China Pacific Insurance (Group) Co Ltd (CHPXF)
2.382
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
China Pacific Insurance Max Drawdown (5Y): 62.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.96% |
March 31, 2024 | 62.96% |
February 29, 2024 | 62.96% |
January 31, 2024 | 62.96% |
December 31, 2023 | 62.96% |
November 30, 2023 | 62.96% |
October 31, 2023 | 62.96% |
September 30, 2023 | 62.96% |
August 31, 2023 | 62.96% |
July 31, 2023 | 62.96% |
June 30, 2023 | 62.96% |
May 31, 2023 | 62.96% |
April 30, 2023 | 62.96% |
March 31, 2023 | 62.96% |
February 28, 2023 | 62.96% |
January 31, 2023 | 62.96% |
December 31, 2022 | 62.96% |
November 30, 2022 | 62.96% |
October 31, 2022 | 62.96% |
September 30, 2022 | 62.96% |
August 31, 2022 | 56.46% |
July 31, 2022 | 56.46% |
June 30, 2022 | 56.46% |
May 31, 2022 | 56.46% |
April 30, 2022 | 56.46% |
Date | Value |
---|---|
March 31, 2022 | 56.46% |
February 28, 2022 | 56.46% |
January 31, 2022 | 56.46% |
December 31, 2021 | 56.46% |
November 30, 2021 | 56.46% |
October 31, 2021 | 56.46% |
September 30, 2021 | 56.46% |
August 31, 2021 | 56.46% |
July 31, 2021 | 56.46% |
June 30, 2021 | 56.46% |
May 31, 2021 | 56.46% |
April 30, 2021 | 56.46% |
March 31, 2021 | 56.46% |
February 28, 2021 | 56.46% |
January 31, 2021 | 56.46% |
December 31, 2020 | 56.46% |
November 30, 2020 | 56.46% |
October 31, 2020 | 56.46% |
September 30, 2020 | 56.46% |
August 31, 2020 | 56.46% |
July 31, 2020 | 56.46% |
June 30, 2020 | 56.46% |
May 31, 2020 | 56.46% |
April 30, 2020 | 56.46% |
March 31, 2020 | 56.46% |
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
56.46%
Minimum
May 2019
62.96%
Maximum
Sep 2022
58.63%
Average
56.46%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Fanhua Inc | 87.52% |
The9 Ltd | 99.57% |
Dunxin Financial Holdings Ltd | 99.32% |
Baiyu Holdings Inc | 99.89% |
NiSun International Enterprise Development Group Co Ltd | 99.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.56 |
Beta (5Y) | 0.8123 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.52% |
Historical Sharpe Ratio (5Y) | -0.229 |
Historical Sortino (5Y) | -0.3677 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.92% |