iClick Interactive Asia Group Ltd (ICLK)
1.18
-0.06
(-4.84%)
USD |
NASDAQ |
Apr 29, 16:00
1.48
+0.30
(+25.42%)
After-Hours: 06:16
iClick Interactive Asia Group Max Drawdown (5Y): 99.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.24% |
| February 29, 2024 | 99.24% |
| January 31, 2024 | 99.24% |
| December 31, 2023 | 99.24% |
| November 30, 2023 | 99.24% |
| October 31, 2023 | 99.24% |
| September 30, 2023 | 99.24% |
| August 31, 2023 | 99.24% |
| July 31, 2023 | 99.24% |
| June 30, 2023 | 99.24% |
| May 31, 2023 | 98.84% |
| April 30, 2023 | 98.84% |
| March 31, 2023 | 98.84% |
| February 28, 2023 | 98.84% |
| January 31, 2023 | 98.84% |
| December 31, 2022 | 98.84% |
| November 30, 2022 | 98.84% |
| October 31, 2022 | 98.76% |
| September 30, 2022 | 98.33% |
| August 31, 2022 | 97.75% |
| July 31, 2022 | 97.21% |
| June 30, 2022 | 96.93% |
| May 31, 2022 | 96.93% |
| April 30, 2022 | 95.64% |
| March 31, 2022 | 93.88% |
| Date | Value |
|---|---|
| February 28, 2022 | 86.78% |
| January 31, 2022 | 83.11% |
| December 31, 2021 | 77.27% |
| November 30, 2021 | 77.27% |
| October 31, 2021 | 77.27% |
| September 30, 2021 | 77.27% |
| August 31, 2021 | 77.27% |
| July 31, 2021 | 71.73% |
| June 30, 2021 | 71.73% |
| May 31, 2021 | 71.73% |
| April 30, 2021 | 71.73% |
| March 31, 2021 | 71.73% |
| February 28, 2021 | 71.73% |
| January 31, 2021 | 71.73% |
| December 31, 2020 | 71.73% |
| November 30, 2020 | 71.73% |
| October 31, 2020 | 71.73% |
| September 30, 2020 | 71.73% |
| August 31, 2020 | 71.73% |
| July 31, 2020 | 71.73% |
| June 30, 2020 | 71.73% |
| May 31, 2020 | 71.73% |
| April 30, 2020 | 71.73% |
| March 31, 2020 | 71.73% |
| February 29, 2020 | 71.73% |
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
71.73%
Minimum
Apr 2019
99.24%
Maximum
Jun 2023
83.74%
Average
77.27%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.52 |
| Beta (5Y) | 0.3026 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.11% |
| Historical Sharpe Ratio (5Y) | -0.391 |
| Historical Sortino (5Y) | -0.7955 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.15% |