Holistic Asset Finance Group Co Ltd (HAFG)
0.7498
0.00 (0.00%)
USD |
OTCM |
Nov 20, 16:00
Holistic Asset Finance Group Max Drawdown (5Y): 97.11% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.11% |
| August 31, 2024 | 97.11% |
| July 31, 2024 | 97.11% |
| June 30, 2024 | 97.11% |
| May 31, 2024 | 97.01% |
| April 30, 2024 | 97.01% |
| March 31, 2024 | 97.01% |
| February 29, 2024 | 97.01% |
| January 31, 2024 | 97.01% |
| December 31, 2023 | 97.01% |
| November 30, 2023 | 97.00% |
| October 31, 2023 | 97.00% |
| September 30, 2023 | 97.00% |
| August 31, 2023 | 97.00% |
| July 31, 2023 | 97.00% |
| June 30, 2023 | 97.00% |
| May 31, 2023 | 97.00% |
| April 30, 2023 | 97.00% |
| March 31, 2023 | 97.00% |
| February 28, 2023 | 97.00% |
| January 31, 2023 | 97.00% |
| December 31, 2022 | 97.00% |
| November 30, 2022 | 99.00% |
| October 31, 2022 | 99.00% |
| September 30, 2022 | 99.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.00% |
| July 31, 2022 | 99.00% |
| June 30, 2022 | 99.00% |
| May 31, 2022 | 99.00% |
| April 30, 2022 | 99.00% |
| March 31, 2022 | 99.00% |
| February 28, 2022 | 99.00% |
| January 31, 2022 | 99.00% |
| December 31, 2021 | 99.00% |
| November 30, 2021 | 99.00% |
| October 31, 2021 | 99.00% |
| September 30, 2021 | 99.00% |
| August 31, 2021 | 99.00% |
| July 31, 2021 | 99.00% |
| June 30, 2021 | 99.00% |
| May 31, 2021 | 99.00% |
| April 30, 2021 | 99.00% |
| March 31, 2021 | 99.00% |
| February 28, 2021 | 99.00% |
| January 31, 2021 | 99.00% |
| December 31, 2020 | 99.00% |
| November 30, 2020 | 99.00% |
| October 31, 2020 | 99.00% |
| September 30, 2020 | 99.00% |
| August 31, 2020 | 99.00% |
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
97.00%
Minimum
Dec 2022
99.00%
Maximum
Nov 2019
98.26%
Average
99.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Federal National Mortgage Association Fannie Mae | 91.23% |
| Coin Citadel | 100.00% |
| Horizon Technology Finance Corp | 60.35% |
| IF Bancorp Inc | 47.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.23 |
| Beta (5Y) | 1.240 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 210.1% |
| Historical Sharpe Ratio (5Y) | -0.0918 |
| Historical Sortino (5Y) | -0.2665 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 55.32% |