Swiss Helvetia Fund (SWZ)
7.76
-0.08 (-1.02%)
USD |
NYSE |
Jun 27, 16:00
7.795
+0.04 (+0.45%)
Pre-Market: 20:00
SWZ Max Drawdown (5Y): 31.20% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 31.20% |
| April 30, 2022 | 31.20% |
| March 31, 2022 | 31.20% |
| February 28, 2022 | 31.20% |
| January 31, 2022 | 31.20% |
| December 31, 2021 | 31.20% |
| November 30, 2021 | 31.20% |
| October 31, 2021 | 31.20% |
| September 30, 2021 | 31.20% |
| August 31, 2021 | 31.20% |
| July 31, 2021 | 31.20% |
| June 30, 2021 | 31.20% |
| May 31, 2021 | 31.20% |
| April 30, 2021 | 31.20% |
| March 31, 2021 | 31.20% |
| February 28, 2021 | 31.20% |
| January 31, 2021 | 31.20% |
| December 31, 2020 | 31.20% |
| November 30, 2020 | 31.20% |
| October 31, 2020 | 31.20% |
| September 30, 2020 | 31.20% |
| August 31, 2020 | 31.20% |
| July 31, 2020 | 31.20% |
| June 30, 2020 | 31.20% |
| May 31, 2020 | 31.20% |
| Date | Value |
|---|---|
| April 30, 2020 | 31.20% |
| March 31, 2020 | 31.20% |
| February 29, 2020 | 21.76% |
| January 31, 2020 | 21.76% |
| December 31, 2019 | 21.76% |
| November 30, 2019 | 21.76% |
| October 31, 2019 | 21.76% |
| September 30, 2019 | 21.76% |
| August 31, 2019 | 21.76% |
| July 31, 2019 | 21.76% |
| June 30, 2019 | 21.76% |
| May 31, 2019 | 21.76% |
| April 30, 2019 | 21.76% |
| March 31, 2019 | 21.76% |
| February 28, 2019 | 21.76% |
| January 31, 2019 | 21.76% |
| December 31, 2018 | 21.76% |
| November 30, 2018 | 19.73% |
| October 31, 2018 | 19.73% |
| September 30, 2018 | 19.73% |
| August 31, 2018 | 19.73% |
| July 31, 2018 | 19.73% |
| June 30, 2018 | 19.73% |
| May 31, 2018 | 19.73% |
| April 30, 2018 | 19.73% |
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
19.73%
Minimum
Jun 2017
31.20%
Maximum
Mar 2020
25.40%
Average
21.76%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.355 |
| Beta (5Y) | 0.8495 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.52% |
| Historical Sharpe Ratio (5Y) | 0.3167 |
| Historical Sortino (5Y) | 0.344 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.71% |