iClick Interactive Asia Group Ltd (ICLK)
1.25
+0.03
(+2.46%)
USD |
NASDAQ |
May 16, 16:00
1.30
+0.05
(+4.00%)
After-Hours: 20:00
iClick Interactive Asia Group Max Drawdown (5Y): 99.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 71.73% |
July 31, 2020 | 71.73% |
June 30, 2020 | 71.73% |
May 31, 2020 | 71.73% |
April 30, 2020 | 71.73% |
March 31, 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
May 2019
99.36%
Maximum
Apr 2024
84.20%
Average
77.27%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Sify Technologies Ltd | 81.42% |
PCCW Ltd | 31.15% |
Hutchison Telecommunications Hong Kong Holdings Ltd | 51.21% |
Ucloudlink Group Inc | -- |
VS Media Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -57.86 |
Beta (5Y) | 0.5027 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.03% |
Historical Sharpe Ratio (5Y) | -0.5386 |
Historical Sortino (5Y) | -1.078 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.07% |