New World Development Co Ltd (NDVLY)
0.605
+0.02
(+2.54%)
USD |
OTCM |
May 20, 11:45
New World Development Max Drawdown (5Y): 92.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.81% |
| March 31, 2024 | 91.21% |
| February 29, 2024 | 91.19% |
| January 31, 2024 | 90.93% |
| December 31, 2023 | 90.02% |
| November 30, 2023 | 88.61% |
| October 31, 2023 | 88.41% |
| September 30, 2023 | 88.04% |
| August 31, 2023 | 88.04% |
| July 31, 2023 | 88.04% |
| June 30, 2023 | 88.04% |
| May 31, 2023 | 88.04% |
| April 30, 2023 | 88.04% |
| March 31, 2023 | 88.04% |
| February 28, 2023 | 88.04% |
| January 31, 2023 | 88.04% |
| December 31, 2022 | 88.04% |
| November 30, 2022 | 88.04% |
| October 31, 2022 | 88.04% |
| September 30, 2022 | 82.86% |
| August 31, 2022 | 80.35% |
| July 31, 2022 | 80.10% |
| June 30, 2022 | 79.25% |
| May 31, 2022 | 78.43% |
| April 30, 2022 | 78.43% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.43% |
| February 28, 2022 | 78.43% |
| January 31, 2022 | 78.43% |
| December 31, 2021 | 78.43% |
| November 30, 2021 | 78.43% |
| October 31, 2021 | 78.43% |
| September 30, 2021 | 78.43% |
| August 31, 2021 | 75.31% |
| July 31, 2021 | 75.31% |
| June 30, 2021 | 75.31% |
| May 31, 2021 | 75.31% |
| April 30, 2021 | 75.31% |
| March 31, 2021 | 75.31% |
| February 28, 2021 | 75.31% |
| January 31, 2021 | 75.31% |
| December 31, 2020 | 75.31% |
| November 30, 2020 | 75.31% |
| October 31, 2020 | 75.31% |
| September 30, 2020 | 75.31% |
| August 31, 2020 | 75.31% |
| July 31, 2020 | 75.31% |
| June 30, 2020 | 62.11% |
| May 31, 2020 | 62.11% |
| April 30, 2020 | 62.11% |
| March 31, 2020 | 62.11% |
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
62.11%
Minimum
May 2019
92.81%
Maximum
Apr 2024
77.36%
Average
78.43%
Median
Sep 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) | -32.02 |
| Beta (5Y) | 0.4555 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.11% |
| Historical Sharpe Ratio (5Y) | -0.625 |
| Historical Sortino (5Y) | -1.201 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.54% |