The Hongkong and Shanghai Hotels Ltd (HKSHY)
14.40
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Hongkong and Shanghai Hotels Max Drawdown (5Y): 58.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.56% |
March 31, 2024 | 58.56% |
February 29, 2024 | 58.56% |
January 31, 2024 | 58.56% |
December 31, 2023 | 58.56% |
November 30, 2023 | 58.56% |
October 31, 2023 | 58.56% |
September 30, 2023 | 58.56% |
August 31, 2023 | 58.56% |
July 31, 2023 | 58.56% |
June 30, 2023 | 58.56% |
May 31, 2023 | 58.56% |
April 30, 2023 | 58.56% |
March 31, 2023 | 58.56% |
February 28, 2023 | 58.56% |
January 31, 2023 | 58.56% |
December 31, 2022 | 58.56% |
November 30, 2022 | 58.56% |
October 31, 2022 | 58.56% |
September 30, 2022 | 58.56% |
August 31, 2022 | 58.56% |
July 31, 2022 | 58.56% |
June 30, 2022 | 58.56% |
May 31, 2022 | 58.56% |
April 30, 2022 | 58.56% |
Date | Value |
---|---|
March 31, 2022 | 58.56% |
February 28, 2022 | 58.56% |
January 31, 2022 | 58.56% |
December 31, 2021 | 58.56% |
November 30, 2021 | 58.56% |
October 31, 2021 | 58.56% |
September 30, 2021 | 58.56% |
August 31, 2021 | 58.56% |
July 31, 2021 | 58.56% |
June 30, 2021 | 58.56% |
May 31, 2021 | 58.56% |
April 30, 2021 | 58.56% |
March 31, 2021 | 58.56% |
February 28, 2021 | 58.56% |
January 31, 2021 | 58.56% |
December 31, 2020 | 58.56% |
November 30, 2020 | 58.56% |
October 31, 2020 | 58.56% |
September 30, 2020 | 58.56% |
August 31, 2020 | 58.18% |
July 31, 2020 | 57.21% |
June 30, 2020 | 57.21% |
May 31, 2020 | 57.21% |
April 30, 2020 | 57.21% |
March 31, 2020 | 57.21% |
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
35.09%
Minimum
May 2019
58.56%
Maximum
Sep 2020
56.21%
Average
58.56%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.25 |
Beta (5Y) | 0.1875 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.82% |
Historical Sharpe Ratio (5Y) | -0.6365 |
Historical Sortino (5Y) | -0.8501 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.39% |