The Wharf (Holdings) Ltd (WARFF)
3.39
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Wharf Max Drawdown (5Y): 59.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.13% |
March 31, 2024 | 59.13% |
February 29, 2024 | 59.13% |
January 31, 2024 | 59.13% |
December 31, 2023 | 59.13% |
November 30, 2023 | 59.13% |
October 31, 2023 | 59.13% |
September 30, 2023 | 59.13% |
August 31, 2023 | 59.13% |
July 31, 2023 | 59.13% |
June 30, 2023 | 59.13% |
May 31, 2023 | 59.13% |
April 30, 2023 | 59.13% |
March 31, 2023 | 59.13% |
February 28, 2023 | 59.13% |
January 31, 2023 | 59.13% |
December 31, 2022 | 59.13% |
November 30, 2022 | 59.13% |
October 31, 2022 | 59.13% |
September 30, 2022 | 59.13% |
August 31, 2022 | 59.13% |
July 31, 2022 | 59.13% |
June 30, 2022 | 59.13% |
May 31, 2022 | 59.13% |
April 30, 2022 | 59.13% |
Date | Value |
---|---|
March 31, 2022 | 59.13% |
February 28, 2022 | 59.13% |
January 31, 2022 | 59.13% |
December 31, 2021 | 59.13% |
November 30, 2021 | 59.13% |
October 31, 2021 | 59.13% |
September 30, 2021 | 59.13% |
August 31, 2021 | 59.13% |
July 31, 2021 | 59.13% |
June 30, 2021 | 59.13% |
May 31, 2021 | 59.13% |
April 30, 2021 | 59.13% |
March 31, 2021 | 59.13% |
February 28, 2021 | 59.13% |
January 31, 2021 | 59.13% |
December 31, 2020 | 59.13% |
November 30, 2020 | 59.13% |
October 31, 2020 | 59.13% |
September 30, 2020 | 59.13% |
August 31, 2020 | 59.13% |
July 31, 2020 | 59.13% |
June 30, 2020 | 59.13% |
May 31, 2020 | 59.13% |
April 30, 2020 | 59.13% |
March 31, 2020 | 59.13% |
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
47.69%
Minimum
May 2019
59.13%
Maximum
Mar 2020
57.22%
Average
59.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 35.49% |
Sino Land Co Ltd | 45.89% |
Tian An China Investments Co Ltd | 36.84% |
Kerry Properties Ltd | 51.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.098 |
Beta (5Y) | 0.595 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.05% |
Historical Sharpe Ratio (5Y) | 0.0666 |
Historical Sortino (5Y) | 0.0936 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.23% |