Hang Seng Bank Ltd (HSNGY)
11.63
-0.16
(-1.36%)
USD |
OTCM |
Nov 26, 15:58
Hang Seng Bank Max Drawdown (5Y): 54.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.24% |
| September 30, 2024 | 54.24% |
| August 31, 2024 | 54.24% |
| July 31, 2024 | 54.24% |
| June 30, 2024 | 54.24% |
| May 31, 2024 | 54.24% |
| April 30, 2024 | 54.24% |
| March 31, 2024 | 54.24% |
| February 29, 2024 | 54.24% |
| January 31, 2024 | 54.24% |
| December 31, 2023 | 51.87% |
| November 30, 2023 | 50.67% |
| October 31, 2023 | 49.46% |
| September 30, 2023 | 47.07% |
| August 31, 2023 | 45.44% |
| July 31, 2023 | 43.44% |
| June 30, 2023 | 43.44% |
| May 31, 2023 | 43.44% |
| April 30, 2023 | 43.44% |
| March 31, 2023 | 43.44% |
| February 28, 2023 | 43.44% |
| January 31, 2023 | 43.44% |
| December 31, 2022 | 43.44% |
| November 30, 2022 | 43.44% |
| October 31, 2022 | 43.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.44% |
| August 31, 2022 | 43.44% |
| July 31, 2022 | 43.44% |
| June 30, 2022 | 43.44% |
| May 31, 2022 | 43.44% |
| April 30, 2022 | 43.44% |
| March 31, 2022 | 43.44% |
| February 28, 2022 | 43.44% |
| January 31, 2022 | 43.44% |
| December 31, 2021 | 43.44% |
| November 30, 2021 | 43.44% |
| October 31, 2021 | 43.44% |
| September 30, 2021 | 43.44% |
| August 31, 2021 | 43.44% |
| July 31, 2021 | 43.44% |
| June 30, 2021 | 43.44% |
| May 31, 2021 | 43.44% |
| April 30, 2021 | 43.44% |
| March 31, 2021 | 43.44% |
| February 28, 2021 | 43.44% |
| January 31, 2021 | 43.44% |
| December 31, 2020 | 43.44% |
| November 30, 2020 | 43.44% |
| October 31, 2020 | 43.44% |
| September 30, 2020 | 43.44% |
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
24.47%
Minimum
Nov 2019
54.24%
Maximum
Jan 2024
43.97%
Average
43.44%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.68 |
| Beta (5Y) | 0.2652 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.42% |
| Historical Sharpe Ratio (5Y) | -0.3524 |
| Historical Sortino (5Y) | -0.6146 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.62% |