Chunghwa Telecom Co Ltd (CHT)

37.61 -0.36 (-0.95%) USD  |  NYSE  |  Dec 20, 16:00
37.64 +0.04 (+0.09%) Pre-Market: 20:00
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Chunghwa Telecom Max Drawdown (5Y): 26.51% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Median

Max Drawdown (5Y) Benchmarks

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GigaMedia Ltd 75.93%
Telefonica SA 66.37%
Mega Matrix Inc 95.39%
Kartoon Studios Inc 99.21%
Globalstar Inc 92.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.730
Beta (5Y) 0.2140
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 11.31%
Historical Sharpe Ratio (5Y) 0.0997
Historical Sortino (5Y) 0.1281
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.58%