Henderson Land Development Co. Ltd. (HLDCY)
3.87
-0.03
(-0.77%)
USD |
OTCM |
Jun 01, 16:00
Henderson Land Development Max Drawdown (5Y) : 54.42% for May 31, 2026
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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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| Poly Property Group Co., Ltd. | 48.20% |
| China Overseas Land & Investment Ltd. | 88.58% |
| Shenzhen Investment Ltd. | 68.06% |
| CK Asset Holdings Ltd. | 47.76% |
| Asia Standard International Group Ltd. | 76.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.776 |
| Beta (5Y) | 0.6019 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.17% |
| Historical Sharpe Ratio (5Y) | -0.0491 |
| Historical Sortino (5Y) | -0.0923 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.47% |