City Developments Ltd (CDEVY)
4.47
-0.02
(-0.45%)
USD |
OTCM |
May 07, 15:59
City Developments Max Drawdown (5Y): 58.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.28% |
March 31, 2024 | 58.28% |
February 29, 2024 | 58.28% |
January 31, 2024 | 58.28% |
December 31, 2023 | 58.28% |
November 30, 2023 | 58.28% |
October 31, 2023 | 58.28% |
September 30, 2023 | 58.28% |
August 31, 2023 | 58.28% |
July 31, 2023 | 58.28% |
June 30, 2023 | 58.28% |
May 31, 2023 | 58.28% |
April 30, 2023 | 58.28% |
March 31, 2023 | 58.28% |
February 28, 2023 | 58.28% |
January 31, 2023 | 58.28% |
December 31, 2022 | 58.28% |
November 30, 2022 | 58.28% |
October 31, 2022 | 58.28% |
September 30, 2022 | 58.28% |
August 31, 2022 | 58.28% |
July 31, 2022 | 58.28% |
June 30, 2022 | 58.28% |
May 31, 2022 | 58.28% |
April 30, 2022 | 58.28% |
Date | Value |
---|---|
March 31, 2022 | 58.28% |
February 28, 2022 | 58.28% |
January 31, 2022 | 58.28% |
December 31, 2021 | 58.28% |
November 30, 2021 | 58.28% |
October 31, 2021 | 58.28% |
September 30, 2021 | 58.28% |
August 31, 2021 | 58.28% |
July 31, 2021 | 58.28% |
June 30, 2021 | 58.28% |
May 31, 2021 | 58.28% |
April 30, 2021 | 58.28% |
March 31, 2021 | 58.28% |
February 28, 2021 | 58.28% |
January 31, 2021 | 58.28% |
December 31, 2020 | 58.28% |
November 30, 2020 | 58.28% |
October 31, 2020 | 58.28% |
September 30, 2020 | 58.28% |
August 31, 2020 | 58.28% |
July 31, 2020 | 58.28% |
June 30, 2020 | 58.28% |
May 31, 2020 | 58.28% |
April 30, 2020 | 58.28% |
March 31, 2020 | 58.28% |
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
54.62%
Minimum
May 2019
58.28%
Maximum
Mar 2020
57.67%
Average
58.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
UOL Group Ltd | 42.05% |
CapitaLand India Trust | 43.53% |
Yanlord Land Group Ltd | -- |
CapitaLand Investment Ltd | -- |
Ohmyhome Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.65 |
Beta (5Y) | 0.7912 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.88% |
Historical Sharpe Ratio (5Y) | -0.2367 |
Historical Sortino (5Y) | -0.322 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.78% |