Hollysys Automation Technologies Ltd (HOLI)
23.65
+0.13
(+0.55%)
USD |
NASDAQ |
May 02, 16:00
23.67
+0.02
(+0.08%)
Pre-Market: 20:00
Hollysys Automation Technologies Max Drawdown (5Y): 63.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.54% |
March 31, 2024 | 63.54% |
February 29, 2024 | 63.54% |
January 31, 2024 | 63.54% |
December 31, 2023 | 63.54% |
November 30, 2023 | 63.54% |
October 31, 2023 | 63.54% |
September 30, 2023 | 63.54% |
August 31, 2023 | 63.54% |
July 31, 2023 | 63.54% |
June 30, 2023 | 63.54% |
May 31, 2023 | 63.54% |
April 30, 2023 | 63.54% |
March 31, 2023 | 63.54% |
February 28, 2023 | 63.54% |
January 31, 2023 | 63.54% |
December 31, 2022 | 63.54% |
November 30, 2022 | 63.54% |
October 31, 2022 | 63.54% |
September 30, 2022 | 63.54% |
August 31, 2022 | 63.54% |
July 31, 2022 | 63.54% |
June 30, 2022 | 63.54% |
May 31, 2022 | 63.54% |
April 30, 2022 | 63.54% |
Date | Value |
---|---|
March 31, 2022 | 63.54% |
February 28, 2022 | 63.54% |
January 31, 2022 | 63.54% |
December 31, 2021 | 63.54% |
November 30, 2021 | 63.54% |
October 31, 2021 | 63.54% |
September 30, 2021 | 63.54% |
August 31, 2021 | 63.54% |
July 31, 2021 | 63.54% |
June 30, 2021 | 63.54% |
May 31, 2021 | 63.54% |
April 30, 2021 | 63.54% |
March 31, 2021 | 63.54% |
February 28, 2021 | 63.54% |
January 31, 2021 | 63.54% |
December 31, 2020 | 63.54% |
November 30, 2020 | 63.54% |
October 31, 2020 | 63.54% |
September 30, 2020 | 63.54% |
August 31, 2020 | 63.54% |
July 31, 2020 | 63.54% |
June 30, 2020 | 63.54% |
May 31, 2020 | 63.54% |
April 30, 2020 | 63.54% |
March 31, 2020 | 63.54% |
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
43.33%
Minimum
May 2019
63.54%
Maximum
Mar 2020
60.73%
Average
63.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.007 |
Beta (5Y) | 0.5532 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.00% |
Historical Sharpe Ratio (5Y) | 0.0305 |
Historical Sortino (5Y) | 0.052 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.79% |