The Wharf (Holdings) Ltd. (WARFY)
5.03
0.00 (0.00%)
USD |
OTCM |
Aug 24, 16:00
Wharf Max Drawdown (5Y) : 47.01% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 47.01% |
| June 30, 2026 | 47.01% |
| May 31, 2026 | 47.01% |
| April 30, 2026 | 47.01% |
| March 31, 2026 | 47.01% |
| February 28, 2026 | 47.01% |
| January 31, 2026 | 47.01% |
| December 31, 2025 | 47.01% |
| November 30, 2025 | 47.01% |
| October 31, 2025 | 48.19% |
| September 30, 2025 | 49.46% |
| August 31, 2025 | 54.44% |
| July 31, 2025 | 58.46% |
| June 30, 2025 | 58.84% |
| May 31, 2025 | 58.84% |
| April 30, 2025 | 58.97% |
| March 31, 2025 | 58.97% |
| February 28, 2025 | 60.20% |
| January 31, 2025 | 60.20% |
| December 31, 2024 | 60.20% |
| November 30, 2024 | 60.20% |
| October 31, 2024 | 60.20% |
| September 30, 2024 | 60.20% |
| August 31, 2024 | 60.20% |
| July 31, 2024 | 60.20% |
| Date | Value |
|---|---|
| June 30, 2024 | 60.20% |
| May 31, 2024 | 60.20% |
| April 30, 2024 | 60.20% |
| March 31, 2024 | 60.20% |
| February 29, 2024 | 60.20% |
| January 31, 2024 | 60.20% |
| December 31, 2023 | 60.20% |
| November 30, 2023 | 60.20% |
| October 31, 2023 | 60.20% |
| September 30, 2023 | 60.20% |
| August 31, 2023 | 60.20% |
| July 31, 2023 | 60.20% |
| June 30, 2023 | 60.20% |
| May 31, 2023 | 60.20% |
| April 30, 2023 | 60.20% |
| March 31, 2023 | 60.20% |
| February 28, 2023 | 60.20% |
| January 31, 2023 | 60.20% |
| December 31, 2022 | 60.20% |
| November 30, 2022 | 60.20% |
| October 31, 2022 | 60.20% |
| September 30, 2022 | 60.20% |
| August 31, 2022 | 60.20% |
| July 31, 2022 | 60.20% |
| June 30, 2022 | 60.20% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Soundwill Holdings Ltd. | 47.83% |
| Swire Properties Ltd. | 56.31% |
| Wharf Real Estate Investment Co. Ltd. | 60.40% |
| Lai Fung Holdings Ltd. | 91.30% |
| Great Wall Pan Asia Holdings Ltd. | 81.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.547 |
| Beta (5Y) | 0.0029 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.91% |
| Historical Sharpe Ratio (5Y) | -0.2038 |
| Historical Sortino (5Y) | -0.3468 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.42% |