Roche Holding AG (RHHBF)
435.75
+7.76
(+1.81%)
USD |
OTCM |
Oct 07, 16:00
Roche Max Drawdown (5Y) : 42.15% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 42.15% |
| August 31, 2026 | 42.15% |
| July 31, 2026 | 42.15% |
| June 30, 2026 | 42.15% |
| May 31, 2026 | 42.15% |
| April 30, 2026 | 42.15% |
| March 31, 2026 | 42.15% |
| February 28, 2026 | 42.15% |
| January 31, 2026 | 42.15% |
| December 31, 2025 | 42.15% |
| November 30, 2025 | 42.15% |
| October 31, 2025 | 42.15% |
| September 30, 2025 | 42.15% |
| August 31, 2025 | 42.15% |
| July 31, 2025 | 42.15% |
| June 30, 2025 | 42.15% |
| May 31, 2025 | 42.15% |
| April 30, 2025 | 42.15% |
| March 31, 2025 | 42.15% |
| February 28, 2025 | 42.15% |
| January 31, 2025 | 42.15% |
| December 31, 2024 | 42.15% |
| November 30, 2024 | 42.15% |
| October 31, 2024 | 42.15% |
| September 30, 2024 | 42.15% |
| Date | Value |
|---|---|
| August 31, 2024 | 42.15% |
| July 31, 2024 | 42.15% |
| June 30, 2024 | 42.15% |
| May 31, 2024 | 42.15% |
| April 30, 2024 | 42.15% |
| March 31, 2024 | 42.15% |
| February 29, 2024 | 40.80% |
| January 31, 2024 | 40.80% |
| December 31, 2023 | 40.80% |
| November 30, 2023 | 40.80% |
| October 31, 2023 | 39.16% |
| September 30, 2023 | 37.91% |
| August 31, 2023 | 36.18% |
| July 31, 2023 | 36.18% |
| June 30, 2023 | 36.18% |
| May 31, 2023 | 36.18% |
| April 30, 2023 | 36.18% |
| March 31, 2023 | 36.18% |
| February 28, 2023 | 34.25% |
| January 31, 2023 | 27.04% |
| December 31, 2022 | 27.04% |
| November 30, 2022 | 27.04% |
| October 31, 2022 | 27.04% |
| September 30, 2022 | 27.04% |
| August 31, 2022 | 27.04% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Novartis AG | 20.42% |
| GSK Plc | 39.39% |
| Merck & Co., Inc. | 43.45% |
| AstraZeneca PLC | 27.87% |
| Eli Lilly & Co. | 34.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.593 |
| Beta (5Y) | 0.3704 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.13% |
| Historical Sharpe Ratio (5Y) | 0.0042 |
| Historical Sortino (5Y) | 0.0069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.30% |