iClick Interactive Asia Group Ltd (ICLK)

8.26 +0.10 (+1.23%) USD  |  NASDAQ  |  Dec 23, 16:00
8.25 -0.01 (-0.12%) After-Hours: 20:00
More

iClick Interactive Asia Group Max Drawdown (5Y): 99.36% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ICLK.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
PLDT Inc 68.17%
Sify Technologies Ltd 94.34%
PT Telkom Indonesia (Persero) Tbk 50.55%
Ucloudlink Group Inc --
VS Media Holdings Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -40.08
Beta (5Y) 0.8477
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 115.8%
Historical Sharpe Ratio (5Y) -0.2484
Historical Sortino (5Y) -0.5263
Monthly Value at Risk (VaR) 5% (5Y Lookback) 43.45%