iClick Interactive Asia Group Ltd (ICLK)
4.295
+0.20
(+4.76%)
USD |
NASDAQ |
Nov 22, 16:00
4.32
+0.02
(+0.58%)
After-Hours: 20:00
iClick Interactive Asia Group Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| PLDT Inc | 68.17% |
| Sify Technologies Ltd | 94.34% |
| Ucloudlink Group Inc | -- |
| VS Media Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.65 |
| Beta (5Y) | 0.5435 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 113.6% |
| Historical Sharpe Ratio (5Y) | -0.3402 |
| Historical Sortino (5Y) | -0.7059 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.45% |