CapitaLand India Trust (ACNDF)
0.813
0.00 (0.00%)
USD |
OTCM |
May 24, 16:00
CapitaLand India Trust Max Drawdown (5Y): 43.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.53% |
March 31, 2024 | 43.53% |
February 29, 2024 | 43.53% |
January 31, 2024 | 43.53% |
December 31, 2023 | 43.53% |
November 30, 2023 | 43.53% |
October 31, 2023 | 43.53% |
September 30, 2023 | 43.53% |
August 31, 2023 | 43.53% |
July 31, 2023 | 43.53% |
June 30, 2023 | 43.53% |
May 31, 2023 | 43.53% |
April 30, 2023 | 43.53% |
March 31, 2023 | 43.53% |
February 28, 2023 | 43.53% |
January 31, 2023 | 43.53% |
December 31, 2022 | 43.53% |
November 30, 2022 | 43.53% |
October 31, 2022 | 43.53% |
September 30, 2022 | 43.53% |
August 31, 2022 | 42.31% |
July 31, 2022 | 42.31% |
June 30, 2022 | 42.31% |
May 31, 2022 | 42.31% |
April 30, 2022 | 42.31% |
Date | Value |
---|---|
March 31, 2022 | 42.31% |
February 28, 2022 | 42.31% |
January 31, 2022 | 42.31% |
December 31, 2021 | 42.31% |
November 30, 2021 | 42.31% |
October 31, 2021 | 42.31% |
September 30, 2021 | 42.31% |
August 31, 2021 | 42.31% |
July 31, 2021 | 42.31% |
June 30, 2021 | 42.31% |
May 31, 2021 | 42.31% |
April 30, 2021 | 42.31% |
March 31, 2021 | 42.31% |
February 28, 2021 | 42.31% |
January 31, 2021 | 42.31% |
December 31, 2020 | 42.31% |
November 30, 2020 | 42.31% |
October 31, 2020 | 42.31% |
September 30, 2020 | 42.31% |
August 31, 2020 | 42.31% |
July 31, 2020 | 42.31% |
June 30, 2020 | 42.31% |
May 31, 2020 | 42.31% |
April 30, 2020 | 42.31% |
March 31, 2020 | 41.00% |
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
30.87%
Minimum
May 2019
43.53%
Maximum
Sep 2022
40.79%
Average
42.31%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
City Developments Ltd | 58.28% |
UOL Group Ltd | 42.05% |
Yanlord Land Group Ltd | -- |
CapitaLand Investment Ltd | -- |
Ohmyhome Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.452 |
Beta (5Y) | 0.7355 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.32% |
Historical Sharpe Ratio (5Y) | -0.0085 |
Historical Sortino (5Y) | -0.011 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.51% |