Cathay Pacific Airways Ltd (CPCAY)
5.39
-0.02
(-0.37%)
USD |
OTCM |
May 03, 15:59
Cathay Pacific Airways Max Drawdown (5Y): 59.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.88% |
March 31, 2024 | 59.88% |
February 29, 2024 | 59.88% |
January 31, 2024 | 59.88% |
December 31, 2023 | 59.88% |
November 30, 2023 | 59.88% |
October 31, 2023 | 59.88% |
September 30, 2023 | 59.88% |
August 31, 2023 | 59.88% |
July 31, 2023 | 59.88% |
June 30, 2023 | 59.88% |
May 31, 2023 | 59.88% |
April 30, 2023 | 59.88% |
March 31, 2023 | 59.88% |
February 28, 2023 | 59.88% |
January 31, 2023 | 59.88% |
December 31, 2022 | 59.88% |
November 30, 2022 | 59.88% |
October 31, 2022 | 59.88% |
September 30, 2022 | 59.88% |
August 31, 2022 | 59.88% |
July 31, 2022 | 59.88% |
June 30, 2022 | 59.88% |
May 31, 2022 | 59.88% |
April 30, 2022 | 59.88% |
Date | Value |
---|---|
March 31, 2022 | 59.88% |
February 28, 2022 | 59.88% |
January 31, 2022 | 59.88% |
December 31, 2021 | 59.88% |
November 30, 2021 | 59.88% |
October 31, 2021 | 59.88% |
September 30, 2021 | 59.88% |
August 31, 2021 | 59.88% |
July 31, 2021 | 59.88% |
June 30, 2021 | 59.88% |
May 31, 2021 | 59.88% |
April 30, 2021 | 59.88% |
March 31, 2021 | 59.88% |
February 28, 2021 | 59.88% |
January 31, 2021 | 59.88% |
December 31, 2020 | 59.88% |
November 30, 2020 | 59.88% |
October 31, 2020 | 59.88% |
September 30, 2020 | 59.88% |
August 31, 2020 | 59.88% |
July 31, 2020 | 58.47% |
June 30, 2020 | 58.47% |
May 31, 2020 | 58.47% |
April 30, 2020 | 58.47% |
March 31, 2020 | 58.47% |
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
49.98%
Minimum
May 2019
59.88%
Maximum
Aug 2020
58.17%
Average
59.88%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.40 |
Beta (5Y) | 0.4664 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.56% |
Historical Sharpe Ratio (5Y) | -0.2774 |
Historical Sortino (5Y) | -0.4894 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.27% |