Bank of East Asia Ltd (BKEAY)
1.151
0.00 (0.00%)
USD |
OTCM |
Jun 17, 16:00
Bank of East Asia Max Drawdown (5Y): 74.50% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 74.50% |
| April 30, 2024 | 74.50% |
| March 31, 2024 | 74.50% |
| February 29, 2024 | 74.50% |
| January 31, 2024 | 74.50% |
| December 31, 2023 | 74.50% |
| November 30, 2023 | 74.50% |
| October 31, 2023 | 74.50% |
| September 30, 2023 | 74.50% |
| August 31, 2023 | 74.50% |
| July 31, 2023 | 74.50% |
| June 30, 2023 | 74.50% |
| May 31, 2023 | 74.50% |
| April 30, 2023 | 74.50% |
| March 31, 2023 | 74.50% |
| February 28, 2023 | 74.50% |
| January 31, 2023 | 74.50% |
| December 31, 2022 | 74.50% |
| November 30, 2022 | 74.50% |
| October 31, 2022 | 73.86% |
| September 30, 2022 | 70.64% |
| August 31, 2022 | 69.09% |
| July 31, 2022 | 67.77% |
| June 30, 2022 | 65.44% |
| May 31, 2022 | 65.44% |
| Date | Value |
|---|---|
| April 30, 2022 | 65.44% |
| March 31, 2022 | 65.44% |
| February 28, 2022 | 65.44% |
| January 31, 2022 | 65.44% |
| December 31, 2021 | 65.44% |
| November 30, 2021 | 64.06% |
| October 31, 2021 | 62.93% |
| September 30, 2021 | 62.93% |
| August 31, 2021 | 62.93% |
| July 31, 2021 | 62.93% |
| June 30, 2021 | 59.05% |
| May 31, 2021 | 59.05% |
| April 30, 2021 | 59.05% |
| March 31, 2021 | 59.05% |
| February 28, 2021 | 59.05% |
| January 31, 2021 | 59.05% |
| December 31, 2020 | 59.05% |
| November 30, 2020 | 59.05% |
| October 31, 2020 | 59.05% |
| September 30, 2020 | 59.05% |
| August 31, 2020 | 57.99% |
| July 31, 2020 | 57.99% |
| June 30, 2020 | 57.99% |
| May 31, 2020 | 57.99% |
| April 30, 2020 | 55.96% |
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
42.14%
Minimum
Jun 2019
74.50%
Maximum
Nov 2022
63.68%
Average
64.75%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.48 |
| Beta (5Y) | 0.224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.82% |
| Historical Sharpe Ratio (5Y) | -0.482 |
| Historical Sortino (5Y) | -0.9124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.12% |