The Wharf (Holdings) Ltd (WARFY)
6.487
+0.13
(+2.00%)
USD |
OTCM |
May 03, 16:00
Wharf Max Drawdown (5Y): 85.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 85.66% |
March 31, 2024 | 85.66% |
February 29, 2024 | 85.66% |
January 31, 2024 | 85.66% |
December 31, 2023 | 85.66% |
November 30, 2023 | 85.66% |
October 31, 2023 | 85.66% |
September 30, 2023 | 85.66% |
August 31, 2023 | 85.66% |
July 31, 2023 | 85.66% |
June 30, 2023 | 85.66% |
May 31, 2023 | 85.66% |
April 30, 2023 | 85.66% |
March 31, 2023 | 85.66% |
February 28, 2023 | 85.66% |
January 31, 2023 | 85.66% |
December 31, 2022 | 85.66% |
November 30, 2022 | 85.66% |
October 31, 2022 | 85.66% |
September 30, 2022 | 85.66% |
August 31, 2022 | 85.66% |
July 31, 2022 | 85.66% |
June 30, 2022 | 85.66% |
May 31, 2022 | 85.66% |
April 30, 2022 | 85.66% |
Date | Value |
---|---|
March 31, 2022 | 85.66% |
February 28, 2022 | 85.66% |
January 31, 2022 | 85.66% |
December 31, 2021 | 85.66% |
November 30, 2021 | 85.66% |
October 31, 2021 | 85.66% |
September 30, 2021 | 85.66% |
August 31, 2021 | 85.66% |
July 31, 2021 | 85.66% |
June 30, 2021 | 85.66% |
May 31, 2021 | 85.66% |
April 30, 2021 | 85.66% |
March 31, 2021 | 85.66% |
February 28, 2021 | 85.66% |
January 31, 2021 | 85.66% |
December 31, 2020 | 85.66% |
November 30, 2020 | 85.66% |
October 31, 2020 | 85.66% |
September 30, 2020 | 85.66% |
August 31, 2020 | 85.66% |
July 31, 2020 | 85.66% |
June 30, 2020 | 85.66% |
May 31, 2020 | 85.66% |
April 30, 2020 | 85.66% |
March 31, 2020 | 85.66% |
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
79.15%
Minimum
May 2019
85.66%
Maximum
Mar 2020
84.83%
Average
85.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 35.49% |
Sino Land Co Ltd | 45.89% |
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) | -4.333 |
Beta (5Y) | 0.5607 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.07% |
Historical Sharpe Ratio (5Y) | 0.0517 |
Historical Sortino (5Y) | 0.0799 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.01% |