Power Assets Holdings Ltd (HGKGY)
6.13
+0.35
(+6.06%)
USD |
OTCM |
May 16, 15:59
Power Assets Holdings Max Drawdown (5Y): 31.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 31.43% |
March 31, 2024 | 31.43% |
February 29, 2024 | 31.43% |
January 31, 2024 | 31.43% |
December 31, 2023 | 31.43% |
November 30, 2023 | 31.43% |
October 31, 2023 | 31.43% |
September 30, 2023 | 31.43% |
August 31, 2023 | 31.43% |
July 31, 2023 | 31.43% |
June 30, 2023 | 31.43% |
May 31, 2023 | 31.43% |
April 30, 2023 | 31.43% |
March 31, 2023 | 31.43% |
February 28, 2023 | 31.43% |
January 31, 2023 | 31.43% |
December 31, 2022 | 31.43% |
November 30, 2022 | 31.43% |
October 31, 2022 | 31.43% |
September 30, 2022 | 31.43% |
August 31, 2022 | 31.43% |
July 31, 2022 | 31.43% |
June 30, 2022 | 31.43% |
May 31, 2022 | 31.43% |
April 30, 2022 | 31.43% |
Date | Value |
---|---|
March 31, 2022 | 31.43% |
February 28, 2022 | 31.43% |
January 31, 2022 | 31.43% |
December 31, 2021 | 31.43% |
November 30, 2021 | 31.43% |
October 31, 2021 | 31.43% |
September 30, 2021 | 31.43% |
August 31, 2021 | 31.43% |
July 31, 2021 | 31.43% |
June 30, 2021 | 31.43% |
May 31, 2021 | 31.43% |
April 30, 2021 | 31.43% |
March 31, 2021 | 31.43% |
February 28, 2021 | 31.43% |
January 31, 2021 | 31.43% |
December 31, 2020 | 31.43% |
November 30, 2020 | 31.43% |
October 31, 2020 | 31.43% |
September 30, 2020 | 31.43% |
August 31, 2020 | 31.43% |
July 31, 2020 | 31.43% |
June 30, 2020 | 31.43% |
May 31, 2020 | 31.43% |
April 30, 2020 | 31.43% |
March 31, 2020 | 31.43% |
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
17.97%
Minimum
May 2019
31.43%
Maximum
Mar 2020
29.19%
Average
31.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.059 |
Beta (5Y) | 0.5195 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.59% |
Historical Sharpe Ratio (5Y) | -0.0138 |
Historical Sortino (5Y) | -0.0192 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.92% |