AIA Group Ltd (AAIGF)
7.83
+0.03
(+0.38%)
USD |
OTCM |
May 03, 16:00
AIA Group Max Drawdown (5Y): 56.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 34.14% |
July 31, 2020 | 34.14% |
June 30, 2020 | 34.14% |
May 31, 2020 | 34.14% |
April 30, 2020 | 34.14% |
March 31, 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
May 2019
56.17%
Maximum
Apr 2024
38.05%
Average
34.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.93 |
Beta (5Y) | 0.503 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.58% |
Historical Sharpe Ratio (5Y) | -0.2563 |
Historical Sortino (5Y) | -0.4534 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.84% |