HUTCHMED (China) Ltd (HCM)
20.17
-0.79
(-3.77%)
USD |
NASDAQ |
May 17, 16:00
20.28
+0.11
(+0.55%)
After-Hours: 20:00
HUTCHMED Max Drawdown (5Y): 82.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 82.18% |
| March 31, 2024 | 82.18% |
| February 29, 2024 | 82.18% |
| January 31, 2024 | 82.18% |
| December 31, 2023 | 82.18% |
| November 30, 2023 | 82.18% |
| October 31, 2023 | 82.18% |
| September 30, 2023 | 82.18% |
| August 31, 2023 | 82.18% |
| July 31, 2023 | 82.18% |
| June 30, 2023 | 82.18% |
| May 31, 2023 | 82.18% |
| April 30, 2023 | 82.18% |
| March 31, 2023 | 82.18% |
| February 28, 2023 | 82.18% |
| January 31, 2023 | 82.18% |
| December 31, 2022 | 82.18% |
| November 30, 2022 | 82.18% |
| October 31, 2022 | 82.18% |
| September 30, 2022 | 80.00% |
| August 31, 2022 | 80.00% |
| July 31, 2022 | 80.00% |
| June 30, 2022 | 80.00% |
| May 31, 2022 | 80.00% |
| April 30, 2022 | 65.39% |
| Date | Value |
|---|---|
| March 31, 2022 | 63.86% |
| February 28, 2022 | 63.07% |
| January 31, 2022 | 63.07% |
| December 31, 2021 | 63.07% |
| November 30, 2021 | 63.07% |
| October 31, 2021 | 63.07% |
| September 30, 2021 | 63.07% |
| August 31, 2021 | 63.07% |
| July 31, 2021 | 63.07% |
| June 30, 2021 | 63.07% |
| May 31, 2021 | 63.07% |
| April 30, 2021 | 63.07% |
| March 31, 2021 | 63.07% |
| February 28, 2021 | 63.07% |
| January 31, 2021 | 63.07% |
| December 31, 2020 | 63.07% |
| November 30, 2020 | 63.07% |
| October 31, 2020 | 63.07% |
| September 30, 2020 | 63.07% |
| August 31, 2020 | 63.07% |
| July 31, 2020 | 63.07% |
| June 30, 2020 | 63.07% |
| May 31, 2020 | 63.07% |
| April 30, 2020 | 63.07% |
| March 31, 2020 | 63.07% |
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
48.29%
Minimum
May 2019
82.18%
Maximum
Oct 2022
69.20%
Average
63.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.89 |
| Beta (5Y) | 0.7705 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.49% |
| Historical Sharpe Ratio (5Y) | -0.1809 |
| Historical Sortino (5Y) | -0.3054 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.60% |