Sun Hung Kai Properties Ltd (SUHJF)
9.132
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Sun Hung Kai Properties Max Drawdown (5Y): 38.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.88% |
March 31, 2024 | 38.88% |
February 29, 2024 | 38.88% |
January 31, 2024 | 36.95% |
December 31, 2023 | 34.87% |
November 30, 2023 | 34.87% |
October 31, 2023 | 34.32% |
September 30, 2023 | 34.32% |
August 31, 2023 | 33.68% |
July 31, 2023 | 33.68% |
June 30, 2023 | 33.68% |
May 31, 2023 | 33.68% |
April 30, 2023 | 33.68% |
March 31, 2023 | 33.68% |
February 28, 2023 | 33.68% |
January 31, 2023 | 33.68% |
December 31, 2022 | 33.68% |
November 30, 2022 | 33.68% |
October 31, 2022 | 33.68% |
September 30, 2022 | 33.68% |
August 31, 2022 | 33.68% |
July 31, 2022 | 33.68% |
June 30, 2022 | 33.68% |
May 31, 2022 | 33.68% |
April 30, 2022 | 33.68% |
Date | Value |
---|---|
March 31, 2022 | 33.68% |
February 28, 2022 | 33.68% |
January 31, 2022 | 33.68% |
December 31, 2021 | 33.68% |
November 30, 2021 | 33.68% |
October 31, 2021 | 33.68% |
September 30, 2021 | 33.68% |
August 31, 2021 | 33.68% |
July 31, 2021 | 33.68% |
June 30, 2021 | 33.68% |
May 31, 2021 | 33.68% |
April 30, 2021 | 33.68% |
March 31, 2021 | 33.68% |
February 28, 2021 | 34.90% |
January 31, 2021 | 34.90% |
December 31, 2020 | 34.90% |
November 30, 2020 | 37.31% |
October 31, 2020 | 37.31% |
September 30, 2020 | 37.31% |
August 31, 2020 | 37.31% |
July 31, 2020 | 37.31% |
June 30, 2020 | 37.31% |
May 31, 2020 | 37.31% |
April 30, 2020 | 37.31% |
March 31, 2020 | 37.31% |
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
33.68%
Minimum
Mar 2021
38.88%
Maximum
Feb 2024
35.27%
Average
34.00%
Median
Max Drawdown (5Y) Benchmarks
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) | -14.50 |
Beta (5Y) | 0.3694 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.33% |
Historical Sharpe Ratio (5Y) | -0.4266 |
Historical Sortino (5Y) | -0.7373 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.04% |