Hong Kong Exchanges and Clearing Ltd (HKXCF)
34.30
+0.61
(+1.81%)
USD |
OTCM |
May 03, 16:00
Hong Kong Exchanges and Clearing Max Drawdown (5Y): 62.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.54% |
March 31, 2024 | 62.54% |
February 29, 2024 | 62.54% |
January 31, 2024 | 62.54% |
December 31, 2023 | 62.54% |
November 30, 2023 | 62.54% |
October 31, 2023 | 62.54% |
September 30, 2023 | 62.54% |
August 31, 2023 | 62.54% |
July 31, 2023 | 62.54% |
June 30, 2023 | 62.54% |
May 31, 2023 | 62.54% |
April 30, 2023 | 62.54% |
March 31, 2023 | 62.54% |
February 28, 2023 | 62.54% |
January 31, 2023 | 62.54% |
December 31, 2022 | 62.54% |
November 30, 2022 | 62.54% |
October 31, 2022 | 62.54% |
September 30, 2022 | 51.71% |
August 31, 2022 | 43.89% |
July 31, 2022 | 42.86% |
June 30, 2022 | 42.86% |
May 31, 2022 | 42.86% |
April 30, 2022 | 42.74% |
Date | Value |
---|---|
March 31, 2022 | 41.28% |
February 28, 2022 | 37.64% |
January 31, 2022 | 37.72% |
December 31, 2021 | 39.59% |
November 30, 2021 | 39.59% |
October 31, 2021 | 41.78% |
September 30, 2021 | 41.78% |
August 31, 2021 | 41.78% |
July 31, 2021 | 41.78% |
June 30, 2021 | 41.78% |
May 31, 2021 | 41.78% |
April 30, 2021 | 41.78% |
March 31, 2021 | 41.78% |
February 28, 2021 | 41.78% |
January 31, 2021 | 41.78% |
December 31, 2020 | 43.78% |
November 30, 2020 | 45.18% |
October 31, 2020 | 46.08% |
September 30, 2020 | 46.08% |
August 31, 2020 | 46.08% |
July 31, 2020 | 46.08% |
June 30, 2020 | 46.08% |
May 31, 2020 | 46.08% |
April 30, 2020 | 46.08% |
March 31, 2020 | 46.08% |
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
37.64%
Minimum
Feb 2022
62.54%
Maximum
Oct 2022
49.79%
Average
46.08%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.352 |
Beta (5Y) | 0.6128 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.57% |
Historical Sharpe Ratio (5Y) | -0.0441 |
Historical Sortino (5Y) | -0.0819 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |