Swiss Life Holding (SWSDF)
1066.00
-13.00
(-1.20%)
USD |
OTCM |
Oct 07, 16:00
Swiss Life Max Drawdown (5Y) : 35.67% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 35.67% |
| August 31, 2026 | 35.67% |
| July 31, 2026 | 35.67% |
| June 30, 2026 | 35.67% |
| May 31, 2026 | 35.67% |
| April 30, 2026 | 35.67% |
| March 31, 2026 | 35.67% |
| February 28, 2026 | 35.67% |
| January 31, 2026 | 35.67% |
| December 31, 2025 | 35.67% |
| November 30, 2025 | 35.67% |
| October 31, 2025 | 35.67% |
| September 30, 2025 | 35.67% |
| August 31, 2025 | 35.67% |
| July 31, 2025 | 35.67% |
| June 30, 2025 | 35.67% |
| May 31, 2025 | 35.67% |
| April 30, 2025 | 36.22% |
| March 31, 2025 | 42.45% |
| February 28, 2025 | 50.94% |
| January 31, 2025 | 50.94% |
| December 31, 2024 | 50.94% |
| November 30, 2024 | 50.94% |
| October 31, 2024 | 50.94% |
| September 30, 2024 | 50.94% |
| Date | Value |
|---|---|
| August 31, 2024 | 50.94% |
| July 31, 2024 | 50.94% |
| June 30, 2024 | 50.94% |
| May 31, 2024 | 50.94% |
| April 30, 2024 | 50.94% |
| March 31, 2024 | 50.94% |
| February 29, 2024 | 50.94% |
| January 31, 2024 | 50.94% |
| December 31, 2023 | 50.94% |
| November 30, 2023 | 50.94% |
| October 31, 2023 | 50.94% |
| September 30, 2023 | 50.94% |
| August 31, 2023 | 50.94% |
| July 31, 2023 | 50.94% |
| June 30, 2023 | 50.94% |
| May 31, 2023 | 50.94% |
| April 30, 2023 | 50.94% |
| March 31, 2023 | 50.94% |
| February 28, 2023 | 50.94% |
| January 31, 2023 | 50.94% |
| December 31, 2022 | 50.94% |
| November 30, 2022 | 50.94% |
| October 31, 2022 | 50.94% |
| September 30, 2022 | 50.94% |
| August 31, 2022 | 50.94% |
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 Re AG | 33.09% |
| Bâloise Holding AG | 18.37% |
| Helvetia Baloise Holding Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.68 |
| Beta (5Y) | 0.3295 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.48% |
| Historical Sharpe Ratio (5Y) | 0.8083 |
| Historical Sortino (5Y) | 1.199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.31% |