Sinotruk (Hong Kong) Ltd (SHKLY)
124.95
-1.30
(-1.03%)
USD |
OTCM |
May 03, 14:24
Sinotruk Max Drawdown (5Y): 68.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.92% |
| March 31, 2024 | 68.92% |
| February 29, 2024 | 68.92% |
| January 31, 2024 | 68.92% |
| December 31, 2023 | 68.92% |
| November 30, 2023 | 68.92% |
| October 31, 2023 | 68.92% |
| September 30, 2023 | 68.92% |
| August 31, 2023 | 68.92% |
| July 31, 2023 | 68.92% |
| June 30, 2023 | 68.92% |
| May 31, 2023 | 68.92% |
| April 30, 2023 | 68.92% |
| March 31, 2023 | 68.92% |
| February 28, 2023 | 68.92% |
| January 31, 2023 | 68.92% |
| December 31, 2022 | 68.92% |
| November 30, 2022 | 68.92% |
| October 31, 2022 | 68.92% |
| September 30, 2022 | 66.63% |
| August 31, 2022 | 59.39% |
| July 31, 2022 | 59.39% |
| June 30, 2022 | 59.39% |
| May 31, 2022 | 59.39% |
| April 30, 2022 | 56.42% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.67% |
| February 28, 2022 | 53.67% |
| January 31, 2022 | 53.67% |
| December 31, 2021 | 53.67% |
| November 30, 2021 | 53.67% |
| October 31, 2021 | 49.01% |
| September 30, 2021 | 43.21% |
| August 31, 2021 | 43.21% |
| July 31, 2021 | 43.21% |
| June 30, 2021 | 34.77% |
| May 31, 2021 | 34.77% |
| April 30, 2021 | 34.77% |
| March 31, 2021 | 42.78% |
| February 28, 2021 | 42.78% |
| January 31, 2021 | 42.78% |
| December 31, 2020 | 57.01% |
| November 30, 2020 | 58.08% |
| October 31, 2020 | 58.08% |
| September 30, 2020 | 58.08% |
| August 31, 2020 | 58.08% |
| July 31, 2020 | 58.08% |
| June 30, 2020 | 58.08% |
| May 31, 2020 | 58.08% |
| April 30, 2020 | 58.08% |
| March 31, 2020 | 58.08% |
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
34.77%
Minimum
Apr 2021
68.92%
Maximum
Oct 2022
58.50%
Average
58.08%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.281 |
| Beta (5Y) | 0.6247 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.33% |
| Historical Sharpe Ratio (5Y) | 0.1837 |
| Historical Sortino (5Y) | 0.2928 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.98% |