BOC Hong Kong Holdings Ltd (BNKHF)

3.15 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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BOC Hong Kong Holdings Max Drawdown (5Y): 49.49% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Metalpha Technology Holding Ltd 95.32%
TOP Financial Group Ltd --
Magic Empire Global Ltd --
Futu Holdings Ltd 87.23%
Prestige Wealth Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.8272
Beta (5Y) 0.1064
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.43%
Historical Sharpe Ratio (5Y) 0.0217
Historical Sortino (5Y) 0.0349
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.36%