Hengan International Group Co Ltd (HEGIY)
17.43
+0.21
(+1.22%)
USD |
OTCM |
May 08, 13:38
Hengan International Group Max Drawdown (5Y): 62.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.16% |
March 31, 2024 | 62.16% |
February 29, 2024 | 59.90% |
January 31, 2024 | 59.90% |
December 31, 2023 | 59.90% |
November 30, 2023 | 59.90% |
October 31, 2023 | 59.90% |
September 30, 2023 | 58.64% |
August 31, 2023 | 56.58% |
July 31, 2023 | 56.58% |
June 30, 2023 | 56.58% |
May 31, 2023 | 56.58% |
April 30, 2023 | 56.58% |
March 31, 2023 | 56.58% |
February 28, 2023 | 56.58% |
January 31, 2023 | 56.58% |
December 31, 2022 | 56.58% |
November 30, 2022 | 56.58% |
October 31, 2022 | 56.58% |
September 30, 2022 | 52.02% |
August 31, 2022 | 52.02% |
July 31, 2022 | 52.02% |
June 30, 2022 | 52.02% |
May 31, 2022 | 52.02% |
April 30, 2022 | 52.02% |
Date | Value |
---|---|
March 31, 2022 | 52.02% |
February 28, 2022 | 49.89% |
January 31, 2022 | 49.58% |
December 31, 2021 | 49.58% |
November 30, 2021 | 48.88% |
October 31, 2021 | 46.44% |
September 30, 2021 | 46.44% |
August 31, 2021 | 46.44% |
July 31, 2021 | 46.44% |
June 30, 2021 | 46.44% |
May 31, 2021 | 46.44% |
April 30, 2021 | 46.44% |
March 31, 2021 | 46.44% |
February 28, 2021 | 46.44% |
January 31, 2021 | 46.44% |
December 31, 2020 | 46.44% |
November 30, 2020 | 46.44% |
October 31, 2020 | 46.44% |
September 30, 2020 | 46.44% |
August 31, 2020 | 46.44% |
July 31, 2020 | 46.44% |
June 30, 2020 | 46.44% |
May 31, 2020 | 46.44% |
April 30, 2020 | 46.44% |
March 31, 2020 | 46.44% |
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
45.69%
Minimum
May 2019
62.16%
Maximum
Mar 2024
50.97%
Average
47.66%
Median
Max Drawdown (5Y) Benchmarks
Tantech Holdings Ltd | 99.94% |
51 Talk Online Education Group | 97.64% |
Shineco Inc | 99.65% |
TDH Holdings Inc | 99.69% |
Farmmi Inc | 99.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.22 |
Beta (5Y) | 0.2448 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.03% |
Historical Sharpe Ratio (5Y) | -0.6192 |
Historical Sortino (5Y) | -1.132 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.06% |