Swiss Helvetia Fund Inc (SWZ)
7.87
-0.04
(-0.51%)
USD |
NYSE |
Nov 15, 16:00
7.87
0.00 (0.00%)
After-Hours: 20:00
SWZ Max Drawdown (5Y): 31.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.20% |
| September 30, 2024 | 31.20% |
| August 31, 2024 | 31.20% |
| July 31, 2024 | 31.20% |
| June 30, 2024 | 31.20% |
| May 31, 2024 | 31.20% |
| April 30, 2024 | 31.20% |
| March 31, 2024 | 31.20% |
| February 29, 2024 | 31.20% |
| January 31, 2024 | 31.20% |
| December 31, 2023 | 31.20% |
| November 30, 2023 | 31.20% |
| October 31, 2023 | 31.20% |
| September 30, 2023 | 31.20% |
| August 31, 2023 | 31.20% |
| July 31, 2023 | 31.20% |
| June 30, 2023 | 31.20% |
| May 31, 2023 | 31.20% |
| April 30, 2023 | 31.20% |
| March 31, 2023 | 31.20% |
| February 28, 2023 | 31.20% |
| January 31, 2023 | 31.20% |
| December 31, 2022 | 31.20% |
| November 30, 2022 | 31.20% |
| October 31, 2022 | 31.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 31.20% |
| August 31, 2022 | 31.20% |
| July 31, 2022 | 31.20% |
| June 30, 2022 | 31.20% |
| 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% |
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
21.76%
Minimum
Nov 2019
31.20%
Maximum
Mar 2020
30.57%
Average
31.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Switzerland ETF | 28.96% |
| Franklin FTSE Switzerland ETF | 28.16% |
| Mexico Fund Inc | 58.72% |
| iShares MSCI Sweden ETF | 42.26% |
| iShares MSCI Thailand ETF | 49.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7587 |
| Beta (5Y) | 0.9522 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3818 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8474 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.50% |
| Historical Sharpe Ratio (5Y) | 0.2058 |
| Historical Sortino (5Y) | 0.2614 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.19% |