HUTCHMED (China) Ltd (HCM)
16.75
-0.10
(-0.59%)
USD |
NASDAQ |
Nov 15, 16:00
16.75
0.00 (0.00%)
After-Hours: 16:43
HUTCHMED Max Drawdown (5Y): 82.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.18% |
| September 30, 2024 | 82.18% |
| August 31, 2024 | 82.18% |
| July 31, 2024 | 82.18% |
| June 30, 2024 | 82.18% |
| May 31, 2024 | 82.18% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
58.26%
Minimum
Nov 2019
82.18%
Maximum
Oct 2022
72.18%
Average
72.69%
Median
Max Drawdown (5Y) Benchmarks
| Takeda Pharmaceutical Co Ltd | 54.24% |
| AstraZeneca PLC | 24.93% |
| Sino Biopharmaceutical Ltd | 77.78% |
| Regencell Bioscience Holdings Ltd | -- |
| Prenetics Global Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.25 |
| Beta (5Y) | 0.8459 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.87% |
| Historical Sharpe Ratio (5Y) | -0.0539 |
| Historical Sortino (5Y) | -0.0904 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.28% |