AGBA Group Holding Ltd (AGBA)
1.39
-3.49
(-71.52%)
USD |
NASDAQ |
Oct 15, 16:00
1.40
+0.01
(+0.72%)
After-Hours: 20:00
AGBA Group Max Drawdown (5Y): 97.19% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.19% |
| August 31, 2024 | 97.19% |
| July 31, 2024 | 97.19% |
| June 30, 2024 | 97.19% |
| May 31, 2024 | 97.19% |
| April 30, 2024 | 97.19% |
| March 31, 2024 | 97.19% |
| February 29, 2024 | 97.03% |
| January 31, 2024 | 96.90% |
| December 31, 2023 | 96.81% |
| November 30, 2023 | 96.24% |
| October 31, 2023 | 96.24% |
| September 30, 2023 | 94.85% |
| August 31, 2023 | 94.72% |
| July 31, 2023 | 90.39% |
| June 30, 2023 | 87.90% |
| May 31, 2023 | 87.90% |
| April 30, 2023 | 87.90% |
| March 31, 2023 | 87.90% |
| February 28, 2023 | 87.90% |
| January 31, 2023 | 87.90% |
| December 31, 2022 | 87.90% |
| November 30, 2022 | 75.45% |
| October 31, 2022 | 5.68% |
| September 30, 2022 | 5.68% |
| Date | Value |
|---|---|
| August 31, 2022 | 5.68% |
| July 31, 2022 | 5.68% |
| June 30, 2022 | 5.68% |
| May 31, 2022 | 5.68% |
| April 30, 2022 | 5.68% |
| March 31, 2022 | 5.68% |
| February 28, 2022 | 5.68% |
| January 31, 2022 | 5.68% |
| December 31, 2021 | 5.68% |
| November 30, 2021 | 5.68% |
| October 31, 2021 | 5.68% |
| September 30, 2021 | 5.68% |
| August 31, 2021 | 5.68% |
| July 31, 2021 | 5.68% |
| June 30, 2021 | 5.68% |
| May 31, 2021 | 5.68% |
| April 30, 2021 | 5.68% |
| March 31, 2021 | 5.68% |
| February 28, 2021 | 5.68% |
| January 31, 2021 | 5.68% |
| December 31, 2020 | 5.68% |
| November 30, 2020 | 5.68% |
| October 31, 2020 | 4.46% |
| September 30, 2020 | 4.46% |
| August 31, 2020 | 4.46% |
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
1.40%
Minimum
Nov 2019
97.19%
Maximum
Mar 2024
39.03%
Average
5.68%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Metalpha Technology Holding Ltd | 95.32% |
| TOP Financial Group Ltd | -- |
| Magic Empire Global Ltd | -- |
| Futu Holdings Ltd | 87.23% |
| Abits Group Inc | 98.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.094 |
| Beta (5Y) | -1.470 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 303.1% |
| Historical Sharpe Ratio (5Y) | -0.0897 |
| Historical Sortino (5Y) | -0.4331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.60% |