Julius Baer Gruppe AG (JBAXY)

12.85 +0.08 (+0.63%) USD  |  OTCM  |  Dec 20, 16:00
More

Julius Baer Gruppe Max Drawdown (5Y): 61.84% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for JBAXY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Chubb Ltd 42.59%
UBS Group AG 59.80%
GAM Holding AG 97.19%
Partners Group Holding AG 57.18%
Leonteq AG --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.631
Beta (5Y) 1.267
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.09%
Historical Sharpe Ratio (5Y) 0.2648
Historical Sortino (5Y) 0.3935
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.83%