Hong Kong Exchanges and Clearing Ltd (HKXCY)
31.89
+0.09
(+0.28%)
USD |
OTCM |
May 01, 13:06
Hong Kong Exchanges and Clearing Max Drawdown (5Y): 62.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 62.48% |
| March 31, 2024 | 62.48% |
| February 29, 2024 | 62.48% |
| January 31, 2024 | 62.48% |
| December 31, 2023 | 62.48% |
| November 30, 2023 | 62.48% |
| October 31, 2023 | 62.48% |
| September 30, 2023 | 62.48% |
| August 31, 2023 | 62.48% |
| July 31, 2023 | 62.48% |
| June 30, 2023 | 62.48% |
| May 31, 2023 | 62.48% |
| April 30, 2023 | 62.48% |
| March 31, 2023 | 62.48% |
| February 28, 2023 | 62.48% |
| January 31, 2023 | 62.48% |
| December 31, 2022 | 62.48% |
| November 30, 2022 | 62.48% |
| October 31, 2022 | 62.48% |
| September 30, 2022 | 51.34% |
| August 31, 2022 | 44.26% |
| July 31, 2022 | 43.59% |
| June 30, 2022 | 43.59% |
| May 31, 2022 | 43.59% |
| April 30, 2022 | 43.59% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.97% |
| February 28, 2022 | 35.44% |
| January 31, 2022 | 35.81% |
| December 31, 2021 | 35.81% |
| November 30, 2021 | 37.30% |
| October 31, 2021 | 38.09% |
| September 30, 2021 | 39.49% |
| August 31, 2021 | 39.49% |
| July 31, 2021 | 39.49% |
| June 30, 2021 | 39.49% |
| May 31, 2021 | 39.49% |
| April 30, 2021 | 39.49% |
| March 31, 2021 | 39.98% |
| February 28, 2021 | 40.99% |
| January 31, 2021 | 40.99% |
| December 31, 2020 | 43.87% |
| November 30, 2020 | 47.46% |
| October 31, 2020 | 47.46% |
| September 30, 2020 | 47.46% |
| August 31, 2020 | 47.46% |
| July 31, 2020 | 47.46% |
| June 30, 2020 | 47.46% |
| May 31, 2020 | 47.46% |
| April 30, 2020 | 47.46% |
| March 31, 2020 | 47.46% |
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
35.44%
Minimum
Feb 2022
62.48%
Maximum
Oct 2022
49.77%
Average
47.46%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.175 |
| Beta (5Y) | 0.5175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.35% |
| Historical Sharpe Ratio (5Y) | -0.0422 |
| Historical Sortino (5Y) | -0.0792 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.80% |