Roche Holding AG (RHHBY)
50.42
+0.19
(+0.38%)
USD |
OTCM |
Jun 10, 16:00
Roche Max Drawdown (5Y) : 40.92% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 40.92% |
| April 30, 2026 | 40.92% |
| March 31, 2026 | 40.92% |
| February 28, 2026 | 40.92% |
| January 31, 2026 | 40.92% |
| December 31, 2025 | 40.92% |
| November 30, 2025 | 40.92% |
| October 31, 2025 | 40.92% |
| September 30, 2025 | 40.92% |
| August 31, 2025 | 40.92% |
| July 31, 2025 | 40.92% |
| June 30, 2025 | 40.92% |
| May 31, 2025 | 40.92% |
| April 30, 2025 | 40.92% |
| March 31, 2025 | 40.92% |
| February 28, 2025 | 40.92% |
| January 31, 2025 | 40.92% |
| December 31, 2024 | 40.92% |
| November 30, 2024 | 40.92% |
| October 31, 2024 | 40.92% |
| September 30, 2024 | 40.92% |
| August 31, 2024 | 40.92% |
| July 31, 2024 | 40.92% |
| June 30, 2024 | 40.92% |
| May 31, 2024 | 40.92% |
| Date | Value |
|---|---|
| April 30, 2024 | 39.79% |
| March 31, 2024 | 37.89% |
| February 29, 2024 | 37.89% |
| January 31, 2024 | 37.29% |
| December 31, 2023 | 37.29% |
| November 30, 2023 | 37.29% |
| October 31, 2023 | 37.29% |
| September 30, 2023 | 34.52% |
| August 31, 2023 | 34.52% |
| July 31, 2023 | 34.52% |
| June 30, 2023 | 34.52% |
| May 31, 2023 | 34.52% |
| April 30, 2023 | 34.52% |
| March 31, 2023 | 34.52% |
| February 28, 2023 | 32.54% |
| January 31, 2023 | 28.50% |
| December 31, 2022 | 28.50% |
| November 30, 2022 | 28.50% |
| October 31, 2022 | 28.50% |
| September 30, 2022 | 28.50% |
| August 31, 2022 | 28.50% |
| July 31, 2022 | 28.50% |
| June 30, 2022 | 28.50% |
| May 31, 2022 | 26.01% |
| April 30, 2022 | 24.19% |
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% |
| Eli Lilly & Co. | 34.47% |
| Pfizer Inc. | 58.95% |
| GSK Plc | 39.39% |
| Johnson & Johnson | 18.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.643 |
| Beta (5Y) | 0.4949 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.80% |
| Historical Sharpe Ratio (5Y) | 0.1518 |
| Historical Sortino (5Y) | 0.2526 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.72% |