PCCW Ltd (PCCWY)

5.27 0.00 (0.00%) USD  |  OTCM  |  Dec 24, 16:00
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PCCW Max Drawdown (5Y): 31.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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APT Satellite Holdings Ltd 76.84%
iClick Interactive Asia Group Ltd 99.36%
Ucloudlink Group Inc --
VS Media Holdings Ltd --
QMMM Holdings Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.530
Beta (5Y) 0.3705
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.34%
Historical Sharpe Ratio (5Y) 0.3349
Historical Sortino (5Y) 0.5679
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.20%