China Eastern Airlines Corp Ltd (CHEAF)
0.271
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
China Eastern Airlines Max Drawdown (5Y): 99.80% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.80% |
April 30, 2024 | 99.80% |
March 31, 2024 | 99.80% |
February 29, 2024 | 99.80% |
January 31, 2024 | 99.80% |
December 31, 2023 | 99.80% |
November 30, 2023 | 99.80% |
October 31, 2023 | 99.80% |
September 30, 2023 | 99.80% |
August 31, 2023 | 99.80% |
July 31, 2023 | 99.80% |
June 30, 2023 | 99.80% |
May 31, 2023 | 99.80% |
April 30, 2023 | 99.80% |
March 31, 2023 | 99.80% |
February 28, 2023 | 99.80% |
January 31, 2023 | 99.80% |
December 31, 2022 | 99.80% |
November 30, 2022 | 99.80% |
October 31, 2022 | 99.80% |
September 30, 2022 | 99.80% |
August 31, 2022 | 99.80% |
July 31, 2022 | 99.80% |
June 30, 2022 | 99.80% |
May 31, 2022 | 56.79% |
Date | Value |
---|---|
April 30, 2022 | 56.79% |
March 31, 2022 | 56.79% |
February 28, 2022 | 56.79% |
January 31, 2022 | 56.79% |
December 31, 2021 | 56.79% |
November 30, 2021 | 56.79% |
October 31, 2021 | 56.79% |
September 30, 2021 | 56.79% |
August 31, 2021 | 56.79% |
July 31, 2021 | 56.79% |
June 30, 2021 | 56.79% |
May 31, 2021 | 56.79% |
April 30, 2021 | 56.79% |
March 31, 2021 | 56.79% |
February 28, 2021 | 56.79% |
January 31, 2021 | 56.79% |
December 31, 2020 | 56.79% |
November 30, 2020 | 56.79% |
October 31, 2020 | 56.79% |
September 30, 2020 | 56.79% |
August 31, 2020 | 56.79% |
July 31, 2020 | 56.79% |
June 30, 2020 | 56.79% |
May 31, 2020 | 55.56% |
April 30, 2020 | 52.47% |
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
42.86%
Minimum
Jul 2019
99.80%
Maximum
Jun 2022
71.94%
Average
56.79%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1011.36 |
Beta (5Y) | 72.65 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.76K% |
Historical Sharpe Ratio (5Y) | -0.0015 |
Historical Sortino (5Y) | -0.2991 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.48% |