Hang Lung Group Ltd (HNLGY)
5.95
+0.06
(+1.02%)
USD |
OTCM |
May 02, 16:00
Hang Lung Group Max Drawdown (5Y): 59.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.86% |
March 31, 2024 | 59.86% |
February 29, 2024 | 59.86% |
January 31, 2024 | 59.86% |
December 31, 2023 | 59.86% |
November 30, 2023 | 59.86% |
October 31, 2023 | 59.86% |
September 30, 2023 | 59.86% |
August 31, 2023 | 59.86% |
July 31, 2023 | 59.86% |
June 30, 2023 | 59.86% |
May 31, 2023 | 59.86% |
April 30, 2023 | 59.86% |
March 31, 2023 | 59.86% |
February 28, 2023 | 59.86% |
January 31, 2023 | 59.86% |
December 31, 2022 | 59.86% |
November 30, 2022 | 59.86% |
October 31, 2022 | 59.86% |
September 30, 2022 | 56.81% |
August 31, 2022 | 56.81% |
July 31, 2022 | 56.81% |
June 30, 2022 | 56.81% |
May 31, 2022 | 56.81% |
April 30, 2022 | 56.81% |
Date | Value |
---|---|
March 31, 2022 | 56.81% |
February 28, 2022 | 56.81% |
January 31, 2022 | 56.81% |
December 31, 2021 | 56.81% |
November 30, 2021 | 56.81% |
October 31, 2021 | 56.81% |
September 30, 2021 | 56.81% |
August 31, 2021 | 56.81% |
July 31, 2021 | 56.81% |
June 30, 2021 | 56.81% |
May 31, 2021 | 56.81% |
April 30, 2021 | 56.81% |
March 31, 2021 | 57.63% |
February 28, 2021 | 57.63% |
January 31, 2021 | 57.63% |
December 31, 2020 | 58.56% |
November 30, 2020 | 60.90% |
October 31, 2020 | 60.90% |
September 30, 2020 | 60.90% |
August 31, 2020 | 60.90% |
July 31, 2020 | 60.90% |
June 30, 2020 | 60.90% |
May 31, 2020 | 60.90% |
April 30, 2020 | 60.90% |
March 31, 2020 | 60.90% |
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
56.81%
Minimum
Apr 2021
60.90%
Maximum
May 2019
59.14%
Average
59.86%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 35.49% |
Sino Land Co Ltd | 45.89% |
The Wharf (Holdings) Ltd | 85.66% |
Tian An China Investments Co Ltd | 36.84% |
Kerry Properties Ltd | 51.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.90 |
Beta (5Y) | 0.3263 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.31% |
Historical Sharpe Ratio (5Y) | -0.628 |
Historical Sortino (5Y) | -0.8856 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |