Swiss Re AG (SSREY)
42.75
+0.79
(+1.88%)
USD |
OTCM |
Oct 02, 16:00
Swiss Re Max Drawdown (5Y) : 33.09% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 33.09% |
| August 31, 2026 | 33.09% |
| July 31, 2026 | 33.09% |
| June 30, 2026 | 33.09% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 52.86% |
| July 31, 2024 | 52.86% |
| June 30, 2024 | 52.86% |
| May 31, 2024 | 52.86% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Chubb Ltd. | 19.28% |
| Zurich Insurance Group AG | 20.15% |
| Swiss Life Holding AG | 36.10% |
| Bâloise Holding AG | 18.37% |
| Helvetia Baloise Holding Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.31 |
| Beta (5Y) | 0.4651 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.38% |
| Historical Sharpe Ratio (5Y) | 0.6959 |
| Historical Sortino (5Y) | 1.152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.23% |