Highest Performances Holdings Inc (HPH)

0.2736 0.00 (0.00%) USD  |  NASDAQ  |  Dec 17, 16:00
0.2732 0.00 (0.00%) After-Hours: 20:00
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Highest Performances Holdings Max Drawdown (5Y): 96.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Tian Ruixiang Holdings Ltd --
AIX Inc 94.94%
The9 Ltd 99.57%
UP Fintech Holding Ltd 93.65%
Top KingWin Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -40.08
Beta (5Y) -0.2577
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 84.64%
Historical Sharpe Ratio (5Y) -0.5141
Historical Sortino (5Y) -0.7324
Monthly Value at Risk (VaR) 5% (5Y Lookback) 47.61%