Huaneng Power International Inc (HUNGF)
0.55
0.00 (0.00%)
USD |
OTCM |
Dec 27, 16:00
Huaneng Power International Max Drawdown (5Y): 67.49% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.144 |
| Beta (5Y) | 0.3800 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.49% |
| Historical Sharpe Ratio (5Y) | 0.0407 |
| Historical Sortino (5Y) | 0.0723 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.21% |