WH Group Ltd (WHGLY)
14.45
+0.15
(+1.05%)
USD |
OTCM |
May 17, 15:45
WH Group Max Drawdown (5Y): 53.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 42.86% |
| July 31, 2020 | 42.86% |
| June 30, 2020 | 42.86% |
| May 31, 2020 | 42.86% |
| April 30, 2020 | 42.86% |
| March 31, 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
May 2019
53.04%
Maximum
Oct 2022
47.03%
Average
43.27%
Median
Max Drawdown (5Y) Benchmarks
| Sysco Corp | 63.40% |
| Kuber Resources Corp | 94.75% |
| US Foods Holding Corp | 77.30% |
| Mission Produce Inc | -- |
| Amcon Distributing Co | 54.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.50 |
| Beta (5Y) | 0.2598 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.15% |
| Historical Sharpe Ratio (5Y) | -0.2702 |
| Historical Sortino (5Y) | -0.4323 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.59% |