AMTD IDEA Group (AMTD)
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Nov 21, 16:00
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AMTD IDEA Group Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Wendel SE | 61.61% |
| Eurazeo SE | 50.46% |
| Peugeot Invest | 39.58% |
| Tikehau Capital SCA | -- |
| Amundi SA | -- |
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% |