Swisscom AG (SCMWY)
58.10
-0.02
(-0.03%)
USD |
OTCM |
Nov 14, 10:04
Swisscom Max Drawdown (5Y): 26.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 26.82% |
| September 30, 2024 | 26.82% |
| August 31, 2024 | 26.82% |
| July 31, 2024 | 26.82% |
| June 30, 2024 | 26.82% |
| May 31, 2024 | 26.82% |
| April 30, 2024 | 26.82% |
| March 31, 2024 | 26.82% |
| February 29, 2024 | 26.82% |
| January 31, 2024 | 26.82% |
| December 31, 2023 | 26.82% |
| November 30, 2023 | 26.82% |
| October 31, 2023 | 26.82% |
| September 30, 2023 | 26.82% |
| August 31, 2023 | 26.82% |
| July 31, 2023 | 26.82% |
| June 30, 2023 | 26.82% |
| May 31, 2023 | 26.82% |
| April 30, 2023 | 26.82% |
| March 31, 2023 | 26.82% |
| February 28, 2023 | 26.82% |
| January 31, 2023 | 26.82% |
| December 31, 2022 | 26.82% |
| November 30, 2022 | 26.82% |
| October 31, 2022 | 26.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 23.32% |
| August 31, 2022 | 18.54% |
| July 31, 2022 | 18.54% |
| June 30, 2022 | 18.54% |
| May 31, 2022 | 18.54% |
| April 30, 2022 | 18.54% |
| March 31, 2022 | 18.54% |
| February 28, 2022 | 20.62% |
| January 31, 2022 | 21.91% |
| December 31, 2021 | 24.94% |
| November 30, 2021 | 25.29% |
| October 31, 2021 | 25.29% |
| September 30, 2021 | 26.63% |
| August 31, 2021 | 27.23% |
| July 31, 2021 | 27.23% |
| June 30, 2021 | 27.23% |
| May 31, 2021 | 27.23% |
| April 30, 2021 | 27.23% |
| March 31, 2021 | 27.23% |
| February 28, 2021 | 27.23% |
| January 31, 2021 | 27.23% |
| December 31, 2020 | 27.23% |
| November 30, 2020 | 27.23% |
| October 31, 2020 | 27.23% |
| September 30, 2020 | 27.23% |
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
18.54%
Minimum
Mar 2022
27.23%
Maximum
Nov 2019
25.81%
Average
26.82%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Mega Matrix Inc | 95.39% |
| Kartoon Studios Inc | 99.07% |
| The Arena Group Holdings Inc | 97.16% |
| Globalstar Inc | 90.63% |
| Zedge Inc | 91.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.824 |
| Beta (5Y) | 0.2953 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.86% |
| Historical Sharpe Ratio (5Y) | 0.3343 |
| Historical Sortino (5Y) | 0.5597 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.35% |