AMTD IDEA Group (AMTD)
1.21
0.00 (0.00%)
USD |
NYSE |
Nov 05, 10:31
AMTD IDEA Group Max Drawdown (5Y): 97.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.78% |
| September 30, 2024 | 97.78% |
| August 31, 2024 | 97.78% |
| July 31, 2024 | 97.27% |
| June 30, 2024 | 97.27% |
| May 31, 2024 | 97.27% |
| April 30, 2024 | 97.27% |
| March 31, 2024 | 97.27% |
| February 29, 2024 | 97.27% |
| January 31, 2024 | 97.27% |
| December 31, 2023 | 97.09% |
| November 30, 2023 | 97.09% |
| October 31, 2023 | 96.27% |
| September 30, 2023 | 94.20% |
| August 31, 2023 | 93.95% |
| July 31, 2023 | 92.67% |
| June 30, 2023 | 92.67% |
| May 31, 2023 | 92.67% |
| April 30, 2023 | 92.67% |
| March 31, 2023 | 92.67% |
| February 28, 2023 | 92.22% |
| January 31, 2023 | 92.07% |
| December 31, 2022 | 92.07% |
| November 30, 2022 | 90.24% |
| October 31, 2022 | 89.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.89% |
| August 31, 2022 | 89.89% |
| July 31, 2022 | 89.89% |
| June 30, 2022 | 88.90% |
| May 31, 2022 | 86.32% |
| April 30, 2022 | 78.30% |
| March 31, 2022 | 76.51% |
| February 28, 2022 | 69.67% |
| January 31, 2022 | 69.67% |
| December 31, 2021 | 69.67% |
| November 30, 2021 | 66.90% |
| October 31, 2021 | 63.03% |
| September 30, 2021 | 55.40% |
| August 31, 2021 | 52.82% |
| July 31, 2021 | 52.82% |
| June 30, 2021 | 52.82% |
| May 31, 2021 | 52.82% |
| April 30, 2021 | 52.82% |
| March 31, 2021 | 52.82% |
| February 28, 2021 | 43.61% |
| January 31, 2021 | 38.55% |
| December 31, 2020 | 38.55% |
| November 30, 2020 | 38.55% |
| October 31, 2020 | 38.55% |
| September 30, 2020 | 38.55% |
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
24.68%
Minimum
Nov 2019
97.78%
Maximum
Aug 2024
70.58%
Average
82.31%
Median
Max Drawdown (5Y) Benchmarks
| AXA SA | 56.37% |
| SCOR SE | 67.58% |
| BNP Paribas | 64.87% |
| Credit Agricole SA | 62.80% |
| Societe Generale SA | 75.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -59.94 |
| Beta (5Y) | 0.4739 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.4% |
| Historical Sharpe Ratio (5Y) | -0.5361 |
| Historical Sortino (5Y) | -1.369 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.71% |