Swiss Re AG (SSREY)
27.55
+0.30
(+1.10%)
USD |
OTCM |
May 03, 13:42
Swiss Re Max Drawdown (5Y): 52.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
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% |
Date | Value |
---|---|
March 31, 2022 | 52.86% |
February 28, 2022 | 52.86% |
January 31, 2022 | 52.86% |
December 31, 2021 | 52.86% |
November 30, 2021 | 52.86% |
October 31, 2021 | 52.86% |
September 30, 2021 | 52.86% |
August 31, 2021 | 52.86% |
July 31, 2021 | 52.86% |
June 30, 2021 | 52.86% |
May 31, 2021 | 52.86% |
April 30, 2021 | 52.86% |
March 31, 2021 | 52.86% |
February 28, 2021 | 52.86% |
January 31, 2021 | 52.86% |
December 31, 2020 | 52.86% |
November 30, 2020 | 52.86% |
October 31, 2020 | 52.86% |
September 30, 2020 | 52.86% |
August 31, 2020 | 52.86% |
July 31, 2020 | 52.86% |
June 30, 2020 | 52.86% |
May 31, 2020 | 52.86% |
April 30, 2020 | 52.86% |
March 31, 2020 | 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
15.56%
Minimum
Aug 2019
52.86%
Maximum
Mar 2020
46.78%
Average
52.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Chubb Ltd | 42.59% |
UBS Group AG | 59.80% |
GAM Holding AG | 96.90% |
Zurich Insurance Group AG | 39.17% |
Julius Baer Gruppe AG | 61.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.765 |
Beta (5Y) | 0.8397 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.44% |
Historical Sharpe Ratio (5Y) | 0.2415 |
Historical Sortino (5Y) | 0.2856 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.26% |