Hong Kong Technology Venture Co Ltd (HKTVY)
3.75
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Hong Kong Technology Venture Max Drawdown (5Y): 90.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.73% |
| March 31, 2024 | 89.89% |
| February 29, 2024 | 88.09% |
| January 31, 2024 | 87.71% |
| December 31, 2023 | 84.13% |
| November 30, 2023 | 84.13% |
| October 31, 2023 | 82.57% |
| September 30, 2023 | 81.99% |
| August 31, 2023 | 78.49% |
| July 31, 2023 | 73.23% |
| June 30, 2023 | 73.23% |
| May 31, 2023 | 73.23% |
| April 30, 2023 | 73.05% |
| March 31, 2023 | 73.05% |
| February 28, 2023 | 73.05% |
| January 31, 2023 | 73.05% |
| December 31, 2022 | 73.05% |
| November 30, 2022 | 73.05% |
| October 31, 2022 | 73.05% |
| September 30, 2022 | 72.43% |
| August 31, 2022 | 72.43% |
| July 31, 2022 | 68.67% |
| June 30, 2022 | 62.94% |
| May 31, 2022 | 62.94% |
| April 30, 2022 | 61.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 59.63% |
| February 28, 2022 | 63.76% |
| January 31, 2022 | 69.77% |
| December 31, 2021 | 69.77% |
| November 30, 2021 | 71.89% |
| October 31, 2021 | 72.82% |
| September 30, 2021 | 73.75% |
| August 31, 2021 | 74.28% |
| July 31, 2021 | 74.28% |
| June 30, 2021 | 74.28% |
| May 31, 2021 | 74.28% |
| April 30, 2021 | 74.28% |
| March 31, 2021 | 74.28% |
| February 28, 2021 | 74.28% |
| January 31, 2021 | 74.28% |
| December 31, 2020 | 74.28% |
| November 30, 2020 | 74.77% |
| October 31, 2020 | 75.11% |
| September 30, 2020 | 75.11% |
| August 31, 2020 | 75.11% |
| July 31, 2020 | 75.11% |
| June 30, 2020 | 75.11% |
| May 31, 2020 | 75.11% |
| April 30, 2020 | 75.11% |
| March 31, 2020 | 75.11% |
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
59.63%
Minimum
Mar 2022
90.73%
Maximum
Apr 2024
74.60%
Average
74.28%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.82 |
| Beta (5Y) | 0.2017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.99% |
| Historical Sharpe Ratio (5Y) | -0.2746 |
| Historical Sortino (5Y) | -0.6439 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.57% |