Bank of East Asia Ltd (BKEAF)
1.09
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Bank of East Asia Max Drawdown (5Y): 73.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.40% |
| March 31, 2024 | 73.40% |
| February 29, 2024 | 73.40% |
| January 31, 2024 | 73.40% |
| December 31, 2023 | 73.40% |
| November 30, 2023 | 73.40% |
| October 31, 2023 | 73.40% |
| September 30, 2023 | 73.40% |
| August 31, 2023 | 73.40% |
| July 31, 2023 | 73.40% |
| June 30, 2023 | 73.40% |
| May 31, 2023 | 73.40% |
| April 30, 2023 | 73.40% |
| March 31, 2023 | 73.40% |
| February 28, 2023 | 73.40% |
| January 31, 2023 | 73.40% |
| December 31, 2022 | 73.40% |
| November 30, 2022 | 73.40% |
| October 31, 2022 | 73.40% |
| September 30, 2022 | 67.93% |
| August 31, 2022 | 66.63% |
| July 31, 2022 | 64.88% |
| June 30, 2022 | 64.88% |
| May 31, 2022 | 64.88% |
| April 30, 2022 | 64.88% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.88% |
| February 28, 2022 | 64.88% |
| January 31, 2022 | 64.88% |
| December 31, 2021 | 64.88% |
| November 30, 2021 | 63.21% |
| October 31, 2021 | 58.98% |
| September 30, 2021 | 57.54% |
| August 31, 2021 | 57.54% |
| July 31, 2021 | 56.29% |
| June 30, 2021 | 55.58% |
| May 31, 2021 | 55.58% |
| April 30, 2021 | 55.58% |
| March 31, 2021 | 55.58% |
| February 28, 2021 | 55.58% |
| January 31, 2021 | 55.58% |
| December 31, 2020 | 55.58% |
| November 30, 2020 | 55.58% |
| October 31, 2020 | 55.58% |
| September 30, 2020 | 55.58% |
| August 31, 2020 | 55.58% |
| July 31, 2020 | 55.58% |
| June 30, 2020 | 55.58% |
| May 31, 2020 | 55.58% |
| April 30, 2020 | 55.58% |
| March 31, 2020 | 55.58% |
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
40.66%
Minimum
May 2019
73.40%
Maximum
Oct 2022
61.23%
Average
61.09%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.06 |
| Beta (5Y) | 0.1392 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.58% |
| Historical Sharpe Ratio (5Y) | -0.712 |
| Historical Sortino (5Y) | -1.200 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.91% |