Partners Group Holding AG (PGPHF)

1321.82 -30.82 (-2.28%) USD  |  OTCM  |  Dec 20, 16:00
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Partners Group Max Drawdown (5Y): 57.18% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Chubb Ltd 42.59%
UBS Group AG 59.80%
GAM Holding AG 97.19%
Julius Baer Gruppe AG 61.84%
Leonteq AG --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.529
Beta (5Y) 1.335
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.40%
Historical Sharpe Ratio (5Y) 0.3756
Historical Sortino (5Y) 0.5706
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.44%