HK Electric Investments & HK Electric Investments Ltd. (HKCVF)
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Oct 05, 16:00
HK Electric Investments & HK Electric Investments Max Drawdown (5Y) : 44.25% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 44.25% |
| August 31, 2026 | 44.25% |
| July 31, 2026 | 44.25% |
| June 30, 2026 | 44.25% |
| May 31, 2026 | 44.25% |
| April 30, 2026 | 44.25% |
| March 31, 2026 | 44.25% |
| February 28, 2026 | 44.25% |
| January 31, 2026 | 44.25% |
| December 31, 2025 | 44.25% |
| November 30, 2025 | 44.25% |
| October 31, 2025 | 44.25% |
| September 30, 2025 | 44.25% |
| August 31, 2025 | 44.25% |
| July 31, 2025 | 44.25% |
| June 30, 2025 | 44.25% |
| May 31, 2025 | 44.25% |
| April 30, 2025 | 44.25% |
| March 31, 2025 | 44.25% |
| February 28, 2025 | 44.25% |
| January 31, 2025 | 44.25% |
| December 31, 2024 | 44.25% |
| November 30, 2024 | 44.25% |
| October 31, 2024 | 44.25% |
| September 30, 2024 | 44.25% |
| Date | Value |
|---|---|
| August 31, 2024 | 44.25% |
| July 31, 2024 | 44.25% |
| June 30, 2024 | 44.25% |
| May 31, 2024 | 44.25% |
| April 30, 2024 | 44.25% |
| March 31, 2024 | 44.25% |
| February 29, 2024 | 44.25% |
| January 31, 2024 | 44.25% |
| December 31, 2023 | 44.25% |
| November 30, 2023 | 43.98% |
| October 31, 2023 | 43.98% |
| September 30, 2023 | 43.98% |
| August 31, 2023 | 43.98% |
| July 31, 2023 | 43.98% |
| June 30, 2023 | 43.98% |
| May 31, 2023 | 43.98% |
| April 30, 2023 | 43.98% |
| March 31, 2023 | 43.98% |
| February 28, 2023 | 43.98% |
| January 31, 2023 | 43.98% |
| December 31, 2022 | 43.98% |
| November 30, 2022 | 43.98% |
| October 31, 2022 | 43.98% |
| September 30, 2022 | 41.65% |
| August 31, 2022 | 36.95% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Power Assets Holdings Ltd. | 31.08% |
| CLP Holdings Ltd. | 38.58% |
| Endesa SA | 50.38% |
| Mercury NZ Ltd. | 47.81% |
| American Electric Power Co., Inc. | 29.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.880 |
| Beta (5Y) | 0.2545 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.36% |
| Historical Sharpe Ratio (5Y) | -0.2284 |
| Historical Sortino (5Y) | -0.3131 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.43% |