Roche Holding AG (RHHVF)
289.09
-5.79
(-1.96%)
USD |
OTCM |
Nov 14, 16:00
Roche Max Drawdown (5Y): 40.79% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 40.79% |
| August 31, 2024 | 40.79% |
| July 31, 2024 | 40.79% |
| June 30, 2024 | 40.79% |
| May 31, 2024 | 40.79% |
| April 30, 2024 | 39.66% |
| March 31, 2024 | 38.35% |
| February 29, 2024 | 38.35% |
| January 31, 2024 | 37.11% |
| December 31, 2023 | 37.11% |
| November 30, 2023 | 37.11% |
| October 31, 2023 | 36.42% |
| September 30, 2023 | 34.00% |
| August 31, 2023 | 34.00% |
| July 31, 2023 | 34.00% |
| June 30, 2023 | 34.00% |
| May 31, 2023 | 34.00% |
| April 30, 2023 | 34.00% |
| March 31, 2023 | 34.00% |
| February 28, 2023 | 31.65% |
| January 31, 2023 | 29.65% |
| December 31, 2022 | 29.65% |
| November 30, 2022 | 29.65% |
| October 31, 2022 | 29.65% |
| September 30, 2022 | 29.65% |
| Date | Value |
|---|---|
| August 31, 2022 | 29.65% |
| July 31, 2022 | 29.65% |
| June 30, 2022 | 29.65% |
| May 31, 2022 | 26.61% |
| April 30, 2022 | 26.61% |
| March 31, 2022 | 26.61% |
| February 28, 2022 | 26.61% |
| January 31, 2022 | 26.61% |
| December 31, 2021 | 26.61% |
| November 30, 2021 | 26.61% |
| October 31, 2021 | 26.61% |
| September 30, 2021 | 26.85% |
| August 31, 2021 | 26.85% |
| July 31, 2021 | 26.85% |
| June 30, 2021 | 26.85% |
| May 31, 2021 | 26.85% |
| April 30, 2021 | 26.85% |
| March 31, 2021 | 26.85% |
| February 28, 2021 | 26.85% |
| January 31, 2021 | 26.85% |
| December 31, 2020 | 26.85% |
| November 30, 2020 | 26.85% |
| October 31, 2020 | 26.85% |
| September 30, 2020 | 26.85% |
| August 31, 2020 | 26.85% |
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
26.61%
Minimum
Oct 2021
40.79%
Maximum
May 2024
30.60%
Average
26.85%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| AC Immune SA | 89.55% |
| CRISPR Therapeutics AG | 81.61% |
| Addex Therapeutics Ltd | -- |
| NLS Pharmaceutics Ltd | -- |
| Molecular Partners AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.348 |
| Beta (5Y) | 0.4823 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.10% |
| Historical Sharpe Ratio (5Y) | 0.1015 |
| Historical Sortino (5Y) | 0.1662 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.81% |