Sun Hung Kai Properties Ltd (SUHJY)
9.14
-0.01
(-0.11%)
USD |
OTCM |
Apr 25, 09:39
Sun Hung Kai Properties Max Drawdown (5Y): 35.42% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 35.42% |
| February 29, 2024 | 35.42% |
| January 31, 2024 | 34.58% |
| December 31, 2023 | 33.68% |
| November 30, 2023 | 33.68% |
| October 31, 2023 | 33.68% |
| September 30, 2023 | 33.68% |
| 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% |
| March 31, 2022 | 33.68% |
| Date | Value |
|---|---|
| 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 | 33.99% |
| February 28, 2021 | 34.70% |
| January 31, 2021 | 34.70% |
| December 31, 2020 | 34.70% |
| November 30, 2020 | 40.31% |
| October 31, 2020 | 40.31% |
| September 30, 2020 | 40.31% |
| August 31, 2020 | 40.31% |
| July 31, 2020 | 40.31% |
| June 30, 2020 | 40.31% |
| May 31, 2020 | 40.31% |
| April 30, 2020 | 40.31% |
| March 31, 2020 | 40.31% |
| February 29, 2020 | 40.31% |
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
Apr 2021
40.31%
Maximum
Apr 2019
36.02%
Average
33.68%
Median
Apr 2021
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% |
| Poly Property Group Co Ltd | 53.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.12 |
| Beta (5Y) | 0.4417 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.35% |
| Historical Sharpe Ratio (5Y) | -0.3736 |
| Historical Sortino (5Y) | -0.6201 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.49% |