The Hongkong and Shanghai Hotels Ltd (HKSHF)
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Jun 21, 16:00
Hongkong and Shanghai Hotels Max Drawdown (5Y): 60.34% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 60.34% |
April 30, 2024 | 60.34% |
March 31, 2024 | 60.34% |
February 29, 2024 | 60.34% |
January 31, 2024 | 60.34% |
December 31, 2023 | 60.34% |
November 30, 2023 | 60.34% |
October 31, 2023 | 60.34% |
September 30, 2023 | 60.34% |
August 31, 2023 | 60.34% |
July 31, 2023 | 60.34% |
June 30, 2023 | 60.34% |
May 31, 2023 | 60.34% |
April 30, 2023 | 60.34% |
March 31, 2023 | 60.34% |
February 28, 2023 | 60.34% |
January 31, 2023 | 60.34% |
December 31, 2022 | 60.34% |
November 30, 2022 | 60.34% |
October 31, 2022 | 60.34% |
September 30, 2022 | 60.34% |
August 31, 2022 | 60.34% |
July 31, 2022 | 60.34% |
June 30, 2022 | 60.34% |
May 31, 2022 | 60.34% |
Date | Value |
---|---|
April 30, 2022 | 60.34% |
March 31, 2022 | 60.34% |
February 28, 2022 | 60.34% |
January 31, 2022 | 60.34% |
December 31, 2021 | 60.34% |
November 30, 2021 | 60.34% |
October 31, 2021 | 60.34% |
September 30, 2021 | 60.34% |
August 31, 2021 | 60.34% |
July 31, 2021 | 60.34% |
June 30, 2021 | 60.34% |
May 31, 2021 | 60.34% |
April 30, 2021 | 60.34% |
March 31, 2021 | 60.34% |
February 28, 2021 | 60.34% |
January 31, 2021 | 60.34% |
December 31, 2020 | 60.34% |
November 30, 2020 | 60.34% |
October 31, 2020 | 60.34% |
September 30, 2020 | 55.85% |
August 31, 2020 | 55.58% |
July 31, 2020 | 55.58% |
June 30, 2020 | 55.13% |
May 31, 2020 | 55.13% |
April 30, 2020 | 55.13% |
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
43.50%
Minimum
Jun 2019
60.34%
Maximum
Oct 2020
58.23%
Average
60.34%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.81 |
Beta (5Y) | 0.0337 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.81% |
Historical Sharpe Ratio (5Y) | -0.4608 |
Historical Sortino (5Y) | -0.6988 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.06% |