Swisscom AG (SWZCF)
538.00
+8.85
(+1.67%)
USD |
OTCM |
May 24, 16:00
Swisscom Max Drawdown (5Y): 25.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 25.82% |
| March 31, 2024 | 25.82% |
| February 29, 2024 | 25.82% |
| January 31, 2024 | 25.82% |
| December 31, 2023 | 25.82% |
| November 30, 2023 | 25.82% |
| October 31, 2023 | 25.82% |
| September 30, 2023 | 25.82% |
| August 31, 2023 | 25.82% |
| July 31, 2023 | 25.82% |
| June 30, 2023 | 25.82% |
| May 31, 2023 | 25.82% |
| April 30, 2023 | 25.82% |
| March 31, 2023 | 25.82% |
| February 28, 2023 | 25.82% |
| January 31, 2023 | 25.82% |
| December 31, 2022 | 25.82% |
| November 30, 2022 | 25.82% |
| October 31, 2022 | 25.82% |
| September 30, 2022 | 20.77% |
| August 31, 2022 | 18.03% |
| July 31, 2022 | 18.03% |
| June 30, 2022 | 18.03% |
| May 31, 2022 | 18.03% |
| April 30, 2022 | 18.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 18.03% |
| February 28, 2022 | 19.48% |
| January 31, 2022 | 21.33% |
| December 31, 2021 | 23.27% |
| November 30, 2021 | 24.41% |
| October 31, 2021 | 24.41% |
| September 30, 2021 | 25.24% |
| August 31, 2021 | 25.43% |
| July 31, 2021 | 25.43% |
| June 30, 2021 | 25.43% |
| May 31, 2021 | 25.43% |
| April 30, 2021 | 25.43% |
| March 31, 2021 | 25.43% |
| February 28, 2021 | 25.43% |
| January 31, 2021 | 25.43% |
| December 31, 2020 | 25.43% |
| November 30, 2020 | 25.43% |
| October 31, 2020 | 25.43% |
| September 30, 2020 | 25.43% |
| August 31, 2020 | 25.43% |
| July 31, 2020 | 25.43% |
| June 30, 2020 | 25.43% |
| May 31, 2020 | 25.43% |
| April 30, 2020 | 25.43% |
| March 31, 2020 | 25.43% |
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
18.03%
Minimum
Mar 2022
25.82%
Maximum
Oct 2022
24.50%
Average
25.43%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Vodafone Group PLC | 61.13% |
| Elisa Oyj | 29.08% |
| Inuvo Inc | 95.07% |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.016 |
| Beta (5Y) | 0.223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.04% |
| Historical Sharpe Ratio (5Y) | 0.3228 |
| Historical Sortino (5Y) | 0.5203 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.93% |