iClick Interactive Asia Group Ltd (ICLK)
3.30
0.00 (0.00%)
USD |
NASDAQ |
Nov 05, 16:00
3.30
0.00 (0.00%)
After-Hours: 19:18
iClick Interactive Asia Group Max Drawdown (5Y): 99.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.36% |
September 30, 2024 | 99.36% |
August 31, 2024 | 99.36% |
July 31, 2024 | 99.36% |
June 30, 2024 | 99.36% |
May 31, 2024 | 99.36% |
April 30, 2024 | 99.36% |
March 31, 2024 | 99.24% |
February 29, 2024 | 99.24% |
January 31, 2024 | 99.24% |
December 31, 2023 | 99.24% |
November 30, 2023 | 99.24% |
October 31, 2023 | 99.24% |
September 30, 2023 | 99.24% |
August 31, 2023 | 99.24% |
July 31, 2023 | 99.24% |
June 30, 2023 | 99.24% |
May 31, 2023 | 98.84% |
April 30, 2023 | 98.84% |
March 31, 2023 | 98.84% |
February 28, 2023 | 98.84% |
January 31, 2023 | 98.84% |
December 31, 2022 | 98.84% |
November 30, 2022 | 98.84% |
October 31, 2022 | 98.76% |
Date | Value |
---|---|
September 30, 2022 | 98.33% |
August 31, 2022 | 97.75% |
July 31, 2022 | 97.21% |
June 30, 2022 | 96.93% |
May 31, 2022 | 96.93% |
April 30, 2022 | 95.64% |
March 31, 2022 | 93.88% |
February 28, 2022 | 86.78% |
January 31, 2022 | 83.11% |
December 31, 2021 | 77.27% |
November 30, 2021 | 77.27% |
October 31, 2021 | 77.27% |
September 30, 2021 | 77.27% |
August 31, 2021 | 77.27% |
July 31, 2021 | 71.73% |
June 30, 2021 | 71.73% |
May 31, 2021 | 71.73% |
April 30, 2021 | 71.73% |
March 31, 2021 | 71.73% |
February 28, 2021 | 71.73% |
January 31, 2021 | 71.73% |
December 31, 2020 | 71.73% |
November 30, 2020 | 71.73% |
October 31, 2020 | 71.73% |
September 30, 2020 | 71.73% |
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
71.73%
Minimum
Nov 2019
99.36%
Maximum
Apr 2024
86.96%
Average
96.29%
Median
Max Drawdown (5Y) Benchmarks
PT Telkom Indonesia (Persero) Tbk | 50.55% |
PLDT Inc | 67.43% |
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% |