HSBC Equity Fund Premium Series (HKB7497)
21.70
+0.11 (+0.52%)
CAD |
May 25 2022
HKB7497 Max Drawdown (5Y): 37.03% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 37.03% |
| March 31, 2022 | 37.03% |
| February 28, 2022 | 37.03% |
| January 31, 2022 | 37.03% |
| December 31, 2021 | 37.03% |
| November 30, 2021 | 37.03% |
| October 31, 2021 | 37.03% |
| September 30, 2021 | 37.03% |
| August 31, 2021 | 37.03% |
| July 31, 2021 | 37.03% |
| June 30, 2021 | 37.03% |
| May 31, 2021 | 37.03% |
| April 30, 2021 | 37.03% |
| March 31, 2021 | 37.03% |
| February 28, 2021 | 37.03% |
| January 31, 2021 | 37.03% |
| December 31, 2020 | 37.03% |
| November 30, 2020 | 37.03% |
| October 31, 2020 | 37.03% |
| September 30, 2020 | 37.03% |
| August 31, 2020 | 37.03% |
| July 31, 2020 | 37.03% |
| June 30, 2020 | 37.03% |
| May 31, 2020 | 37.03% |
| April 30, 2020 | 37.03% |
| Date | Value |
|---|---|
| March 31, 2020 | 37.03% |
| February 29, 2020 | 19.01% |
| January 31, 2020 | 19.01% |
| December 31, 2019 | 19.01% |
| November 30, 2019 | 19.01% |
| October 31, 2019 | 19.01% |
| September 30, 2019 | 19.01% |
| August 31, 2019 | 19.01% |
| July 31, 2019 | 19.01% |
| June 30, 2019 | 19.01% |
| May 31, 2019 | 19.01% |
| April 30, 2019 | 19.01% |
| March 31, 2019 | 19.01% |
| February 28, 2019 | 19.01% |
| January 31, 2019 | 19.01% |
| December 31, 2018 | 19.01% |
| November 30, 2018 | 19.01% |
| October 31, 2018 | 19.01% |
| September 30, 2018 | 19.01% |
| August 31, 2018 | 19.01% |
| July 31, 2018 | 19.01% |
| June 30, 2018 | 19.01% |
| May 31, 2018 | 19.01% |
| April 30, 2018 | 19.01% |
| March 31, 2018 | 19.01% |
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
19.01%
Minimum
May 2017
37.03%
Maximum
Mar 2020
26.82%
Average
19.01%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.834 |
| Beta (5Y) | 1.032 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.65% |
| Historical Sharpe Ratio (5Y) | 0.5019 |
| Historical Sortino (5Y) | 0.4437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.23% |