Poly Property Group Co Ltd (PHKIF)
0.2152
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Poly Property Group Max Drawdown (5Y): 53.29% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 53.29% |
August 31, 2024 | 53.29% |
July 31, 2024 | 53.29% |
June 30, 2024 | 53.29% |
May 31, 2024 | 53.29% |
April 30, 2024 | 53.29% |
March 31, 2024 | 53.29% |
February 29, 2024 | 53.29% |
January 31, 2024 | 49.69% |
December 31, 2023 | 49.69% |
November 30, 2023 | 45.34% |
October 31, 2023 | 45.34% |
September 30, 2023 | 45.34% |
August 31, 2023 | 45.34% |
July 31, 2023 | 45.34% |
June 30, 2023 | 45.34% |
May 31, 2023 | 45.34% |
April 30, 2023 | 45.34% |
March 31, 2023 | 45.34% |
February 28, 2023 | 45.34% |
January 31, 2023 | 45.34% |
December 31, 2022 | 45.34% |
November 30, 2022 | 45.34% |
October 31, 2022 | 45.34% |
September 30, 2022 | 45.34% |
Date | Value |
---|---|
August 31, 2022 | 45.34% |
July 31, 2022 | 45.34% |
June 30, 2022 | 45.34% |
May 31, 2022 | 45.34% |
April 30, 2022 | 45.34% |
March 31, 2022 | 45.34% |
February 28, 2022 | 45.34% |
January 31, 2022 | 45.34% |
December 31, 2021 | 45.34% |
November 30, 2021 | 45.34% |
October 31, 2021 | 45.34% |
September 30, 2021 | 45.34% |
August 31, 2021 | 45.34% |
July 31, 2021 | 45.34% |
June 30, 2021 | 45.34% |
May 31, 2021 | 45.34% |
April 30, 2021 | 45.34% |
March 31, 2021 | 45.34% |
February 28, 2021 | 45.34% |
January 31, 2021 | 45.34% |
December 31, 2020 | 45.34% |
November 30, 2020 | 45.34% |
October 31, 2020 | 45.34% |
September 30, 2020 | 45.34% |
August 31, 2020 | 45.34% |
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
34.15%
Minimum
Nov 2019
53.29%
Maximum
Feb 2024
45.81%
Average
45.34%
Median
Mar 2020
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) | -17.80 |
Beta (5Y) | 0.3696 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.92% |
Historical Sharpe Ratio (5Y) | -0.4736 |
Historical Sortino (5Y) | -0.6297 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.42% |