The Wharf (Holdings) Ltd (WARFY)

5.34 -0.25 (-4.47%) USD  |  OTCM  |  Dec 20, 16:00
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Wharf Max Drawdown (5Y): 85.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Sun Hung Kai Properties Ltd 39.34%
Sino Land Co Ltd 45.89%
Kerry Properties Ltd 63.22%
Tian An China Investments Co Ltd 36.84%
Poly Property Group Co Ltd 53.29%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.261
Beta (5Y) 0.4481
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.00%
Historical Sharpe Ratio (5Y) 0.019
Historical Sortino (5Y) 0.0309
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.42%