Esprit Holdings Ltd (ESHDF)
0.028
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Esprit Holdings Max Drawdown (5Y): 94.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.26% |
March 31, 2024 | 94.26% |
February 29, 2024 | 94.26% |
January 31, 2024 | 94.26% |
December 31, 2023 | 94.26% |
November 30, 2023 | 94.26% |
October 31, 2023 | 94.26% |
September 30, 2023 | 94.26% |
August 31, 2023 | 94.26% |
July 31, 2023 | 94.26% |
June 30, 2023 | 94.26% |
May 31, 2023 | 94.26% |
April 30, 2023 | 94.26% |
March 31, 2023 | 94.26% |
February 28, 2023 | 94.26% |
January 31, 2023 | 94.26% |
December 31, 2022 | 94.26% |
November 30, 2022 | 94.26% |
October 31, 2022 | 94.26% |
September 30, 2022 | 94.26% |
August 31, 2022 | 94.26% |
July 31, 2022 | 94.26% |
June 30, 2022 | 94.26% |
May 31, 2022 | 94.26% |
April 30, 2022 | 94.26% |
Date | Value |
---|---|
March 31, 2022 | 94.26% |
February 28, 2022 | 94.26% |
January 31, 2022 | 94.26% |
December 31, 2021 | 94.26% |
November 30, 2021 | 94.26% |
October 31, 2021 | 94.26% |
September 30, 2021 | 94.26% |
August 31, 2021 | 94.26% |
July 31, 2021 | 94.26% |
June 30, 2021 | 94.26% |
May 31, 2021 | 94.26% |
April 30, 2021 | 94.26% |
March 31, 2021 | 94.26% |
February 28, 2021 | 94.26% |
January 31, 2021 | 94.26% |
December 31, 2020 | 94.26% |
November 30, 2020 | 94.26% |
October 31, 2020 | 94.26% |
September 30, 2020 | 94.26% |
August 31, 2020 | 94.26% |
July 31, 2020 | 94.26% |
June 30, 2020 | 94.26% |
May 31, 2020 | 94.26% |
April 30, 2020 | 94.26% |
March 31, 2020 | 92.97% |
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
89.63%
Minimum
May 2019
94.26%
Maximum
Apr 2020
93.86%
Average
94.26%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.09 |
Beta (5Y) | 0.0279 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.91% |
Historical Sharpe Ratio (5Y) | -0.4051 |
Historical Sortino (5Y) | -0.6631 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.20% |