HSBC Holdings PLC (HSBC)
46.64
+0.46
(+1.00%)
USD |
NYSE |
Nov 04, 16:00
46.70
+0.06
(+0.13%)
After-Hours: 20:00
HSBC Holdings Max Drawdown (5Y): 63.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 63.37% |
September 30, 2024 | 63.37% |
August 31, 2024 | 63.37% |
July 31, 2024 | 63.37% |
June 30, 2024 | 63.37% |
May 31, 2024 | 63.37% |
April 30, 2024 | 63.37% |
March 31, 2024 | 63.37% |
February 29, 2024 | 63.37% |
January 31, 2024 | 63.37% |
December 31, 2023 | 63.37% |
November 30, 2023 | 63.37% |
October 31, 2023 | 63.37% |
September 30, 2023 | 63.37% |
August 31, 2023 | 63.37% |
July 31, 2023 | 63.37% |
June 30, 2023 | 63.37% |
May 31, 2023 | 63.37% |
April 30, 2023 | 63.37% |
March 31, 2023 | 63.37% |
February 28, 2023 | 63.37% |
January 31, 2023 | 63.37% |
December 31, 2022 | 63.37% |
November 30, 2022 | 63.37% |
October 31, 2022 | 63.37% |
Date | Value |
---|---|
September 30, 2022 | 63.37% |
August 31, 2022 | 63.37% |
July 31, 2022 | 63.37% |
June 30, 2022 | 63.37% |
May 31, 2022 | 63.37% |
April 30, 2022 | 63.37% |
March 31, 2022 | 63.37% |
February 28, 2022 | 63.37% |
January 31, 2022 | 63.37% |
December 31, 2021 | 63.37% |
November 30, 2021 | 63.37% |
October 31, 2021 | 63.37% |
September 30, 2021 | 63.37% |
August 31, 2021 | 63.37% |
July 31, 2021 | 63.37% |
June 30, 2021 | 63.37% |
May 31, 2021 | 63.37% |
April 30, 2021 | 63.37% |
March 31, 2021 | 63.37% |
February 28, 2021 | 63.37% |
January 31, 2021 | 63.37% |
December 31, 2020 | 63.37% |
November 30, 2020 | 63.37% |
October 31, 2020 | 63.37% |
September 30, 2020 | 63.37% |
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
41.18%
Minimum
Nov 2019
63.37%
Maximum
Sep 2020
60.75%
Average
63.37%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Barclays PLC | 76.01% |
Lloyds Banking Group PLC | 71.47% |
NatWest Group PLC | 75.68% |
JPMorgan Chase & Co | 43.62% |
Banco Santander SA | 73.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7122 |
Beta (5Y) | 0.5776 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.86% |
Historical Sharpe Ratio (5Y) | 0.2259 |
Historical Sortino (5Y) | 0.3893 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.38% |