BOC Hong Kong Holdings Ltd (BNKHF)
3.225
0.00 (0.00%)
USD |
OTCM |
Nov 14, 16:00
BOC Hong Kong Holdings Max Drawdown (5Y): 49.49% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 49.49% |
| August 31, 2024 | 49.49% |
| July 31, 2024 | 49.49% |
| June 30, 2024 | 49.49% |
| May 31, 2024 | 49.49% |
| April 30, 2024 | 49.49% |
| March 31, 2024 | 49.49% |
| February 29, 2024 | 49.49% |
| January 31, 2024 | 49.49% |
| December 31, 2023 | 49.49% |
| November 30, 2023 | 49.49% |
| October 31, 2023 | 49.49% |
| September 30, 2023 | 49.49% |
| August 31, 2023 | 49.49% |
| July 31, 2023 | 49.49% |
| June 30, 2023 | 49.49% |
| May 31, 2023 | 49.49% |
| April 30, 2023 | 49.49% |
| March 31, 2023 | 49.49% |
| February 28, 2023 | 49.49% |
| January 31, 2023 | 49.49% |
| December 31, 2022 | 49.49% |
| November 30, 2022 | 49.49% |
| October 31, 2022 | 49.49% |
| September 30, 2022 | 49.49% |
| Date | Value |
|---|---|
| August 31, 2022 | 49.49% |
| July 31, 2022 | 49.49% |
| June 30, 2022 | 49.49% |
| May 31, 2022 | 49.49% |
| April 30, 2022 | 49.49% |
| March 31, 2022 | 49.49% |
| February 28, 2022 | 49.49% |
| January 31, 2022 | 49.49% |
| December 31, 2021 | 49.49% |
| November 30, 2021 | 49.49% |
| October 31, 2021 | 49.49% |
| September 30, 2021 | 49.49% |
| August 31, 2021 | 49.49% |
| July 31, 2021 | 49.49% |
| June 30, 2021 | 49.49% |
| May 31, 2021 | 49.49% |
| April 30, 2021 | 49.49% |
| March 31, 2021 | 49.49% |
| February 28, 2021 | 49.49% |
| January 31, 2021 | 49.49% |
| December 31, 2020 | 49.49% |
| November 30, 2020 | 49.49% |
| October 31, 2020 | 49.49% |
| September 30, 2020 | 49.49% |
| August 31, 2020 | 49.49% |
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
43.37%
Minimum
Nov 2019
49.49%
Maximum
Mar 2020
49.08%
Average
49.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Metalpha Technology Holding Ltd | 95.32% |
| TOP Financial Group Ltd | -- |
| Magic Empire Global Ltd | -- |
| Futu Holdings Ltd | 87.23% |
| Abits Group Inc | 98.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.267 |
| Beta (5Y) | 0.1332 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.51% |
| Historical Sharpe Ratio (5Y) | -0.0546 |
| Historical Sortino (5Y) | -0.0851 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.36% |