HUTCHMED (China) Ltd (HCM)

14.90 -0.68 (-4.36%) USD  |  NASDAQ  |  Dec 16, 16:00
14.87 -0.03 (-0.20%) Pre-Market: 20:00
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HUTCHMED Max Drawdown (5Y): 82.18% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Takeda Pharmaceutical Co Ltd 54.24%
AstraZeneca PLC 27.87%
Sino Biopharmaceutical Ltd 77.78%
Regencell Bioscience Holdings Ltd --
Prenetics Global Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -19.65
Beta (5Y) 0.7814
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 61.90%
Historical Sharpe Ratio (5Y) -0.1489
Historical Sortino (5Y) -0.253
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.28%