Futu Holdings Ltd (FUTU)

84.05 +0.41 (+0.49%) USD  |  NASDAQ  |  Dec 20, 16:00
84.52 +0.47 (+0.56%) After-Hours: 20:00
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Futu Holdings Max Drawdown (5Y): 87.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Max Drawdown (5Y) Benchmarks

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Metalpha Technology Holding Ltd 95.32%
TOP Financial Group Ltd --
Magic Empire Global Ltd --
Abits Group Inc 98.82%
Prestige Wealth Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 40.88
Beta (5Y) 0.7172
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 106.9%
Historical Sharpe Ratio (5Y) 0.4721
Historical Sortino (5Y) 1.487
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.48%