WH Group Ltd (WHGLY)
15.87
-0.31
(-1.89%)
USD |
OTCM |
Nov 26, 16:00
WH Group Max Drawdown (5Y): 53.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.04% |
| September 30, 2024 | 53.04% |
| August 31, 2024 | 53.04% |
| July 31, 2024 | 53.04% |
| June 30, 2024 | 53.04% |
| May 31, 2024 | 53.04% |
| April 30, 2024 | 53.04% |
| March 31, 2024 | 53.04% |
| February 29, 2024 | 53.04% |
| January 31, 2024 | 53.04% |
| December 31, 2023 | 53.04% |
| November 30, 2023 | 53.04% |
| October 31, 2023 | 53.04% |
| September 30, 2023 | 53.04% |
| August 31, 2023 | 53.04% |
| July 31, 2023 | 53.04% |
| June 30, 2023 | 53.04% |
| May 31, 2023 | 53.04% |
| April 30, 2023 | 53.04% |
| March 31, 2023 | 53.04% |
| February 28, 2023 | 53.04% |
| January 31, 2023 | 53.04% |
| December 31, 2022 | 53.04% |
| November 30, 2022 | 53.04% |
| October 31, 2022 | 53.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.62% |
| August 31, 2022 | 49.62% |
| July 31, 2022 | 49.62% |
| June 30, 2022 | 49.62% |
| May 31, 2022 | 49.62% |
| April 30, 2022 | 49.62% |
| March 31, 2022 | 49.62% |
| February 28, 2022 | 45.75% |
| January 31, 2022 | 45.75% |
| December 31, 2021 | 45.75% |
| November 30, 2021 | 43.67% |
| October 31, 2021 | 42.86% |
| September 30, 2021 | 42.86% |
| August 31, 2021 | 42.86% |
| July 31, 2021 | 42.86% |
| June 30, 2021 | 42.86% |
| May 31, 2021 | 42.86% |
| April 30, 2021 | 42.86% |
| March 31, 2021 | 42.86% |
| February 28, 2021 | 42.86% |
| January 31, 2021 | 42.86% |
| December 31, 2020 | 42.86% |
| November 30, 2020 | 42.86% |
| October 31, 2020 | 42.86% |
| September 30, 2020 | 42.86% |
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
42.86%
Minimum
Nov 2019
53.04%
Maximum
Oct 2022
48.05%
Average
49.62%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.869 |
| Beta (5Y) | 0.0892 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.41% |
| Historical Sharpe Ratio (5Y) | -0.1408 |
| Historical Sortino (5Y) | -0.2279 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.17% |