HSBC Equity Fund Manager Series (HKB2497)
31.34
+0.26 (+0.84%)
CAD |
Aug 11 2022
HKB2497 Max Drawdown (5Y): 37.00% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 37.00% |
June 30, 2022 | 37.00% |
May 31, 2022 | 37.00% |
April 30, 2022 | 37.00% |
March 31, 2022 | 37.00% |
February 28, 2022 | 37.00% |
January 31, 2022 | 37.00% |
December 31, 2021 | 37.00% |
November 30, 2021 | 37.00% |
October 31, 2021 | 37.00% |
September 30, 2021 | 37.00% |
August 31, 2021 | 37.00% |
July 31, 2021 | 37.00% |
June 30, 2021 | 37.00% |
May 31, 2021 | 37.00% |
April 30, 2021 | 37.00% |
March 31, 2021 | 37.00% |
February 28, 2021 | 37.00% |
January 31, 2021 | 37.00% |
December 31, 2020 | 37.00% |
November 30, 2020 | 37.00% |
October 31, 2020 | 37.00% |
September 30, 2020 | 37.00% |
August 31, 2020 | 37.00% |
July 31, 2020 | 37.00% |
Date | Value |
---|---|
June 30, 2020 | 37.00% |
May 31, 2020 | 37.00% |
April 30, 2020 | 37.00% |
March 31, 2020 | 37.00% |
February 29, 2020 | 18.92% |
January 31, 2020 | 18.92% |
December 31, 2019 | 18.92% |
November 30, 2019 | 18.92% |
October 31, 2019 | 18.92% |
September 30, 2019 | 18.92% |
August 31, 2019 | 18.92% |
July 31, 2019 | 18.92% |
June 30, 2019 | 18.92% |
May 31, 2019 | 18.92% |
April 30, 2019 | 18.92% |
March 31, 2019 | 18.92% |
February 28, 2019 | 18.92% |
January 31, 2019 | 18.92% |
December 31, 2018 | 18.92% |
November 30, 2018 | 18.92% |
October 31, 2018 | 18.92% |
September 30, 2018 | 18.92% |
August 31, 2018 | 18.92% |
July 31, 2018 | 18.92% |
June 30, 2018 | 18.92% |
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
18.92%
Minimum
Aug 2017
37.00%
Maximum
Mar 2020
27.66%
Average
18.92%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.141 |
Beta (5Y) | 1.029 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.17% |
Historical Sharpe Ratio (5Y) | 0.4989 |
Historical Sortino (5Y) | 0.4604 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.15% |