Chunghwa Telecom Co Ltd (CHT)
38.24
-0.35
(-0.91%)
USD |
NYSE |
Apr 24, 16:00
38.24
0.00 (0.00%)
Pre-Market: 20:00
Chunghwa Telecom Max Drawdown (5Y): 26.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 26.51% |
| February 29, 2024 | 26.51% |
| January 31, 2024 | 26.51% |
| December 31, 2023 | 26.51% |
| November 30, 2023 | 26.51% |
| October 31, 2023 | 26.51% |
| September 30, 2023 | 26.51% |
| August 31, 2023 | 26.51% |
| July 31, 2023 | 26.51% |
| June 30, 2023 | 26.51% |
| May 31, 2023 | 26.51% |
| April 30, 2023 | 26.51% |
| March 31, 2023 | 26.51% |
| February 28, 2023 | 26.51% |
| January 31, 2023 | 26.51% |
| December 31, 2022 | 26.51% |
| November 30, 2022 | 26.51% |
| October 31, 2022 | 26.51% |
| September 30, 2022 | 20.99% |
| August 31, 2022 | 12.10% |
| July 31, 2022 | 12.10% |
| June 30, 2022 | 9.47% |
| May 31, 2022 | 9.47% |
| April 30, 2022 | 9.47% |
| March 31, 2022 | 9.47% |
| Date | Value |
|---|---|
| February 28, 2022 | 9.47% |
| January 31, 2022 | 9.98% |
| December 31, 2021 | 11.72% |
| November 30, 2021 | 16.08% |
| October 31, 2021 | 16.08% |
| September 30, 2021 | 16.10% |
| August 31, 2021 | 16.10% |
| July 31, 2021 | 16.10% |
| June 30, 2021 | 16.10% |
| May 31, 2021 | 16.10% |
| April 30, 2021 | 16.10% |
| March 31, 2021 | 16.10% |
| February 28, 2021 | 16.10% |
| January 31, 2021 | 16.10% |
| December 31, 2020 | 16.10% |
| November 30, 2020 | 16.10% |
| October 31, 2020 | 16.10% |
| September 30, 2020 | 16.10% |
| August 31, 2020 | 16.10% |
| July 31, 2020 | 16.10% |
| June 30, 2020 | 16.10% |
| May 31, 2020 | 16.10% |
| April 30, 2020 | 16.10% |
| March 31, 2020 | 16.10% |
| February 29, 2020 | 16.10% |
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
9.47%
Minimum
Feb 2022
26.51%
Maximum
Oct 2022
18.44%
Average
16.10%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| GigaMedia Ltd | 75.93% |
| Globalstar Inc | 90.63% |
| Altice USA Inc | 95.17% |
| Inuvo Inc | 95.07% |
| Loop Media Inc | 98.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5629 |
| Beta (5Y) | 0.1949 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.14% |
| Historical Sharpe Ratio (5Y) | 0.279 |
| Historical Sortino (5Y) | 0.3532 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.48% |