Hyundai Motor Co (HYMTF)
56.00
-1.62
(-2.81%)
USD |
OTCM |
May 03, 16:00
Hyundai Motor Max Drawdown (5Y): 66.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.29% |
March 31, 2024 | 66.29% |
February 29, 2024 | 66.29% |
January 31, 2024 | 66.29% |
December 31, 2023 | 66.29% |
November 30, 2023 | 66.29% |
October 31, 2023 | 66.29% |
September 30, 2023 | 66.29% |
August 31, 2023 | 66.29% |
July 31, 2023 | 66.29% |
June 30, 2023 | 66.29% |
May 31, 2023 | 66.29% |
April 30, 2023 | 66.29% |
March 31, 2023 | 66.29% |
February 28, 2023 | 66.29% |
January 31, 2023 | 66.29% |
December 31, 2022 | 66.29% |
November 30, 2022 | 66.29% |
October 31, 2022 | 66.29% |
September 30, 2022 | 66.29% |
August 31, 2022 | 66.29% |
July 31, 2022 | 66.29% |
June 30, 2022 | 66.29% |
May 31, 2022 | 66.29% |
April 30, 2022 | 66.29% |
Date | Value |
---|---|
March 31, 2022 | 66.29% |
February 28, 2022 | 66.29% |
January 31, 2022 | 66.29% |
December 31, 2021 | 66.29% |
November 30, 2021 | 66.29% |
October 31, 2021 | 66.29% |
September 30, 2021 | 66.29% |
August 31, 2021 | 66.29% |
July 31, 2021 | 66.29% |
June 30, 2021 | 66.29% |
May 31, 2021 | 66.29% |
April 30, 2021 | 66.29% |
March 31, 2021 | 66.29% |
February 28, 2021 | 66.29% |
January 31, 2021 | 66.29% |
December 31, 2020 | 66.29% |
November 30, 2020 | 66.29% |
October 31, 2020 | 66.29% |
September 30, 2020 | 66.29% |
August 31, 2020 | 66.29% |
July 31, 2020 | 66.29% |
June 30, 2020 | 66.29% |
May 31, 2020 | 66.29% |
April 30, 2020 | 66.29% |
March 31, 2020 | 66.29% |
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
62.50%
Minimum
May 2019
66.29%
Maximum
Mar 2020
65.66%
Average
66.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Tesla Inc | 73.63% |
General Motors Co | 59.94% |
Kia Corp | 24.15% |
Toyota Motor Corp | 36.79% |
Stellantis NV | 70.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7233 |
Beta (5Y) | 1.264 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.51% |
Historical Sharpe Ratio (5Y) | 0.2936 |
Historical Sortino (5Y) | 0.5446 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.89% |