Hilan Ltd (HLTEF)
62.75
0.00 (0.00%)
USD |
OTCM |
May 24, 16:00
Hilan Max Drawdown (5Y): 27.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 27.70% |
| March 31, 2024 | 27.70% |
| February 29, 2024 | 27.70% |
| January 31, 2024 | 27.70% |
| December 31, 2023 | 27.70% |
| November 30, 2023 | 27.70% |
| October 31, 2023 | 27.70% |
| September 30, 2023 | 27.70% |
| August 31, 2023 | 27.70% |
| July 31, 2023 | 27.70% |
| June 30, 2023 | 27.70% |
| May 31, 2023 | 27.70% |
| April 30, 2023 | 21.96% |
| March 31, 2023 | 21.96% |
| February 28, 2023 | 21.96% |
| January 31, 2023 | 21.96% |
| December 31, 2022 | 19.18% |
| November 30, 2022 | 19.18% |
| October 31, 2022 | 19.18% |
| September 30, 2022 | 19.18% |
| August 31, 2022 | 19.18% |
| July 31, 2022 | 19.18% |
| June 30, 2022 | 19.18% |
| May 31, 2022 | 19.18% |
| April 30, 2022 | 19.18% |
| Date | Value |
|---|---|
| March 31, 2022 | 19.18% |
| February 28, 2022 | 19.18% |
| January 31, 2022 | 19.18% |
| December 31, 2021 | 19.18% |
| November 30, 2021 | 19.18% |
| October 31, 2021 | 19.18% |
| September 30, 2021 | 19.18% |
| August 31, 2021 | 19.18% |
| July 31, 2021 | 19.18% |
| June 30, 2021 | 19.18% |
| May 31, 2021 | 19.18% |
| April 30, 2021 | 19.18% |
| March 31, 2021 | 19.18% |
| February 28, 2021 | 19.18% |
| January 31, 2021 | 19.18% |
| December 31, 2020 | 19.18% |
| November 30, 2020 | 19.18% |
| October 31, 2020 | 19.18% |
| September 30, 2020 | 19.18% |
| August 31, 2020 | 19.18% |
| July 31, 2020 | 19.18% |
| June 30, 2020 | 19.18% |
| May 31, 2020 | 19.18% |
| April 30, 2020 | 19.18% |
| March 31, 2020 | 19.18% |
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
19.18%
Minimum
Jan 2020
38.27%
Maximum
May 2019
23.35%
Average
19.18%
Median
Jan 2020
Max Drawdown (5Y) Benchmarks
| Formula Systems (1985) Ltd | 54.38% |
| Magic Software Enterprises Ltd | 63.91% |
| Nayax Ltd | -- |
| SatixFy Communications Ltd | -- |
| Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.19 |
| Beta (5Y) | 0.0677 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.49% |
| Historical Sharpe Ratio (5Y) | 0.7982 |
| Historical Sortino (5Y) | 1.267 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.10% |