Top Glove Corp Bhd (TGLVY)
0.86
+0.13
(+17.95%)
USD |
OTCM |
May 17, 11:24
Top Glove Max Drawdown (5Y): 93.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.94% |
| March 31, 2024 | 93.94% |
| February 29, 2024 | 93.94% |
| January 31, 2024 | 93.94% |
| December 31, 2023 | 93.94% |
| November 30, 2023 | 93.94% |
| October 31, 2023 | 93.94% |
| September 30, 2023 | 93.94% |
| August 31, 2023 | 93.94% |
| July 31, 2023 | 93.94% |
| June 30, 2023 | 93.94% |
| May 31, 2023 | 93.94% |
| April 30, 2023 | 93.94% |
| March 31, 2023 | 93.94% |
| February 28, 2023 | 93.94% |
| January 31, 2023 | 93.94% |
| December 31, 2022 | 93.94% |
| November 30, 2022 | 93.94% |
| October 31, 2022 | 93.94% |
| September 30, 2022 | 93.51% |
| August 31, 2022 | 90.97% |
| July 31, 2022 | 90.85% |
| June 30, 2022 | 90.11% |
| May 31, 2022 | 85.16% |
| April 30, 2022 | 81.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.20% |
| February 28, 2022 | 77.62% |
| January 31, 2022 | 76.50% |
| December 31, 2021 | 76.50% |
| November 30, 2021 | 72.45% |
| October 31, 2021 | 67.65% |
| September 30, 2021 | 67.10% |
| August 31, 2021 | 57.66% |
| July 31, 2021 | 54.15% |
| June 30, 2021 | 48.76% |
| May 31, 2021 | 48.76% |
| April 30, 2021 | 48.76% |
| March 31, 2021 | 48.76% |
| February 28, 2021 | 42.79% |
| January 31, 2021 | 38.18% |
| December 31, 2020 | 35.62% |
| November 30, 2020 | 59.27% |
| October 31, 2020 | 59.27% |
| September 30, 2020 | 59.27% |
| August 31, 2020 | 59.27% |
| July 31, 2020 | 59.27% |
| June 30, 2020 | 59.27% |
| May 31, 2020 | 59.27% |
| April 30, 2020 | 59.27% |
| March 31, 2020 | 59.27% |
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
35.62%
Minimum
Dec 2020
93.94%
Maximum
Oct 2022
73.25%
Average
70.05%
Median
Max Drawdown (5Y) Benchmarks
| IHH Healthcare Bhd | 30.76% |
| Supermax Corp Bhd | -- |
| Kossan Rubber Industries Bhd | -- |
| CEL-SCI Corp | 96.13% |
| AIM ImmunoTech Inc | 99.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.61 |
| Beta (5Y) | 0.9684 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.49% |
| Historical Sharpe Ratio (5Y) | -0.1888 |
| Historical Sortino (5Y) | -0.4505 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.58% |