HSBC Holdings PLC (HBCYF)
8.675
-0.25
(-2.77%)
USD |
OTCM |
May 06, 11:02
HSBC Holdings Max Drawdown (5Y): 63.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.43% |
March 31, 2024 | 63.43% |
February 29, 2024 | 63.43% |
January 31, 2024 | 63.43% |
December 31, 2023 | 63.43% |
November 30, 2023 | 63.43% |
October 31, 2023 | 63.43% |
September 30, 2023 | 63.43% |
August 31, 2023 | 63.43% |
July 31, 2023 | 63.43% |
June 30, 2023 | 63.43% |
May 31, 2023 | 63.43% |
April 30, 2023 | 63.43% |
March 31, 2023 | 63.43% |
February 28, 2023 | 63.43% |
January 31, 2023 | 63.43% |
December 31, 2022 | 63.43% |
November 30, 2022 | 63.43% |
October 31, 2022 | 63.43% |
September 30, 2022 | 63.43% |
August 31, 2022 | 63.43% |
July 31, 2022 | 63.43% |
June 30, 2022 | 63.43% |
May 31, 2022 | 63.43% |
April 30, 2022 | 63.43% |
Date | Value |
---|---|
March 31, 2022 | 63.43% |
February 28, 2022 | 63.43% |
January 31, 2022 | 63.43% |
December 31, 2021 | 63.43% |
November 30, 2021 | 63.43% |
October 31, 2021 | 63.43% |
September 30, 2021 | 63.43% |
August 31, 2021 | 63.43% |
July 31, 2021 | 63.43% |
June 30, 2021 | 63.43% |
May 31, 2021 | 63.43% |
April 30, 2021 | 63.43% |
March 31, 2021 | 63.43% |
February 28, 2021 | 63.43% |
January 31, 2021 | 63.43% |
December 31, 2020 | 63.43% |
November 30, 2020 | 63.43% |
October 31, 2020 | 63.43% |
September 30, 2020 | 63.43% |
August 31, 2020 | 56.42% |
July 31, 2020 | 54.51% |
June 30, 2020 | 53.74% |
May 31, 2020 | 52.92% |
April 30, 2020 | 52.92% |
March 31, 2020 | 45.81% |
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
40.94%
Minimum
May 2019
63.43%
Maximum
Sep 2020
58.61%
Average
63.43%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Willis Towers Watson PLC | 32.95% |
Argo Blockchain PLC | -- |
IX Acquisition Corp | -- |
ClimateRock | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.055 |
Beta (5Y) | 0.6218 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.97% |
Historical Sharpe Ratio (5Y) | 0.0928 |
Historical Sortino (5Y) | 0.161 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.90% |