Anhui Conch Cement Co Ltd (AHCHY)
11.98
-0.08
(-0.66%)
USD |
OTCM |
May 03, 16:00
Anhui Conch Cement Max Drawdown (5Y): 69.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.06% |
| March 31, 2024 | 69.06% |
| February 29, 2024 | 69.06% |
| January 31, 2024 | 69.06% |
| December 31, 2023 | 66.47% |
| November 30, 2023 | 63.78% |
| October 31, 2023 | 63.59% |
| September 30, 2023 | 62.72% |
| August 31, 2023 | 62.72% |
| July 31, 2023 | 62.72% |
| June 30, 2023 | 62.72% |
| May 31, 2023 | 62.72% |
| April 30, 2023 | 62.72% |
| March 31, 2023 | 62.72% |
| February 28, 2023 | 62.72% |
| January 31, 2023 | 62.72% |
| December 31, 2022 | 62.72% |
| November 30, 2022 | 62.72% |
| October 31, 2022 | 62.72% |
| September 30, 2022 | 54.57% |
| August 31, 2022 | 45.74% |
| July 31, 2022 | 42.88% |
| June 30, 2022 | 41.38% |
| May 31, 2022 | 39.42% |
| April 30, 2022 | 39.42% |
| Date | Value |
|---|---|
| March 31, 2022 | 39.42% |
| February 28, 2022 | 39.42% |
| January 31, 2022 | 39.42% |
| December 31, 2021 | 39.42% |
| November 30, 2021 | 39.42% |
| October 31, 2021 | 36.71% |
| September 30, 2021 | 38.51% |
| August 31, 2021 | 38.51% |
| July 31, 2021 | 38.82% |
| June 30, 2021 | 38.82% |
| May 31, 2021 | 39.15% |
| April 30, 2021 | 45.35% |
| March 31, 2021 | 48.66% |
| February 28, 2021 | 52.25% |
| January 31, 2021 | 52.25% |
| December 31, 2020 | 53.46% |
| November 30, 2020 | 63.19% |
| October 31, 2020 | 63.19% |
| September 30, 2020 | 63.19% |
| August 31, 2020 | 63.19% |
| July 31, 2020 | 63.19% |
| June 30, 2020 | 63.19% |
| May 31, 2020 | 63.19% |
| April 30, 2020 | 63.19% |
| March 31, 2020 | 63.19% |
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
36.71%
Minimum
Oct 2021
69.06%
Maximum
Jan 2024
56.11%
Average
62.72%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Origin Agritech Ltd | 94.19% |
| IT Tech Packaging Inc | 98.54% |
| Gulf Resources Inc | 84.50% |
| ReTo Eco-Solutions Inc | 99.71% |
| CN Energy Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.87 |
| Beta (5Y) | 0.3528 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.99% |
| Historical Sharpe Ratio (5Y) | -0.5151 |
| Historical Sortino (5Y) | -1.042 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.12% |