Luks Group (Vietnam Holdings) Co Ltd (LKSGF)
0.0716
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Luks Group Max Drawdown (5Y): 67.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.27% |
| March 31, 2024 | 67.27% |
| February 29, 2024 | 67.27% |
| January 31, 2024 | 67.27% |
| December 31, 2023 | 67.27% |
| November 30, 2023 | 67.27% |
| October 31, 2023 | 67.27% |
| September 30, 2023 | 67.27% |
| August 31, 2023 | 62.30% |
| July 31, 2023 | 62.30% |
| June 30, 2023 | 62.30% |
| May 31, 2023 | 62.30% |
| April 30, 2023 | 62.30% |
| March 31, 2023 | 62.30% |
| February 28, 2023 | 62.30% |
| January 31, 2023 | 62.30% |
| December 31, 2022 | 62.30% |
| November 30, 2022 | 62.30% |
| October 31, 2022 | 62.30% |
| September 30, 2022 | 62.30% |
| August 31, 2022 | 62.30% |
| July 31, 2022 | 62.30% |
| June 30, 2022 | 62.30% |
| May 31, 2022 | 62.30% |
| April 30, 2022 | 62.30% |
| Date | Value |
|---|---|
| March 31, 2022 | 60.22% |
| February 28, 2022 | 60.22% |
| January 31, 2022 | 60.22% |
| December 31, 2021 | 60.22% |
| November 30, 2021 | 60.22% |
| October 31, 2021 | 60.22% |
| September 30, 2021 | 60.22% |
| August 31, 2021 | 60.22% |
| July 31, 2021 | 60.22% |
| June 30, 2021 | 60.22% |
| May 31, 2021 | 60.22% |
| April 30, 2021 | 60.22% |
| March 31, 2021 | 60.22% |
| February 28, 2021 | 60.22% |
| January 31, 2021 | 60.22% |
| December 31, 2020 | 60.22% |
| November 30, 2020 | 60.22% |
| October 31, 2020 | 60.22% |
| September 30, 2020 | 60.22% |
| August 31, 2020 | 60.22% |
| July 31, 2020 | 58.69% |
| June 30, 2020 | 58.69% |
| May 31, 2020 | 58.69% |
| April 30, 2020 | 45.67% |
| March 31, 2020 | 45.67% |
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
43.81%
Minimum
Jun 2019
67.27%
Maximum
Sep 2023
58.61%
Average
60.22%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.06 |
| Beta (5Y) | 0.2907 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.38% |
| Historical Sharpe Ratio (5Y) | -0.5884 |
| Historical Sortino (5Y) | -0.6987 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.00% |