Man Sang International Ltd (MSGNF)
0.0044
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Man Sang International Max Drawdown (5Y): 99.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.97% |
March 31, 2024 | 99.97% |
February 29, 2024 | 99.97% |
January 31, 2024 | 99.97% |
December 31, 2023 | 99.97% |
November 30, 2023 | 99.97% |
October 31, 2023 | 99.94% |
September 30, 2023 | 99.94% |
August 31, 2023 | 99.94% |
July 31, 2023 | 99.94% |
June 30, 2023 | 99.94% |
May 31, 2023 | 99.94% |
April 30, 2023 | 99.94% |
March 31, 2023 | 99.94% |
February 28, 2023 | 99.94% |
January 31, 2023 | 99.94% |
December 31, 2022 | 99.94% |
November 30, 2022 | 99.94% |
October 31, 2022 | 99.94% |
September 30, 2022 | 99.94% |
August 31, 2022 | 99.94% |
July 31, 2022 | 99.94% |
June 30, 2022 | 99.94% |
May 31, 2022 | 99.94% |
April 30, 2022 | 99.94% |
Date | Value |
---|---|
March 31, 2022 | 99.94% |
February 28, 2022 | 99.94% |
January 31, 2022 | 99.94% |
December 31, 2021 | 99.94% |
November 30, 2021 | 99.94% |
October 31, 2021 | 99.94% |
September 30, 2021 | 99.94% |
August 31, 2021 | 99.94% |
July 31, 2021 | 99.94% |
June 30, 2021 | 99.94% |
May 31, 2021 | 99.94% |
April 30, 2021 | 99.94% |
March 31, 2021 | 87.60% |
February 28, 2021 | 87.60% |
January 31, 2021 | 87.60% |
December 31, 2020 | 87.60% |
November 30, 2020 | 87.60% |
October 31, 2020 | 87.60% |
September 30, 2020 | 87.60% |
August 31, 2020 | 87.60% |
July 31, 2020 | 87.60% |
June 30, 2020 | 87.60% |
May 31, 2020 | 87.60% |
April 30, 2020 | 87.60% |
March 31, 2020 | 87.60% |
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
87.19%
Minimum
May 2019
99.97%
Maximum
Nov 2023
95.16%
Average
99.94%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 35.49% |
Sino Land Co Ltd | 45.89% |
Kerry Properties Ltd | 62.50% |
The Wharf (Holdings) Ltd | 85.66% |
Tian An China Investments Co Ltd | 36.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3747.30 |
Beta (5Y) | 330.95 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.16K% |
Historical Sharpe Ratio (5Y) | -0.001 |
Historical Sortino (5Y) | -0.5094 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 93.50% |