Dah Sing Financial Holdings Ltd (DSFGY)
10.10
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Dah Sing Financial Holdings Max Drawdown (5Y): 65.94% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 65.94% |
| August 31, 2024 | 65.94% |
| July 31, 2024 | 65.94% |
| June 30, 2024 | 65.94% |
| May 31, 2024 | 65.94% |
| April 30, 2024 | 65.94% |
| March 31, 2024 | 65.94% |
| February 29, 2024 | 65.94% |
| January 31, 2024 | 65.94% |
| December 31, 2023 | 65.94% |
| November 30, 2023 | 65.94% |
| October 31, 2023 | 65.94% |
| September 30, 2023 | 65.94% |
| August 31, 2023 | 65.94% |
| July 31, 2023 | 65.94% |
| June 30, 2023 | 65.94% |
| May 31, 2023 | 65.94% |
| April 30, 2023 | 65.94% |
| March 31, 2023 | 65.94% |
| February 28, 2023 | 65.94% |
| January 31, 2023 | 65.94% |
| December 31, 2022 | 65.94% |
| November 30, 2022 | 65.94% |
| October 31, 2022 | 65.29% |
| September 30, 2022 | 61.92% |
| Date | Value |
|---|---|
| August 31, 2022 | 61.92% |
| July 31, 2022 | 61.92% |
| June 30, 2022 | 61.92% |
| May 31, 2022 | 61.92% |
| April 30, 2022 | 61.92% |
| March 31, 2022 | 61.92% |
| February 28, 2022 | 61.92% |
| January 31, 2022 | 61.92% |
| December 31, 2021 | 61.92% |
| November 30, 2021 | 61.92% |
| October 31, 2021 | 61.92% |
| September 30, 2021 | 61.92% |
| August 31, 2021 | 61.92% |
| July 31, 2021 | 61.92% |
| June 30, 2021 | 61.92% |
| May 31, 2021 | 61.92% |
| April 30, 2021 | 61.92% |
| March 31, 2021 | 61.92% |
| February 28, 2021 | 61.92% |
| January 31, 2021 | 61.92% |
| December 31, 2020 | 61.92% |
| November 30, 2020 | 61.92% |
| October 31, 2020 | 61.92% |
| September 30, 2020 | 61.92% |
| August 31, 2020 | 60.06% |
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
45.83%
Minimum
Nov 2019
65.94%
Maximum
Nov 2022
62.34%
Average
61.92%
Median
Sep 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) | -6.899 |
| Beta (5Y) | 0.5565 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.49% |
| Historical Sharpe Ratio (5Y) | 0.024 |
| Historical Sortino (5Y) | 0.043 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.11% |