The Wharf (Holdings) Ltd (WARFY)
5.56
+0.22
(+4.12%)
USD |
OTCM |
Nov 13, 16:00
Wharf Max Drawdown (5Y): 85.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.66% |
| September 30, 2024 | 85.66% |
| August 31, 2024 | 85.66% |
| July 31, 2024 | 85.66% |
| June 30, 2024 | 85.66% |
| May 31, 2024 | 85.66% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
81.42%
Minimum
Nov 2019
85.66%
Maximum
Mar 2020
85.37%
Average
85.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sun Hung Kai Properties Ltd | 39.34% |
| 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) | -2.451 |
| Beta (5Y) | 0.4852 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.25% |
| Historical Sharpe Ratio (5Y) | 0.0996 |
| Historical Sortino (5Y) | 0.1626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.42% |