Roche Holding AG (RHHBY)
35.44
+0.15
(+0.43%)
USD |
OTCM |
Nov 22, 16:24
Roche Max Drawdown (5Y): 40.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 24.19% |
| February 28, 2022 | 24.19% |
| January 31, 2022 | 24.19% |
| December 31, 2021 | 24.19% |
| November 30, 2021 | 27.36% |
| October 31, 2021 | 27.36% |
| September 30, 2021 | 27.36% |
| August 31, 2021 | 27.36% |
| July 31, 2021 | 27.36% |
| June 30, 2021 | 27.36% |
| May 31, 2021 | 27.36% |
| April 30, 2021 | 27.36% |
| March 31, 2021 | 27.36% |
| February 28, 2021 | 27.36% |
| January 31, 2021 | 27.36% |
| December 31, 2020 | 27.36% |
| November 30, 2020 | 27.36% |
| October 31, 2020 | 27.36% |
| September 30, 2020 | 27.36% |
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
24.19%
Minimum
Dec 2021
40.92%
Maximum
May 2024
30.72%
Average
27.36%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Novo Nordisk AS | 23.65% |
| Pfizer Inc | 54.78% |
| Eli Lilly and Co | 22.48% |
| Novartis AG | 25.84% |
| Amgen Inc | 24.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.078 |
| Beta (5Y) | 0.4343 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.75% |
| Historical Sharpe Ratio (5Y) | 0.0702 |
| Historical Sortino (5Y) | 0.1147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.66% |