CSPC Pharmaceutical Group Ltd (CHJTF)
0.75
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
CSPC Pharmaceutical Group Max Drawdown (5Y): 52.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.10% |
| March 31, 2024 | 52.10% |
| February 29, 2024 | 52.10% |
| January 31, 2024 | 52.10% |
| December 31, 2023 | 52.10% |
| November 30, 2023 | 52.10% |
| October 31, 2023 | 56.81% |
| September 30, 2023 | 58.38% |
| August 31, 2023 | 58.38% |
| July 31, 2023 | 58.38% |
| June 30, 2023 | 58.38% |
| May 31, 2023 | 58.38% |
| April 30, 2023 | 58.38% |
| March 31, 2023 | 58.38% |
| February 28, 2023 | 58.38% |
| January 31, 2023 | 58.38% |
| December 31, 2022 | 58.38% |
| November 30, 2022 | 58.38% |
| October 31, 2022 | 58.38% |
| September 30, 2022 | 58.38% |
| August 31, 2022 | 58.38% |
| July 31, 2022 | 58.38% |
| June 30, 2022 | 58.38% |
| May 31, 2022 | 58.38% |
| April 30, 2022 | 58.38% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.38% |
| February 28, 2022 | 58.38% |
| January 31, 2022 | 58.38% |
| December 31, 2021 | 58.38% |
| November 30, 2021 | 58.38% |
| October 31, 2021 | 58.38% |
| September 30, 2021 | 58.38% |
| August 31, 2021 | 58.38% |
| July 31, 2021 | 58.38% |
| June 30, 2021 | 58.38% |
| May 31, 2021 | 58.38% |
| April 30, 2021 | 58.38% |
| March 31, 2021 | 58.38% |
| February 28, 2021 | 58.38% |
| January 31, 2021 | 58.38% |
| December 31, 2020 | 58.38% |
| November 30, 2020 | 58.38% |
| October 31, 2020 | 58.38% |
| September 30, 2020 | 58.38% |
| August 31, 2020 | 58.38% |
| July 31, 2020 | 58.38% |
| June 30, 2020 | 58.38% |
| May 31, 2020 | 58.38% |
| April 30, 2020 | 58.38% |
| March 31, 2020 | 58.38% |
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
52.10%
Minimum
Nov 2023
58.38%
Maximum
May 2019
57.73%
Average
58.38%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Sinovac Biotech Ltd | 25.46% |
| CASI Pharmaceuticals Inc | 98.20% |
| Zai Lab Ltd | 92.84% |
| I-MAB | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.117 |
| Beta (5Y) | 0.0093 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.78% |
| Historical Sharpe Ratio (5Y) | -0.126 |
| Historical Sortino (5Y) | -0.2583 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.78% |