Swire Pacific Ltd (SWRAY)
8.86
-0.09
(-0.96%)
USD |
OTCM |
May 17, 16:00
Swire Pacific Max Drawdown (5Y): 61.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.67% |
March 31, 2024 | 61.67% |
February 29, 2024 | 61.67% |
January 31, 2024 | 61.67% |
December 31, 2023 | 61.67% |
November 30, 2023 | 61.67% |
October 31, 2023 | 61.67% |
September 30, 2023 | 61.67% |
August 31, 2023 | 61.67% |
July 31, 2023 | 61.67% |
June 30, 2023 | 61.67% |
May 31, 2023 | 61.67% |
April 30, 2023 | 61.67% |
March 31, 2023 | 61.67% |
February 28, 2023 | 61.67% |
January 31, 2023 | 61.67% |
December 31, 2022 | 61.67% |
November 30, 2022 | 61.67% |
October 31, 2022 | 61.67% |
September 30, 2022 | 61.67% |
August 31, 2022 | 61.67% |
July 31, 2022 | 61.67% |
June 30, 2022 | 61.67% |
May 31, 2022 | 61.67% |
April 30, 2022 | 61.67% |
Date | Value |
---|---|
March 31, 2022 | 61.67% |
February 28, 2022 | 61.67% |
January 31, 2022 | 61.67% |
December 31, 2021 | 61.67% |
November 30, 2021 | 61.67% |
October 31, 2021 | 61.67% |
September 30, 2021 | 61.67% |
August 31, 2021 | 61.67% |
July 31, 2021 | 61.67% |
June 30, 2021 | 61.67% |
May 31, 2021 | 61.67% |
April 30, 2021 | 61.67% |
March 31, 2021 | 61.67% |
February 28, 2021 | 61.67% |
January 31, 2021 | 61.67% |
December 31, 2020 | 61.67% |
November 30, 2020 | 61.67% |
October 31, 2020 | 61.67% |
September 30, 2020 | 61.08% |
August 31, 2020 | 59.53% |
July 31, 2020 | 59.48% |
June 30, 2020 | 56.74% |
May 31, 2020 | 56.58% |
April 30, 2020 | 53.94% |
March 31, 2020 | 53.94% |
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
33.17%
Minimum
May 2019
61.67%
Maximum
Oct 2020
56.41%
Average
61.67%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.534 |
Beta (5Y) | 0.6173 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.40% |
Historical Sharpe Ratio (5Y) | -0.0772 |
Historical Sortino (5Y) | -0.1319 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.46% |