PSP Swiss Property AG (PSPSF)
127.65
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
PSP Swiss Property Max Drawdown (5Y): 31.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 31.74% |
| February 29, 2024 | 31.74% |
| January 31, 2024 | 31.74% |
| December 31, 2023 | 31.74% |
| November 30, 2023 | 31.74% |
| October 31, 2023 | 31.74% |
| September 30, 2023 | 31.74% |
| August 31, 2023 | 31.74% |
| July 31, 2023 | 31.74% |
| June 30, 2023 | 31.74% |
| May 31, 2023 | 31.74% |
| April 30, 2023 | 31.74% |
| March 31, 2023 | 31.74% |
| February 28, 2023 | 31.74% |
| January 31, 2023 | 31.74% |
| December 31, 2022 | 31.74% |
| November 30, 2022 | 31.74% |
| October 31, 2022 | 31.74% |
| September 30, 2022 | 31.72% |
| August 31, 2022 | 31.72% |
| July 31, 2022 | 31.72% |
| June 30, 2022 | 31.72% |
| May 31, 2022 | 31.72% |
| April 30, 2022 | 31.72% |
| March 31, 2022 | 31.72% |
| Date | Value |
|---|---|
| February 28, 2022 | 31.72% |
| January 31, 2022 | 31.72% |
| December 31, 2021 | 31.72% |
| November 30, 2021 | 31.72% |
| October 31, 2021 | 31.72% |
| September 30, 2021 | 31.72% |
| August 31, 2021 | 31.72% |
| July 31, 2021 | 31.72% |
| June 30, 2021 | 31.72% |
| May 31, 2021 | 31.72% |
| April 30, 2021 | 31.72% |
| March 31, 2021 | 31.72% |
| February 28, 2021 | 31.72% |
| January 31, 2021 | 31.72% |
| December 31, 2020 | 31.72% |
| November 30, 2020 | 31.72% |
| October 31, 2020 | 31.72% |
| September 30, 2020 | 31.72% |
| August 31, 2020 | 31.72% |
| July 31, 2020 | 31.72% |
| June 30, 2020 | 31.72% |
| May 31, 2020 | 31.72% |
| April 30, 2020 | 31.72% |
| March 31, 2020 | 31.72% |
| February 29, 2020 | 19.20% |
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
19.20%
Minimum
Aug 2019
31.74%
Maximum
Oct 2022
29.62%
Average
31.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Swiss Prime Site AG | 36.69% |
| Allreal Holding Ltd | 0.00% |
| IWG PLC | 78.24% |
| Trinity Place Holdings Inc | 98.11% |
| Belpointe PREP LLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.191 |
| Beta (5Y) | 0.4948 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.04% |
| Historical Sharpe Ratio (5Y) | 0.1775 |
| Historical Sortino (5Y) | 0.2348 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.88% |