Malayan Banking Bhd (MLYBY)
5.35
+0.75
(+16.30%)
USD |
OTCM |
May 22, 15:54
Malayan Banking Max Drawdown (5Y): 71.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.51% |
| March 31, 2024 | 71.51% |
| February 29, 2024 | 71.51% |
| January 31, 2024 | 71.51% |
| December 31, 2023 | 71.51% |
| November 30, 2023 | 71.51% |
| October 31, 2023 | 71.51% |
| September 30, 2023 | 70.36% |
| August 31, 2023 | 70.36% |
| July 31, 2023 | 70.36% |
| June 30, 2023 | 70.36% |
| May 31, 2023 | 70.36% |
| April 30, 2023 | 70.36% |
| March 31, 2023 | 70.36% |
| February 28, 2023 | 69.39% |
| January 31, 2023 | 68.49% |
| December 31, 2022 | 68.41% |
| November 30, 2022 | 58.20% |
| October 31, 2022 | 58.20% |
| September 30, 2022 | 57.17% |
| August 31, 2022 | 56.67% |
| July 31, 2022 | 55.56% |
| June 30, 2022 | 55.56% |
| May 31, 2022 | 55.56% |
| April 30, 2022 | 55.56% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.20% |
| February 28, 2022 | 48.20% |
| January 31, 2022 | 48.20% |
| December 31, 2021 | 48.20% |
| November 30, 2021 | 46.19% |
| October 31, 2021 | 46.52% |
| September 30, 2021 | 49.75% |
| August 31, 2021 | 50.27% |
| July 31, 2021 | 50.27% |
| June 30, 2021 | 50.27% |
| May 31, 2021 | 50.27% |
| April 30, 2021 | 50.27% |
| March 31, 2021 | 50.27% |
| February 28, 2021 | 50.27% |
| January 31, 2021 | 50.27% |
| December 31, 2020 | 50.27% |
| November 30, 2020 | 50.27% |
| October 31, 2020 | 50.27% |
| September 30, 2020 | 50.27% |
| August 31, 2020 | 50.27% |
| July 31, 2020 | 50.27% |
| June 30, 2020 | 50.27% |
| May 31, 2020 | 50.27% |
| April 30, 2020 | 50.27% |
| March 31, 2020 | 50.27% |
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
46.19%
Minimum
Nov 2021
71.51%
Maximum
Oct 2023
56.58%
Average
50.27%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.549 |
| Beta (5Y) | 1.167 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.60% |
| Historical Sharpe Ratio (5Y) | 0.0902 |
| Historical Sortino (5Y) | 0.1734 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.48% |