Truly International Holdings Ltd (TRUHF)
0.08
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Truly International Holdings Max Drawdown (5Y): 83.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.20% |
| March 31, 2024 | 83.20% |
| February 29, 2024 | 81.88% |
| January 31, 2024 | 81.10% |
| December 31, 2023 | 80.80% |
| November 30, 2023 | 81.84% |
| October 31, 2023 | 82.82% |
| September 30, 2023 | 82.82% |
| August 31, 2023 | 82.82% |
| July 31, 2023 | 82.82% |
| June 30, 2023 | 82.82% |
| May 31, 2023 | 82.82% |
| April 30, 2023 | 82.82% |
| March 31, 2023 | 82.82% |
| February 28, 2023 | 82.82% |
| January 31, 2023 | 82.82% |
| December 31, 2022 | 82.82% |
| November 30, 2022 | 82.82% |
| October 31, 2022 | 82.82% |
| September 30, 2022 | 82.82% |
| August 31, 2022 | 82.82% |
| July 31, 2022 | 82.82% |
| June 30, 2022 | 82.82% |
| May 31, 2022 | 82.82% |
| April 30, 2022 | 82.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.82% |
| February 28, 2022 | 82.82% |
| January 31, 2022 | 82.82% |
| December 31, 2021 | 82.82% |
| November 30, 2021 | 82.82% |
| October 31, 2021 | 82.82% |
| September 30, 2021 | 82.82% |
| August 31, 2021 | 82.82% |
| July 31, 2021 | 82.82% |
| June 30, 2021 | 82.82% |
| May 31, 2021 | 82.82% |
| April 30, 2021 | 82.82% |
| March 31, 2021 | 82.82% |
| February 28, 2021 | 82.82% |
| January 31, 2021 | 82.82% |
| December 31, 2020 | 82.82% |
| November 30, 2020 | 82.82% |
| October 31, 2020 | 82.82% |
| September 30, 2020 | 82.82% |
| August 31, 2020 | 82.82% |
| July 31, 2020 | 84.99% |
| June 30, 2020 | 84.99% |
| May 31, 2020 | 84.99% |
| April 30, 2020 | 84.99% |
| March 31, 2020 | 84.99% |
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
80.80%
Minimum
Dec 2023
84.99%
Maximum
May 2019
83.28%
Average
82.82%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
| TROOPS Inc | 95.10% |
| CLPS Inc | 94.25% |
| MMTEC Inc | 99.79% |
| Alpha Technology Group Ltd | -- |
| mF International Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.86 |
| Beta (5Y) | -0.2006 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.76% |
| Historical Sharpe Ratio (5Y) | -0.2711 |
| Historical Sortino (5Y) | -0.5588 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.40% |