China Overseas Land & Investment Ltd (CAOVF)
1.40
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Overseas Land & Investment Max Drawdown (5Y): 60.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.08% |
March 31, 2024 | 60.08% |
February 29, 2024 | 56.73% |
January 31, 2024 | 55.82% |
December 31, 2023 | 53.12% |
November 30, 2023 | 53.12% |
October 31, 2023 | 53.12% |
September 30, 2023 | 53.12% |
August 31, 2023 | 53.12% |
July 31, 2023 | 53.12% |
June 30, 2023 | 53.12% |
May 31, 2023 | 53.12% |
April 30, 2023 | 53.12% |
March 31, 2023 | 53.12% |
February 28, 2023 | 53.12% |
January 31, 2023 | 53.12% |
December 31, 2022 | 53.12% |
November 30, 2022 | 53.12% |
October 31, 2022 | 53.12% |
September 30, 2022 | 53.12% |
August 31, 2022 | 53.12% |
July 31, 2022 | 53.12% |
June 30, 2022 | 53.12% |
May 31, 2022 | 53.12% |
April 30, 2022 | 53.12% |
Date | Value |
---|---|
March 31, 2022 | 53.12% |
February 28, 2022 | 53.12% |
January 31, 2022 | 53.12% |
December 31, 2021 | 53.12% |
November 30, 2021 | 53.12% |
October 31, 2021 | 53.12% |
September 30, 2021 | 53.12% |
August 31, 2021 | 53.12% |
July 31, 2021 | 53.12% |
June 30, 2021 | 53.12% |
May 31, 2021 | 53.12% |
April 30, 2021 | 53.12% |
March 31, 2021 | 53.12% |
February 28, 2021 | 53.12% |
January 31, 2021 | 53.12% |
December 31, 2020 | 45.30% |
November 30, 2020 | 40.74% |
October 31, 2020 | 36.97% |
September 30, 2020 | 36.97% |
August 31, 2020 | 29.31% |
July 31, 2020 | 29.31% |
June 30, 2020 | 29.31% |
May 31, 2020 | 33.54% |
April 30, 2020 | 33.54% |
March 31, 2020 | 33.54% |
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
29.31%
Minimum
Jun 2020
60.08%
Maximum
Mar 2024
47.15%
Average
53.12%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 35.49% |
Sino Land Co Ltd | 45.89% |
The Wharf (Holdings) Ltd | 85.66% |
Tian An China Investments Co Ltd | 36.84% |
Kerry Properties Ltd | 51.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.94 |
Beta (5Y) | 0.003 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.00% |
Historical Sharpe Ratio (5Y) | -0.4678 |
Historical Sortino (5Y) | -0.756 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |