Hang Seng Bank Ltd (HSNGY)
13.52
-0.08
(-0.57%)
USD |
OTCM |
May 06, 11:41
Hang Seng Bank Max Drawdown (5Y): 54.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.24% |
| March 31, 2024 | 54.24% |
| February 29, 2024 | 54.24% |
| January 31, 2024 | 54.24% |
| December 31, 2023 | 51.87% |
| November 30, 2023 | 50.67% |
| October 31, 2023 | 49.46% |
| September 30, 2023 | 47.07% |
| August 31, 2023 | 45.44% |
| July 31, 2023 | 43.44% |
| June 30, 2023 | 43.44% |
| May 31, 2023 | 43.44% |
| April 30, 2023 | 43.44% |
| March 31, 2023 | 43.44% |
| February 28, 2023 | 43.44% |
| January 31, 2023 | 43.44% |
| December 31, 2022 | 43.44% |
| November 30, 2022 | 43.44% |
| October 31, 2022 | 43.44% |
| September 30, 2022 | 43.44% |
| August 31, 2022 | 43.44% |
| July 31, 2022 | 43.44% |
| June 30, 2022 | 43.44% |
| May 31, 2022 | 43.44% |
| April 30, 2022 | 43.44% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.44% |
| February 28, 2022 | 43.44% |
| January 31, 2022 | 43.44% |
| December 31, 2021 | 43.44% |
| November 30, 2021 | 43.44% |
| October 31, 2021 | 43.44% |
| September 30, 2021 | 43.44% |
| August 31, 2021 | 43.44% |
| July 31, 2021 | 43.44% |
| June 30, 2021 | 43.44% |
| May 31, 2021 | 43.44% |
| April 30, 2021 | 43.44% |
| March 31, 2021 | 43.44% |
| February 28, 2021 | 43.44% |
| January 31, 2021 | 43.44% |
| December 31, 2020 | 43.44% |
| November 30, 2020 | 43.44% |
| October 31, 2020 | 43.44% |
| September 30, 2020 | 43.44% |
| August 31, 2020 | 41.02% |
| July 31, 2020 | 39.61% |
| June 30, 2020 | 39.61% |
| May 31, 2020 | 39.61% |
| April 30, 2020 | 36.83% |
| March 31, 2020 | 36.60% |
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
23.38%
Minimum
May 2019
54.24%
Maximum
Jan 2024
40.91%
Average
43.44%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.10 |
| Beta (5Y) | 0.2792 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.34% |
| Historical Sharpe Ratio (5Y) | -0.4921 |
| Historical Sortino (5Y) | -0.7889 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.54% |