PCCW Ltd (PCWLF)
0.4889
-0.01
(-1.23%)
USD |
OTCM |
May 03, 12:43
PCCW Max Drawdown (5Y): 36.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.79% |
| March 31, 2024 | 36.79% |
| February 29, 2024 | 36.79% |
| January 31, 2024 | 36.79% |
| December 31, 2023 | 36.79% |
| November 30, 2023 | 36.79% |
| October 31, 2023 | 36.79% |
| September 30, 2023 | 36.79% |
| August 31, 2023 | 36.79% |
| July 31, 2023 | 36.79% |
| June 30, 2023 | 36.79% |
| May 31, 2023 | 36.79% |
| April 30, 2023 | 36.79% |
| March 31, 2023 | 36.79% |
| February 28, 2023 | 36.79% |
| January 31, 2023 | 36.79% |
| December 31, 2022 | 36.79% |
| November 30, 2022 | 36.79% |
| October 31, 2022 | 33.23% |
| September 30, 2022 | 23.49% |
| August 31, 2022 | 23.49% |
| July 31, 2022 | 23.49% |
| June 30, 2022 | 23.49% |
| May 31, 2022 | 23.49% |
| April 30, 2022 | 24.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 24.85% |
| February 28, 2022 | 24.85% |
| January 31, 2022 | 24.85% |
| December 31, 2021 | 24.85% |
| November 30, 2021 | 24.85% |
| October 31, 2021 | 27.99% |
| September 30, 2021 | 29.36% |
| August 31, 2021 | 29.36% |
| July 31, 2021 | 29.36% |
| June 30, 2021 | 29.36% |
| May 31, 2021 | 29.36% |
| April 30, 2021 | 29.36% |
| March 31, 2021 | 29.36% |
| February 28, 2021 | 29.36% |
| January 31, 2021 | 29.36% |
| December 31, 2020 | 29.36% |
| November 30, 2020 | 29.36% |
| October 31, 2020 | 29.36% |
| September 30, 2020 | 29.36% |
| August 31, 2020 | 29.36% |
| July 31, 2020 | 29.36% |
| June 30, 2020 | 29.36% |
| May 31, 2020 | 29.36% |
| April 30, 2020 | 29.36% |
| March 31, 2020 | 29.36% |
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
23.49%
Minimum
May 2022
36.79%
Maximum
Nov 2022
30.69%
Average
29.36%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.576 |
| Beta (5Y) | 0.4152 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.95% |
| Historical Sharpe Ratio (5Y) | 0.1028 |
| Historical Sortino (5Y) | 0.1485 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.01% |