AMTD IDEA Group (AMTD)

1.12 +0.03 (+2.75%) USD  |  NYSE  |  Dec 20, 16:00
1.13 +0.01 (+0.89%) After-Hours: 20:00
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AMTD IDEA Group Max Drawdown (5Y): 97.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Wendel SE 61.61%
Eurazeo SE 50.46%
Peugeot Invest 39.58%
Tikehau Capital SCA --
Amundi SA --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -60.13
Beta (5Y) 0.4698
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 100.5%
Historical Sharpe Ratio (5Y) -0.5357
Historical Sortino (5Y) -1.378
Monthly Value at Risk (VaR) 5% (5Y Lookback) 32.71%