ASMPT Ltd (ASMVY)
39.49
+0.02
(+0.05%)
USD |
OTCM |
May 03, 16:00
ASMPT Max Drawdown (5Y): 64.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.63% |
March 31, 2024 | 64.63% |
February 29, 2024 | 64.63% |
January 31, 2024 | 64.63% |
December 31, 2023 | 64.63% |
November 30, 2023 | 64.63% |
October 31, 2023 | 64.63% |
September 30, 2023 | 64.63% |
August 31, 2023 | 64.63% |
July 31, 2023 | 64.63% |
June 30, 2023 | 64.63% |
May 31, 2023 | 64.63% |
April 30, 2023 | 64.63% |
March 31, 2023 | 64.63% |
February 28, 2023 | 64.63% |
January 31, 2023 | 64.63% |
December 31, 2022 | 64.63% |
November 30, 2022 | 64.63% |
October 31, 2022 | 64.63% |
September 30, 2022 | 60.98% |
August 31, 2022 | 50.97% |
July 31, 2022 | 50.97% |
June 30, 2022 | 50.90% |
May 31, 2022 | 50.90% |
April 30, 2022 | 50.90% |
Date | Value |
---|---|
March 31, 2022 | 50.90% |
February 28, 2022 | 50.90% |
January 31, 2022 | 50.90% |
December 31, 2021 | 50.90% |
November 30, 2021 | 50.90% |
October 31, 2021 | 50.90% |
September 30, 2021 | 50.90% |
August 31, 2021 | 50.90% |
July 31, 2021 | 50.90% |
June 30, 2021 | 50.90% |
May 31, 2021 | 50.90% |
April 30, 2021 | 50.90% |
March 31, 2021 | 50.90% |
February 28, 2021 | 50.90% |
January 31, 2021 | 50.90% |
December 31, 2020 | 50.90% |
November 30, 2020 | 50.90% |
October 31, 2020 | 50.90% |
September 30, 2020 | 50.90% |
August 31, 2020 | 50.90% |
July 31, 2020 | 50.90% |
June 30, 2020 | 50.90% |
May 31, 2020 | 50.90% |
April 30, 2020 | 50.90% |
March 31, 2020 | 50.90% |
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
50.90%
Minimum
May 2019
64.63%
Maximum
Oct 2022
55.42%
Average
50.90%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Trio-Tech International | 70.17% |
X3 Holdings Co Ltd | 99.97% |
Karooooo Ltd | -- |
Grab Holdings Inc | -- |
Ryde Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.069 |
Beta (5Y) | 1.082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.44% |
Historical Sharpe Ratio (5Y) | 0.0738 |
Historical Sortino (5Y) | 0.1309 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.40% |