New World Development Co Ltd (NDVLY)
0.44
0.00 (0.00%)
USD |
OTCM |
Nov 14, 14:59
New World Development Max Drawdown (5Y): 83.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.93% |
| September 30, 2024 | 83.93% |
| August 31, 2024 | 83.93% |
| July 31, 2024 | 83.29% |
| June 30, 2024 | 83.29% |
| May 31, 2024 | 80.41% |
| April 30, 2024 | 80.41% |
| March 31, 2024 | 76.07% |
| February 29, 2024 | 76.02% |
| January 31, 2024 | 75.37% |
| December 31, 2023 | 72.91% |
| November 30, 2023 | 69.08% |
| October 31, 2023 | 68.54% |
| September 30, 2023 | 67.52% |
| August 31, 2023 | 67.52% |
| July 31, 2023 | 67.52% |
| June 30, 2023 | 67.52% |
| May 31, 2023 | 67.52% |
| April 30, 2023 | 67.52% |
| March 31, 2023 | 67.52% |
| February 28, 2023 | 67.52% |
| January 31, 2023 | 67.52% |
| December 31, 2022 | 67.52% |
| November 30, 2022 | 67.52% |
| October 31, 2022 | 67.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.47% |
| August 31, 2022 | 46.64% |
| July 31, 2022 | 45.98% |
| June 30, 2022 | 44.81% |
| May 31, 2022 | 44.81% |
| April 30, 2022 | 44.81% |
| March 31, 2022 | 44.81% |
| February 28, 2022 | 44.81% |
| January 31, 2022 | 44.81% |
| December 31, 2021 | 44.81% |
| November 30, 2021 | 44.81% |
| October 31, 2021 | 44.81% |
| September 30, 2021 | 44.81% |
| August 31, 2021 | 44.81% |
| July 31, 2021 | 44.81% |
| June 30, 2021 | 44.81% |
| May 31, 2021 | 44.81% |
| April 30, 2021 | 44.81% |
| March 31, 2021 | 46.55% |
| February 28, 2021 | 48.91% |
| January 31, 2021 | 48.91% |
| December 31, 2020 | 48.91% |
| November 30, 2020 | 57.94% |
| October 31, 2020 | 57.94% |
| September 30, 2020 | 57.94% |
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
44.81%
Minimum
Apr 2021
83.93%
Maximum
Aug 2024
59.87%
Average
57.94%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Sun Hung Kai Properties Ltd | 39.34% |
| Sino Land Co Ltd | 45.89% |
| The Wharf (Holdings) Ltd | 85.66% |
| Tian An China Investments Co Ltd | 36.84% |
| Kerry Properties Ltd | 51.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.65 |
| Beta (5Y) | 0.4292 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.33% |
| Historical Sharpe Ratio (5Y) | -0.6913 |
| Historical Sortino (5Y) | -1.182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.63% |