HKT Trust and HKT Ltd (HKTTF)
1.31
+0.45
(+52.28%)
USD |
OTCM |
Sep 19, 16:00
HKT Trust and HKT Max Drawdown (5Y): 39.18% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 39.18% |
| July 31, 2024 | 39.18% |
| June 30, 2024 | 24.03% |
| May 31, 2024 | 24.03% |
| April 30, 2024 | 24.03% |
| March 31, 2024 | 24.03% |
| February 29, 2024 | 24.03% |
| January 31, 2024 | 24.03% |
| December 31, 2023 | 24.03% |
| November 30, 2023 | 24.03% |
| October 31, 2023 | 24.03% |
| September 30, 2023 | 24.03% |
| August 31, 2023 | 24.03% |
| July 31, 2023 | 22.46% |
| June 30, 2023 | 22.46% |
| May 31, 2023 | 22.46% |
| April 30, 2023 | 22.46% |
| March 31, 2023 | 22.46% |
| February 28, 2023 | 22.46% |
| January 31, 2023 | 22.46% |
| December 31, 2022 | 22.46% |
| November 30, 2022 | 22.46% |
| October 31, 2022 | 22.46% |
| September 30, 2022 | 22.46% |
| August 31, 2022 | 23.64% |
| Date | Value |
|---|---|
| July 31, 2022 | 23.64% |
| June 30, 2022 | 24.94% |
| May 31, 2022 | 24.94% |
| April 30, 2022 | 24.94% |
| March 31, 2022 | 24.94% |
| February 28, 2022 | 24.94% |
| January 31, 2022 | 24.94% |
| December 31, 2021 | 24.94% |
| November 30, 2021 | 24.94% |
| October 31, 2021 | 24.94% |
| September 30, 2021 | 26.06% |
| August 31, 2021 | 26.06% |
| July 31, 2021 | 26.06% |
| June 30, 2021 | 26.06% |
| May 31, 2021 | 26.06% |
| April 30, 2021 | 26.06% |
| March 31, 2021 | 26.06% |
| February 28, 2021 | 26.06% |
| January 31, 2021 | 26.06% |
| December 31, 2020 | 26.06% |
| November 30, 2020 | 26.06% |
| October 31, 2020 | 26.06% |
| September 30, 2020 | 26.06% |
| August 31, 2020 | 26.06% |
| July 31, 2020 | 26.06% |
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
22.46%
Minimum
Sep 2022
39.18%
Maximum
Jul 2024
25.22%
Average
24.94%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| PCCW Ltd | 36.79% |
| iClick Interactive Asia Group Ltd | 99.36% |
| Ucloudlink Group Inc | -- |
| VS Media Holdings Ltd | -- |
| QMMM Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.56 |
| Beta (5Y) | 0.3123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.85% |
| Historical Sharpe Ratio (5Y) | -0.348 |
| Historical Sortino (5Y) | -0.3839 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.59% |