Henderson Land Development Co Ltd (HLDCY)
2.60
-0.07
(-2.62%)
USD |
OTCM |
Apr 15, 16:00
Henderson Land Development Max Drawdown (5Y): 46.98% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Champion Real Estate Investment Trust | 73.51% |
| Sun Hung Kai Properties Ltd | 39.34% |
| China Dili Group | 99.97% |
| Hang Lung Properties Ltd | 70.21% |
| Hang Lung Group Ltd | 61.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.07 |
| Beta (5Y) | 0.5074 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.14% |
| Historical Sharpe Ratio (5Y) | -0.0749 |
| Historical Sortino (5Y) | -0.1346 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.09% |