Great Eagle Holdings Ltd (GEAHF)
1.37
0.00 (0.00%)
USD |
OTCM |
Sep 27, 16:00
Great Eagle Holdings Max Drawdown (5Y): 62.65% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 62.65% |
July 31, 2024 | 62.65% |
June 30, 2024 | 62.65% |
May 31, 2024 | 62.65% |
April 30, 2024 | 62.65% |
March 31, 2024 | 62.65% |
February 29, 2024 | 62.65% |
January 31, 2024 | 62.65% |
December 31, 2023 | 62.65% |
November 30, 2023 | 58.15% |
October 31, 2023 | 58.15% |
September 30, 2023 | 56.91% |
August 31, 2023 | 56.91% |
July 31, 2023 | 56.91% |
June 30, 2023 | 56.91% |
May 31, 2023 | 56.91% |
April 30, 2023 | 56.91% |
March 31, 2023 | 56.91% |
February 28, 2023 | 56.91% |
January 31, 2023 | 56.91% |
December 31, 2022 | 56.91% |
November 30, 2022 | 56.91% |
October 31, 2022 | 56.91% |
September 30, 2022 | 56.91% |
August 31, 2022 | 56.91% |
Date | Value |
---|---|
July 31, 2022 | 56.91% |
June 30, 2022 | 56.91% |
May 31, 2022 | 56.91% |
April 30, 2022 | 56.91% |
March 31, 2022 | 56.91% |
February 28, 2022 | 56.91% |
January 31, 2022 | 56.91% |
December 31, 2021 | 56.91% |
November 30, 2021 | 56.91% |
October 31, 2021 | 56.91% |
September 30, 2021 | 56.91% |
August 31, 2021 | 56.91% |
July 31, 2021 | 56.91% |
June 30, 2021 | 56.91% |
May 31, 2021 | 56.91% |
April 30, 2021 | 56.91% |
March 31, 2021 | 56.91% |
February 28, 2021 | 56.91% |
January 31, 2021 | 56.91% |
December 31, 2020 | 56.91% |
November 30, 2020 | 56.91% |
October 31, 2020 | 56.91% |
September 30, 2020 | 56.91% |
August 31, 2020 | 56.91% |
July 31, 2020 | 55.57% |
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
35.37%
Minimum
Sep 2019
62.65%
Maximum
Dec 2023
55.68%
Average
56.91%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 39.34% |
Sino Land Co Ltd | 45.89% |
The Wharf (Holdings) Ltd | 85.66% |
Tian An China Investments Co Ltd | 36.84% |
Kerry Properties Ltd | 51.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.06 |
Beta (5Y) | 0.1742 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.24% |
Historical Sharpe Ratio (5Y) | -0.5554 |
Historical Sortino (5Y) | -1.014 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.93% |