China Citic Bank Corp Ltd (CHBJF)
0.5908
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
China Citic Bank Max Drawdown (5Y): 51.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.53% |
March 31, 2024 | 51.53% |
February 29, 2024 | 51.53% |
January 31, 2024 | 51.53% |
December 31, 2023 | 51.53% |
November 30, 2023 | 51.53% |
October 31, 2023 | 51.53% |
September 30, 2023 | 51.53% |
August 31, 2023 | 51.53% |
July 31, 2023 | 51.53% |
June 30, 2023 | 51.53% |
May 31, 2023 | 51.53% |
April 30, 2023 | 51.53% |
March 31, 2023 | 51.53% |
February 28, 2023 | 51.53% |
January 31, 2023 | 51.53% |
December 31, 2022 | 51.53% |
November 30, 2022 | 51.53% |
October 31, 2022 | 51.53% |
September 30, 2022 | 51.53% |
August 31, 2022 | 51.53% |
July 31, 2022 | 51.53% |
June 30, 2022 | 51.53% |
May 31, 2022 | 51.53% |
April 30, 2022 | 51.53% |
Date | Value |
---|---|
March 31, 2022 | 51.53% |
February 28, 2022 | 51.53% |
January 31, 2022 | 51.53% |
December 31, 2021 | 51.53% |
November 30, 2021 | 51.53% |
October 31, 2021 | 51.53% |
September 30, 2021 | 51.53% |
August 31, 2021 | 51.53% |
July 31, 2021 | 51.53% |
June 30, 2021 | 51.53% |
May 31, 2021 | 51.53% |
April 30, 2021 | 51.53% |
March 31, 2021 | 51.53% |
February 28, 2021 | 45.66% |
January 31, 2021 | 45.66% |
December 31, 2020 | 45.66% |
November 30, 2020 | 41.51% |
October 31, 2020 | 41.51% |
September 30, 2020 | 41.51% |
August 31, 2020 | 41.51% |
July 31, 2020 | 41.51% |
June 30, 2020 | 41.51% |
May 31, 2020 | 41.51% |
April 30, 2020 | 41.51% |
March 31, 2020 | 41.51% |
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
37.02%
Minimum
May 2019
51.53%
Maximum
Mar 2021
47.84%
Average
51.53%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Fanhua Inc | 87.52% |
The9 Ltd | 99.57% |
Dunxin Financial Holdings Ltd | 99.32% |
NiSun International Enterprise Development Group Co Ltd | 99.09% |
LexinFintech Holdings Ltd | 93.19% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9389 |
Beta (5Y) | 0.2251 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.17% |
Historical Sharpe Ratio (5Y) | 0.0381 |
Historical Sortino (5Y) | 0.0817 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.29% |