Hang Lung Properties Ltd (HLPPF)
1.02
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Hang Lung Properties Max Drawdown (5Y): 59.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 59.57% |
| March 31, 2024 | 59.37% |
| February 29, 2024 | 58.78% |
| January 31, 2024 | 50.90% |
| December 31, 2023 | 50.90% |
| November 30, 2023 | 50.90% |
| October 31, 2023 | 50.90% |
| September 30, 2023 | 50.90% |
| August 31, 2023 | 50.90% |
| July 31, 2023 | 46.13% |
| June 30, 2023 | 46.13% |
| May 31, 2023 | 46.13% |
| April 30, 2023 | 46.13% |
| March 31, 2023 | 46.13% |
| February 28, 2023 | 46.13% |
| January 31, 2023 | 46.13% |
| December 31, 2022 | 46.13% |
| November 30, 2022 | 46.13% |
| October 31, 2022 | 43.92% |
| September 30, 2022 | 43.92% |
| August 31, 2022 | 43.92% |
| July 31, 2022 | 43.92% |
| June 30, 2022 | 43.92% |
| May 31, 2022 | 43.92% |
| April 30, 2022 | 43.92% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.92% |
| February 28, 2022 | 43.92% |
| January 31, 2022 | 43.92% |
| December 31, 2021 | 43.92% |
| November 30, 2021 | 43.92% |
| October 31, 2021 | 43.92% |
| September 30, 2021 | 43.92% |
| August 31, 2021 | 43.92% |
| July 31, 2021 | 43.92% |
| June 30, 2021 | 43.92% |
| May 31, 2021 | 43.92% |
| April 30, 2021 | 49.70% |
| March 31, 2021 | 49.70% |
| February 28, 2021 | 49.70% |
| January 31, 2021 | 49.70% |
| December 31, 2020 | 54.24% |
| November 30, 2020 | 56.30% |
| October 31, 2020 | 56.30% |
| September 30, 2020 | 56.30% |
| August 31, 2020 | 56.30% |
| July 31, 2020 | 56.30% |
| June 30, 2020 | 56.30% |
| May 31, 2020 | 56.30% |
| April 30, 2020 | 56.30% |
| March 31, 2020 | 56.30% |
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
43.92%
Minimum
May 2021
59.57%
Maximum
Apr 2024
50.19%
Average
49.70%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Sun Hung Kai Properties Ltd | 35.49% |
| Sino Land Co Ltd | 45.89% |
| Kerry Properties Ltd | 62.50% |
| The Wharf (Holdings) Ltd | 85.66% |
| Tian An China Investments Co Ltd | 36.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.79 |
| Beta (5Y) | 0.249 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.80% |
| Historical Sharpe Ratio (5Y) | -0.5431 |
| Historical Sortino (5Y) | -0.8084 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.92% |