2022 | 93.83% |
| January 31, 2022 | 93.83% |
| December 31, 2021 | 93.83% |
| November 30, 2021 | 93.83% |
| October 31, 2021 | 93.83% |
| September 30, 2021 | 93.83% |
| August 31, 2021 | 93.83% |
| July 31, 2021 | 93.83% |
| June 30, 2021 | 93.83% |
| May 31, 2021 | 93.83% |
| April 30, 2021 | 93.83% |
| March 31, 2021 | 93.83% |
| February 28, 2021 | 93.83% |
| January 31, 2021 | 93.83% |
| December 31, 2020 | 93.83% |
| November 30, 2020 | 93.83% |
| October 31, 2020 | 93.83% |
| September 30, 2020 | 93.83% |
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
88.37%
Minimum
Nov 2019
96.90%
Maximum
Jan 2023
94.83%
Average
94.70%
Median
Max Drawdown (5Y) Benchmarks
| Chubb Ltd | 42.59% |
| UBS Group AG | 59.80% |
| Julius Baer Gruppe AG | 61.84% |
| Partners Group Holding AG | 57.18% |
| Leonteq AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.42 |
| Beta (5Y) | 1.645 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.07% |
| Historical Sharpe Ratio (5Y) | -0.7391 |
| Historical Sortino (5Y) | -0.974 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.33% |