HSBC Holdings PLC (HSBC)

48.27 +0.12 (+0.25%) USD  |  NYSE  |  Dec 20, 16:00
48.29 +0.02 (+0.04%) After-Hours: 20:00
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HSBC Holdings Max Drawdown (5Y): 63.37% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Barclays PLC 76.01%
Lloyds Banking Group PLC 71.93%
NatWest Group PLC 75.68%
Banco Santander SA 73.82%
JPMorgan Chase & Co 43.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.1442
Beta (5Y) 0.5803
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.82%
Historical Sharpe Ratio (5Y) 0.2551
Historical Sortino (5Y) 0.4371
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.38%