Roche Holding AG (RHHVF)
256.16
+3.76
(+1.49%)
USD |
OTCM |
Mar 28, 16:00
Roche Max Drawdown (5Y): 38.35% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 26.85% |
June 30, 2020 | 26.85% |
May 31, 2020 | 26.85% |
April 30, 2020 | 26.85% |
March 31, 2020 | 26.85% |
February 29, 2020 | 26.85% |
January 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
38.35%
Maximum
Feb 2024
28.97%
Average
26.85%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
AC Immune SA | 89.55% |
CRISPR Therapeutics AG | 81.61% |
Addex Therapeutics Ltd | -- |
NLS Pharmaceutics Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.234 |
Beta (5Y) | 0.4298 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.51% |
Historical Sharpe Ratio (5Y) | 0.0292 |
Historical Sortino (5Y) | 0.0443 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.81% |