AIA Group Ltd (AAIGF)
7.30
+0.05
(+0.69%)
USD |
OTCM |
Nov 15, 16:00
AIA Group Max Drawdown (5Y): 56.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.17% |
| September 30, 2024 | 56.17% |
| August 31, 2024 | 56.17% |
| July 31, 2024 | 56.17% |
| June 30, 2024 | 56.17% |
| May 31, 2024 | 56.17% |
| April 30, 2024 | 56.17% |
| March 31, 2024 | 49.70% |
| February 29, 2024 | 45.75% |
| January 31, 2024 | 45.75% |
| December 31, 2023 | 45.75% |
| November 30, 2023 | 45.75% |
| October 31, 2023 | 45.75% |
| September 30, 2023 | 45.75% |
| August 31, 2023 | 45.75% |
| July 31, 2023 | 45.75% |
| June 30, 2023 | 45.75% |
| May 31, 2023 | 45.75% |
| April 30, 2023 | 45.75% |
| March 31, 2023 | 45.75% |
| February 28, 2023 | 45.75% |
| January 31, 2023 | 45.75% |
| December 31, 2022 | 45.75% |
| November 30, 2022 | 45.75% |
| October 31, 2022 | 45.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.03% |
| August 31, 2022 | 35.14% |
| July 31, 2022 | 35.14% |
| June 30, 2022 | 35.14% |
| May 31, 2022 | 35.14% |
| April 30, 2022 | 34.14% |
| March 31, 2022 | 34.14% |
| February 28, 2022 | 34.14% |
| January 31, 2022 | 34.14% |
| December 31, 2021 | 34.14% |
| November 30, 2021 | 34.14% |
| October 31, 2021 | 34.14% |
| September 30, 2021 | 34.14% |
| August 31, 2021 | 34.14% |
| July 31, 2021 | 34.14% |
| June 30, 2021 | 34.14% |
| May 31, 2021 | 34.14% |
| April 30, 2021 | 34.14% |
| March 31, 2021 | 34.14% |
| February 28, 2021 | 34.14% |
| January 31, 2021 | 34.14% |
| December 31, 2020 | 34.14% |
| November 30, 2020 | 34.14% |
| October 31, 2020 | 34.14% |
| September 30, 2020 | 34.14% |
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
33.09%
Minimum
Nov 2019
56.17%
Maximum
Apr 2024
40.36%
Average
34.64%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.84 |
| Beta (5Y) | 0.4751 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.11% |
| Historical Sharpe Ratio (5Y) | -0.1776 |
| Historical Sortino (5Y) | -0.353 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.77% |