Henderson Land Development Co Ltd (HLDCY)
3.137
-0.04
(-1.34%)
USD |
OTCM |
May 08, 16:09
Henderson Land Development Max Drawdown (5Y): 46.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.98% |
March 31, 2024 | 46.98% |
February 29, 2024 | 46.98% |
January 31, 2024 | 46.98% |
December 31, 2023 | 46.98% |
November 30, 2023 | 46.98% |
October 31, 2023 | 46.98% |
September 30, 2023 | 46.98% |
August 31, 2023 | 46.98% |
July 31, 2023 | 46.98% |
June 30, 2023 | 46.98% |
May 31, 2023 | 46.98% |
April 30, 2023 | 46.98% |
March 31, 2023 | 46.98% |
February 28, 2023 | 46.98% |
January 31, 2023 | 46.98% |
December 31, 2022 | 46.98% |
November 30, 2022 | 46.98% |
October 31, 2022 | 46.98% |
September 30, 2022 | 42.54% |
August 31, 2022 | 37.11% |
July 31, 2022 | 37.11% |
June 30, 2022 | 37.11% |
May 31, 2022 | 37.11% |
April 30, 2022 | 37.11% |
Date | Value |
---|---|
March 31, 2022 | 37.11% |
February 28, 2022 | 37.11% |
January 31, 2022 | 37.11% |
December 31, 2021 | 37.11% |
November 30, 2021 | 37.11% |
October 31, 2021 | 37.11% |
September 30, 2021 | 37.11% |
August 31, 2021 | 37.11% |
July 31, 2021 | 37.11% |
June 30, 2021 | 37.11% |
May 31, 2021 | 37.11% |
April 30, 2021 | 37.11% |
March 31, 2021 | 37.11% |
February 28, 2021 | 37.11% |
January 31, 2021 | 37.11% |
December 31, 2020 | 37.11% |
November 30, 2020 | 37.11% |
October 31, 2020 | 37.11% |
September 30, 2020 | 37.11% |
August 31, 2020 | 37.11% |
July 31, 2020 | 37.11% |
June 30, 2020 | 37.11% |
May 31, 2020 | 37.11% |
April 30, 2020 | 37.11% |
March 31, 2020 | 37.11% |
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
34.82%
Minimum
May 2019
46.98%
Maximum
Oct 2022
39.94%
Average
37.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 35.49% |
Sino Land Co Ltd | 45.89% |
The Wharf (Holdings) Ltd | 85.66% |
Tian An China Investments Co Ltd | 36.84% |
Kerry Properties Ltd | 51.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.43 |
Beta (5Y) | 0.652 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.40% |
Historical Sharpe Ratio (5Y) | -0.3216 |
Historical Sortino (5Y) | -0.5322 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.50% |