Hang Lung Properties Ltd (HLPPY)
5.14
-0.05
(-0.96%)
USD |
OTCM |
May 22, 16:00
Hang Lung Properties Max Drawdown (5Y): 58.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.51% |
| March 31, 2024 | 58.34% |
| February 29, 2024 | 58.26% |
| January 31, 2024 | 53.64% |
| December 31, 2023 | 53.13% |
| November 30, 2023 | 53.13% |
| October 31, 2023 | 53.13% |
| September 30, 2023 | 53.13% |
| August 31, 2023 | 53.13% |
| July 31, 2023 | 53.13% |
| June 30, 2023 | 53.13% |
| May 31, 2023 | 53.13% |
| April 30, 2023 | 53.13% |
| March 31, 2023 | 53.13% |
| February 28, 2023 | 53.13% |
| January 31, 2023 | 53.13% |
| December 31, 2022 | 53.13% |
| November 30, 2022 | 53.13% |
| October 31, 2022 | 51.86% |
| September 30, 2022 | 39.89% |
| August 31, 2022 | 39.89% |
| July 31, 2022 | 39.89% |
| June 30, 2022 | 39.89% |
| May 31, 2022 | 39.89% |
| April 30, 2022 | 39.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 39.89% |
| February 28, 2022 | 39.89% |
| January 31, 2022 | 39.89% |
| December 31, 2021 | 39.89% |
| November 30, 2021 | 39.89% |
| October 31, 2021 | 39.89% |
| September 30, 2021 | 41.67% |
| August 31, 2021 | 41.67% |
| July 31, 2021 | 41.67% |
| June 30, 2021 | 41.67% |
| May 31, 2021 | 41.67% |
| April 30, 2021 | 44.95% |
| March 31, 2021 | 48.28% |
| February 28, 2021 | 50.79% |
| January 31, 2021 | 51.12% |
| December 31, 2020 | 51.12% |
| November 30, 2020 | 58.46% |
| October 31, 2020 | 58.46% |
| September 30, 2020 | 58.46% |
| August 31, 2020 | 58.46% |
| July 31, 2020 | 58.46% |
| June 30, 2020 | 58.46% |
| May 31, 2020 | 58.46% |
| April 30, 2020 | 58.46% |
| March 31, 2020 | 58.46% |
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
39.89%
Minimum
Oct 2021
58.51%
Maximum
Apr 2024
51.14%
Average
53.13%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Sun Hung Kai Properties Ltd | 35.49% |
| Sino Land Co Ltd | 45.89% |
| Kerry Properties Ltd | 62.50% |
| The Wharf (Holdings) Ltd | 85.66% |
| Tian An China Investments Co Ltd | 36.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.71 |
| Beta (5Y) | 0.2656 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.78% |
| Historical Sharpe Ratio (5Y) | -0.4081 |
| Historical Sortino (5Y) | -0.7128 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.43% |