Hutchison Telecommunications Hong Kong Holdings Ltd (HTCTF)
0.122
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Hutchison Telecommunications Hong Kong Holdings Max Drawdown (5Y): 51.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.21% |
March 31, 2024 | 51.21% |
February 29, 2024 | 51.21% |
January 31, 2024 | 51.21% |
December 31, 2023 | 51.21% |
November 30, 2023 | 51.21% |
October 31, 2023 | 51.21% |
September 30, 2023 | 51.21% |
August 31, 2023 | 51.21% |
July 31, 2023 | 51.21% |
June 30, 2023 | 51.21% |
May 31, 2023 | 51.21% |
April 30, 2023 | 51.21% |
March 31, 2023 | 51.21% |
February 28, 2023 | 51.21% |
January 31, 2023 | 51.21% |
December 31, 2022 | 51.21% |
November 30, 2022 | 51.21% |
October 31, 2022 | 51.21% |
September 30, 2022 | 51.21% |
August 31, 2022 | 51.21% |
July 31, 2022 | 51.21% |
June 30, 2022 | 51.21% |
May 31, 2022 | 51.21% |
April 30, 2022 | 51.21% |
Date | Value |
---|---|
March 31, 2022 | 51.21% |
February 28, 2022 | 51.21% |
January 31, 2022 | 51.21% |
December 31, 2021 | 51.21% |
November 30, 2021 | 51.21% |
October 31, 2021 | 51.21% |
September 30, 2021 | 51.21% |
August 31, 2021 | 51.21% |
July 31, 2021 | 51.21% |
June 30, 2021 | 51.21% |
May 31, 2021 | 51.21% |
April 30, 2021 | 51.21% |
March 31, 2021 | 51.21% |
February 28, 2021 | 51.21% |
January 31, 2021 | 51.21% |
December 31, 2020 | 51.21% |
November 30, 2020 | 51.21% |
October 31, 2020 | 51.21% |
September 30, 2020 | 50.11% |
August 31, 2020 | 49.03% |
July 31, 2020 | 48.16% |
June 30, 2020 | 48.16% |
May 31, 2020 | 48.16% |
April 30, 2020 | 48.16% |
March 31, 2020 | 48.16% |
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
48.16%
Minimum
May 2019
51.21%
Maximum
Oct 2020
50.40%
Average
51.21%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
PCCW Ltd | 36.79% |
APT Satellite Holdings Ltd | 76.84% |
iClick Interactive Asia Group Ltd | 99.36% |
Ucloudlink Group Inc | -- |
VS Media Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.26 |
Beta (5Y) | 0.3616 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.23% |
Historical Sharpe Ratio (5Y) | -0.6852 |
Historical Sortino (5Y) | -0.8704 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.78% |