Swiss Prime Site AG (SWPRF)
99.50
0.00 (0.00%)
USD |
OTCM |
May 20, 16:00
Swiss Prime Site Max Drawdown (5Y): 36.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.69% |
| March 31, 2024 | 36.69% |
| February 29, 2024 | 36.69% |
| January 31, 2024 | 36.69% |
| December 31, 2023 | 36.69% |
| November 30, 2023 | 36.69% |
| October 31, 2023 | 36.69% |
| September 30, 2023 | 36.69% |
| August 31, 2023 | 36.69% |
| July 31, 2023 | 36.69% |
| June 30, 2023 | 36.69% |
| May 31, 2023 | 36.69% |
| April 30, 2023 | 36.69% |
| March 31, 2023 | 36.69% |
| February 28, 2023 | 36.69% |
| January 31, 2023 | 36.69% |
| December 31, 2022 | 36.69% |
| November 30, 2022 | 36.69% |
| October 31, 2022 | 36.69% |
| September 30, 2022 | 29.45% |
| August 31, 2022 | 29.45% |
| July 31, 2022 | 29.45% |
| June 30, 2022 | 29.45% |
| May 31, 2022 | 29.45% |
| April 30, 2022 | 29.45% |
| Date | Value |
|---|---|
| March 31, 2022 | 29.45% |
| February 28, 2022 | 29.45% |
| January 31, 2022 | 29.45% |
| December 31, 2021 | 29.45% |
| November 30, 2021 | 29.45% |
| October 31, 2021 | 29.45% |
| September 30, 2021 | 29.45% |
| August 31, 2021 | 29.45% |
| July 31, 2021 | 29.45% |
| June 30, 2021 | 29.45% |
| May 31, 2021 | 29.45% |
| April 30, 2021 | 29.45% |
| March 31, 2021 | 29.45% |
| February 28, 2021 | 29.45% |
| January 31, 2021 | 29.45% |
| December 31, 2020 | 29.45% |
| November 30, 2020 | 29.45% |
| October 31, 2020 | 29.45% |
| September 30, 2020 | 29.45% |
| August 31, 2020 | 29.15% |
| July 31, 2020 | 29.15% |
| June 30, 2020 | 28.54% |
| May 31, 2020 | 28.54% |
| April 30, 2020 | 28.54% |
| March 31, 2020 | 22.05% |
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
16.96%
Minimum
Dec 2019
75.59%
Maximum
May 2019
36.32%
Average
29.45%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| PSP Swiss Property AG | 31.74% |
| Allreal Holding Ltd | 4.77% |
| IWG PLC | 78.24% |
| Trinity Place Holdings Inc | 98.11% |
| Belpointe PREP LLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.142 |
| Beta (5Y) | -0.1116 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.08% |
| Historical Sharpe Ratio (5Y) | 0.244 |
| Historical Sortino (5Y) | 0.2601 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.31% |