Partners Group Holding AG (PGPHF)
1338.35
+25.45
(+1.94%)
USD |
OTCM |
May 03, 13:54
Partners Group Max Drawdown (5Y): 57.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 57.18% |
| March 31, 2024 | 57.18% |
| February 29, 2024 | 57.18% |
| January 31, 2024 | 57.18% |
| December 31, 2023 | 57.18% |
| November 30, 2023 | 57.18% |
| October 31, 2023 | 57.18% |
| September 30, 2023 | 57.18% |
| August 31, 2023 | 57.18% |
| July 31, 2023 | 57.18% |
| June 30, 2023 | 57.18% |
| May 31, 2023 | 57.18% |
| April 30, 2023 | 57.18% |
| March 31, 2023 | 57.18% |
| February 28, 2023 | 57.18% |
| January 31, 2023 | 57.18% |
| December 31, 2022 | 57.18% |
| November 30, 2022 | 57.18% |
| October 31, 2022 | 57.18% |
| September 30, 2022 | 57.18% |
| August 31, 2022 | 52.08% |
| July 31, 2022 | 52.08% |
| June 30, 2022 | 52.08% |
| May 31, 2022 | 46.92% |
| April 30, 2022 | 45.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.68% |
| February 28, 2022 | 45.68% |
| January 31, 2022 | 45.68% |
| December 31, 2021 | 45.68% |
| November 30, 2021 | 45.68% |
| October 31, 2021 | 45.68% |
| September 30, 2021 | 45.68% |
| August 31, 2021 | 45.68% |
| July 31, 2021 | 45.68% |
| June 30, 2021 | 45.68% |
| May 31, 2021 | 45.68% |
| April 30, 2021 | 45.68% |
| March 31, 2021 | 45.68% |
| February 28, 2021 | 45.68% |
| January 31, 2021 | 45.68% |
| December 31, 2020 | 45.68% |
| November 30, 2020 | 45.68% |
| October 31, 2020 | 45.68% |
| September 30, 2020 | 45.68% |
| August 31, 2020 | 45.68% |
| July 31, 2020 | 45.68% |
| June 30, 2020 | 45.68% |
| May 31, 2020 | 45.68% |
| April 30, 2020 | 45.68% |
| March 31, 2020 | 45.68% |
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
29.06%
Minimum
May 2019
57.18%
Maximum
Sep 2022
47.08%
Average
45.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chubb Ltd | 42.59% |
| UBS Group AG | 59.80% |
| GAM Holding AG | 96.90% |
| Zurich Insurance Group AG | 39.17% |
| Julius Baer Gruppe AG | 61.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.884 |
| Beta (5Y) | 1.309 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.52% |
| Historical Sharpe Ratio (5Y) | 0.3576 |
| Historical Sortino (5Y) | 0.5359 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.44% |