Roche Holding AG (RHHVF)

284.21 -4.68 (-1.62%) USD  |  OTCM  |  Dec 13, 16:00
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Roche Max Drawdown (5Y): 40.79% 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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AC Immune SA 89.55%
CRISPR Therapeutics AG 81.61%
Addex Therapeutics Ltd --
NLS Pharmaceutics Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.183
Beta (5Y) 0.4577
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.25%
Historical Sharpe Ratio (5Y) -0.0481
Historical Sortino (5Y) -0.0793
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.26%