Hang Seng Bank Ltd (HSNGF)
12.22
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Hang Seng Bank Max Drawdown (5Y): 58.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.62% |
March 31, 2024 | 58.62% |
February 29, 2024 | 58.62% |
January 31, 2024 | 58.62% |
December 31, 2023 | 52.92% |
November 30, 2023 | 52.92% |
October 31, 2023 | 50.69% |
September 30, 2023 | 50.69% |
August 31, 2023 | 48.67% |
July 31, 2023 | 44.99% |
June 30, 2023 | 44.99% |
May 31, 2023 | 44.99% |
April 30, 2023 | 44.99% |
March 31, 2023 | 44.99% |
February 28, 2023 | 44.99% |
January 31, 2023 | 44.99% |
December 31, 2022 | 44.99% |
November 30, 2022 | 44.99% |
October 31, 2022 | 44.99% |
September 30, 2022 | 44.99% |
August 31, 2022 | 44.99% |
July 31, 2022 | 44.99% |
June 30, 2022 | 44.99% |
May 31, 2022 | 44.99% |
April 30, 2022 | 44.99% |
Date | Value |
---|---|
March 31, 2022 | 44.99% |
February 28, 2022 | 44.99% |
January 31, 2022 | 44.99% |
December 31, 2021 | 44.99% |
November 30, 2021 | 44.99% |
October 31, 2021 | 44.99% |
September 30, 2021 | 44.99% |
August 31, 2021 | 44.99% |
July 31, 2021 | 44.99% |
June 30, 2021 | 44.99% |
May 31, 2021 | 44.99% |
April 30, 2021 | 44.99% |
March 31, 2021 | 44.99% |
February 28, 2021 | 44.99% |
January 31, 2021 | 44.99% |
December 31, 2020 | 44.99% |
November 30, 2020 | 44.99% |
October 31, 2020 | 44.99% |
September 30, 2020 | 43.86% |
August 31, 2020 | 41.40% |
July 31, 2020 | 41.40% |
June 30, 2020 | 41.40% |
May 31, 2020 | 41.40% |
April 30, 2020 | 36.94% |
March 31, 2020 | 36.94% |
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
17.71%
Minimum
May 2019
58.62%
Maximum
Jan 2024
41.91%
Average
44.99%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.13 |
Beta (5Y) | 0.2714 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.54% |
Historical Sharpe Ratio (5Y) | -0.5567 |
Historical Sortino (5Y) | -0.7343 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.40% |