AIA Group Ltd (AAGIY)
29.09
-0.20
(-0.68%)
USD |
OTCM |
Nov 21, 16:11
AIA Group Max Drawdown (5Y): 55.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.77% |
| September 30, 2024 | 55.77% |
| August 31, 2024 | 55.77% |
| July 31, 2024 | 55.77% |
| June 30, 2024 | 55.77% |
| May 31, 2024 | 55.77% |
| April 30, 2024 | 55.77% |
| March 31, 2024 | 49.04% |
| February 29, 2024 | 45.06% |
| January 31, 2024 | 45.06% |
| December 31, 2023 | 45.06% |
| November 30, 2023 | 45.06% |
| October 31, 2023 | 45.06% |
| September 30, 2023 | 45.06% |
| August 31, 2023 | 45.06% |
| July 31, 2023 | 45.06% |
| June 30, 2023 | 45.06% |
| May 31, 2023 | 45.06% |
| April 30, 2023 | 45.06% |
| March 31, 2023 | 45.06% |
| February 28, 2023 | 45.06% |
| January 31, 2023 | 45.06% |
| December 31, 2022 | 45.06% |
| November 30, 2022 | 45.06% |
| October 31, 2022 | 45.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.85% |
| August 31, 2022 | 34.22% |
| July 31, 2022 | 34.22% |
| June 30, 2022 | 34.22% |
| May 31, 2022 | 34.22% |
| April 30, 2022 | 32.65% |
| March 31, 2022 | 32.65% |
| February 28, 2022 | 30.29% |
| January 31, 2022 | 30.29% |
| December 31, 2021 | 30.29% |
| November 30, 2021 | 30.29% |
| October 31, 2021 | 30.29% |
| September 30, 2021 | 30.29% |
| August 31, 2021 | 30.29% |
| July 31, 2021 | 30.29% |
| June 30, 2021 | 30.29% |
| May 31, 2021 | 30.29% |
| April 30, 2021 | 30.29% |
| March 31, 2021 | 30.29% |
| February 28, 2021 | 30.29% |
| January 31, 2021 | 31.43% |
| December 31, 2020 | 31.43% |
| November 30, 2020 | 31.43% |
| October 31, 2020 | 31.43% |
| September 30, 2020 | 31.43% |
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
30.29%
Minimum
Feb 2021
55.77%
Maximum
Apr 2024
38.53%
Average
33.44%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.696 |
| Beta (5Y) | 0.3702 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.73% |
| Historical Sharpe Ratio (5Y) | -0.155 |
| Historical Sortino (5Y) | -0.3164 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.86% |