Swiss Re AG (SSREY)
37.43
+0.45
(+1.22%)
USD |
OTCM |
Jun 10, 16:00
Swiss Re Max Drawdown (5Y) : 33.09% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 33.09% |
| April 30, 2026 | 33.09% |
| March 31, 2026 | 33.09% |
| February 28, 2026 | 33.09% |
| January 31, 2026 | 33.09% |
| December 31, 2025 | 33.09% |
| November 30, 2025 | 33.09% |
| October 31, 2025 | 33.09% |
| September 30, 2025 | 36.59% |
| August 31, 2025 | 36.59% |
| July 31, 2025 | 36.59% |
| June 30, 2025 | 36.59% |
| May 31, 2025 | 37.11% |
| April 30, 2025 | 43.87% |
| March 31, 2025 | 43.87% |
| February 28, 2025 | 52.86% |
| January 31, 2025 | 52.86% |
| December 31, 2024 | 52.86% |
| November 30, 2024 | 52.86% |
| October 31, 2024 | 52.86% |
| September 30, 2024 | 52.86% |
| August 31, 2024 | 52.86% |
| July 31, 2024 | 52.86% |
| June 30, 2024 | 52.86% |
| May 31, 2024 | 52.86% |
| Date | Value |
|---|---|
| April 30, 2024 | 52.86% |
| March 31, 2024 | 52.86% |
| February 29, 2024 | 52.86% |
| January 31, 2024 | 52.86% |
| December 31, 2023 | 52.86% |
| November 30, 2023 | 52.86% |
| October 31, 2023 | 52.86% |
| September 30, 2023 | 52.86% |
| August 31, 2023 | 52.86% |
| July 31, 2023 | 52.86% |
| June 30, 2023 | 52.86% |
| May 31, 2023 | 52.86% |
| April 30, 2023 | 52.86% |
| March 31, 2023 | 52.86% |
| February 28, 2023 | 52.86% |
| January 31, 2023 | 52.86% |
| December 31, 2022 | 52.86% |
| November 30, 2022 | 52.86% |
| October 31, 2022 | 52.86% |
| September 30, 2022 | 52.86% |
| August 31, 2022 | 52.86% |
| July 31, 2022 | 52.86% |
| June 30, 2022 | 52.86% |
| May 31, 2022 | 52.86% |
| April 30, 2022 | 52.86% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Chubb Ltd. | 19.28% |
| Zurich Insurance Group AG | 20.15% |
| Arch Capital Group Ltd. | 23.58% |
| Greenlight Capital Re Ltd. | 71.77% |
| Münchener Rückversicherungs-Gesellschaft AG | 29.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.631 |
| Beta (5Y) | 0.4885 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.43% |
| Historical Sharpe Ratio (5Y) | 0.4838 |
| Historical Sortino (5Y) | 0.8209 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.28% |