PCCW Ltd (PCCWY)
5.73
-0.27
(-4.50%)
USD |
OTCM |
Nov 22, 16:00
PCCW Max Drawdown (5Y): 31.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.15% |
| September 30, 2024 | 31.15% |
| August 31, 2024 | 31.15% |
| July 31, 2024 | 31.15% |
| June 30, 2024 | 31.15% |
| May 31, 2024 | 31.15% |
| April 30, 2024 | 31.15% |
| March 31, 2024 | 31.15% |
| February 29, 2024 | 31.15% |
| January 31, 2024 | 31.15% |
| December 31, 2023 | 31.15% |
| November 30, 2023 | 31.15% |
| October 31, 2023 | 31.15% |
| September 30, 2023 | 31.15% |
| August 31, 2023 | 31.15% |
| July 31, 2023 | 31.15% |
| June 30, 2023 | 31.15% |
| May 31, 2023 | 31.15% |
| April 30, 2023 | 31.15% |
| March 31, 2023 | 31.15% |
| February 28, 2023 | 31.15% |
| January 31, 2023 | 31.15% |
| December 31, 2022 | 31.15% |
| November 30, 2022 | 31.15% |
| October 31, 2022 | 28.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 23.71% |
| August 31, 2022 | 24.57% |
| July 31, 2022 | 24.57% |
| June 30, 2022 | 24.57% |
| May 31, 2022 | 24.57% |
| April 30, 2022 | 24.57% |
| March 31, 2022 | 24.57% |
| February 28, 2022 | 24.57% |
| January 31, 2022 | 24.57% |
| December 31, 2021 | 26.65% |
| November 30, 2021 | 27.87% |
| October 31, 2021 | 27.87% |
| September 30, 2021 | 27.87% |
| August 31, 2021 | 27.87% |
| July 31, 2021 | 27.87% |
| June 30, 2021 | 27.87% |
| May 31, 2021 | 27.87% |
| April 30, 2021 | 27.87% |
| March 31, 2021 | 27.87% |
| February 28, 2021 | 27.87% |
| January 31, 2021 | 27.87% |
| December 31, 2020 | 27.87% |
| November 30, 2020 | 27.87% |
| October 31, 2020 | 27.87% |
| September 30, 2020 | 27.87% |
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
23.71%
Minimum
Sep 2022
31.15%
Maximum
Nov 2022
28.66%
Average
27.87%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7895 |
| Beta (5Y) | 0.3573 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.33% |
| Historical Sharpe Ratio (5Y) | 0.2794 |
| Historical Sortino (5Y) | 0.4721 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.20% |