HSBC Holdings PLC (HSBC)
44.45
-0.06
(-0.13%)
USD |
NYSE |
May 03, 16:00
44.46
0.00 (0.00%)
After-Hours: 20:00
HSBC Holdings Max Drawdown (5Y): 63.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.37% |
March 31, 2024 | 63.37% |
February 29, 2024 | 63.37% |
January 31, 2024 | 63.37% |
December 31, 2023 | 63.37% |
November 30, 2023 | 63.37% |
October 31, 2023 | 63.37% |
September 30, 2023 | 63.37% |
August 31, 2023 | 63.37% |
July 31, 2023 | 63.37% |
June 30, 2023 | 63.37% |
May 31, 2023 | 63.37% |
April 30, 2023 | 63.37% |
March 31, 2023 | 63.37% |
February 28, 2023 | 63.37% |
January 31, 2023 | 63.37% |
December 31, 2022 | 63.37% |
November 30, 2022 | 63.37% |
October 31, 2022 | 63.37% |
September 30, 2022 | 63.37% |
August 31, 2022 | 63.37% |
July 31, 2022 | 63.37% |
June 30, 2022 | 63.37% |
May 31, 2022 | 63.37% |
April 30, 2022 | 63.37% |
Date | Value |
---|---|
March 31, 2022 | 63.37% |
February 28, 2022 | 63.37% |
January 31, 2022 | 63.37% |
December 31, 2021 | 63.37% |
November 30, 2021 | 63.37% |
October 31, 2021 | 63.37% |
September 30, 2021 | 63.37% |
August 31, 2021 | 63.37% |
July 31, 2021 | 63.37% |
June 30, 2021 | 63.37% |
May 31, 2021 | 63.37% |
April 30, 2021 | 63.37% |
March 31, 2021 | 63.37% |
February 28, 2021 | 63.37% |
January 31, 2021 | 63.37% |
December 31, 2020 | 63.37% |
November 30, 2020 | 63.37% |
October 31, 2020 | 63.37% |
September 30, 2020 | 63.37% |
August 31, 2020 | 56.83% |
July 31, 2020 | 54.18% |
June 30, 2020 | 53.54% |
May 31, 2020 | 53.54% |
April 30, 2020 | 50.78% |
March 31, 2020 | 43.34% |
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
41.18%
Minimum
May 2019
63.37%
Maximum
Sep 2020
58.54%
Average
63.37%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Barclays PLC | 76.01% |
Lloyds Banking Group PLC | 71.47% |
NatWest Group PLC | 75.68% |
Citigroup Inc | 56.50% |
JPMorgan Chase & Co | 43.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.035 |
Beta (5Y) | 0.599 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.03% |
Historical Sharpe Ratio (5Y) | 0.0879 |
Historical Sortino (5Y) | 0.1533 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.59% |