Highest Performances Holdings Inc (HPH)
0.3261
-0.01
(-4.09%)
USD |
NASDAQ |
Nov 15, 16:00
0.3255
0.00 (0.00%)
After-Hours: 20:00
Highest Performances Holdings Max Drawdown (5Y): 95.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.49% |
| September 30, 2024 | 93.98% |
| August 31, 2024 | 85.10% |
| July 31, 2024 | 85.10% |
| June 30, 2024 | 85.10% |
| May 31, 2024 | 85.10% |
| April 30, 2024 | 85.10% |
| March 31, 2024 | 85.10% |
| February 29, 2024 | 85.10% |
| January 31, 2024 | 85.10% |
| December 31, 2023 | 85.10% |
| November 30, 2023 | 75.86% |
| October 31, 2023 | 74.28% |
| September 30, 2023 | 74.28% |
| August 31, 2023 | 74.28% |
| July 31, 2023 | 74.28% |
| June 30, 2023 | 74.28% |
| May 31, 2023 | 74.28% |
| April 30, 2023 | 74.28% |
| March 31, 2023 | 74.28% |
| February 28, 2023 | 74.28% |
| January 31, 2023 | 74.28% |
| December 31, 2022 | 74.28% |
| November 30, 2022 | 74.28% |
| October 31, 2022 | 74.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.28% |
| August 31, 2022 | 74.28% |
| July 31, 2022 | 74.28% |
| June 30, 2022 | 74.28% |
| May 31, 2022 | 74.28% |
| April 30, 2022 | 74.28% |
| March 31, 2022 | 74.28% |
| February 28, 2022 | 74.28% |
| January 31, 2022 | 74.28% |
| December 31, 2021 | 74.28% |
| November 30, 2021 | 74.28% |
| October 31, 2021 | 74.28% |
| September 30, 2021 | 74.28% |
| August 31, 2021 | 74.28% |
| July 31, 2021 | 74.28% |
| June 30, 2021 | 74.28% |
| May 31, 2021 | 74.28% |
| April 30, 2021 | 74.28% |
| March 31, 2021 | 70.90% |
| February 28, 2021 | 70.90% |
| January 31, 2021 | 70.90% |
| December 31, 2020 | 70.90% |
| November 30, 2020 | 70.90% |
| October 31, 2020 | 70.90% |
| September 30, 2020 | 70.90% |
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
70.90%
Minimum
Nov 2019
95.49%
Maximum
Oct 2024
75.65%
Average
74.28%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Tian Ruixiang Holdings Ltd | -- |
| AIX Inc | 94.86% |
| The9 Ltd | 99.57% |
| UP Fintech Holding Ltd | 93.65% |
| Top KingWin Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.94 |
| Beta (5Y) | -0.226 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.42% |
| Historical Sharpe Ratio (5Y) | -0.5263 |
| Historical Sortino (5Y) | -0.7807 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.73% |