HKT Trust and HKT Ltd (HKTTY)
11.90
-0.11
(-0.92%)
USD |
OTCM |
May 28, 15:49
HKT Trust and HKT Max Drawdown (5Y): 27.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 27.84% |
| March 31, 2024 | 27.84% |
| February 29, 2024 | 27.84% |
| January 31, 2024 | 27.84% |
| December 31, 2023 | 27.84% |
| November 30, 2023 | 27.84% |
| October 31, 2023 | 27.84% |
| September 30, 2023 | 27.84% |
| August 31, 2023 | 27.84% |
| July 31, 2023 | 27.84% |
| June 30, 2023 | 27.84% |
| May 31, 2023 | 27.84% |
| April 30, 2023 | 27.84% |
| March 31, 2023 | 27.84% |
| February 28, 2023 | 27.84% |
| January 31, 2023 | 27.84% |
| December 31, 2022 | 27.84% |
| November 30, 2022 | 27.84% |
| October 31, 2022 | 26.02% |
| September 30, 2022 | 21.24% |
| August 31, 2022 | 21.24% |
| July 31, 2022 | 21.24% |
| June 30, 2022 | 21.24% |
| May 31, 2022 | 21.24% |
| April 30, 2022 | 21.24% |
| Date | Value |
|---|---|
| March 31, 2022 | 21.24% |
| February 28, 2022 | 21.24% |
| January 31, 2022 | 21.24% |
| December 31, 2021 | 21.24% |
| November 30, 2021 | 21.24% |
| October 31, 2021 | 21.24% |
| September 30, 2021 | 21.24% |
| August 31, 2021 | 21.24% |
| July 31, 2021 | 21.24% |
| June 30, 2021 | 21.24% |
| May 31, 2021 | 21.24% |
| April 30, 2021 | 21.24% |
| March 31, 2021 | 21.24% |
| February 28, 2021 | 21.24% |
| January 31, 2021 | 21.24% |
| December 31, 2020 | 19.60% |
| November 30, 2020 | 19.60% |
| October 31, 2020 | 19.60% |
| September 30, 2020 | 19.60% |
| August 31, 2020 | 19.60% |
| July 31, 2020 | 19.60% |
| June 30, 2020 | 19.60% |
| May 31, 2020 | 19.60% |
| April 30, 2020 | 19.60% |
| March 31, 2020 | 19.60% |
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
17.07%
Minimum
May 2019
27.84%
Maximum
Nov 2022
22.33%
Average
21.24%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| PCCW Ltd | 31.15% |
| APT Satellite Holdings Ltd | 76.84% |
| iClick Interactive Asia Group Ltd | 99.36% |
| Ucloudlink Group Inc | -- |
| VS Media Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.535 |
| Beta (5Y) | 0.5278 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.11% |
| Historical Sharpe Ratio (5Y) | -0.2135 |
| Historical Sortino (5Y) | -0.3422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.67% |