Holistic Asset Finance Group Co Ltd (HAFG)

0.7498 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Holistic Asset Finance Group Max Drawdown (5Y): 97.11% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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Federal National Mortgage Association Fannie Mae 91.23%
Credit Acceptance Corp 56.93%
Consumer Portfolio Services Inc 85.06%
Horizon Technology Finance Corp 60.35%
IF Bancorp Inc 47.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -33.21
Beta (5Y) 1.253
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 152.0%
Historical Sharpe Ratio (5Y) -0.1084
Historical Sortino (5Y) -0.2456
Monthly Value at Risk (VaR) 5% (5Y Lookback) 50.36%