China Mengniu Dairy Co Ltd (CIADF)
2.50
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Mengniu Dairy Max Drawdown (5Y): 60.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.62% |
| March 31, 2024 | 60.62% |
| February 29, 2024 | 60.62% |
| January 31, 2024 | 59.36% |
| December 31, 2023 | 59.34% |
| November 30, 2023 | 52.72% |
| October 31, 2023 | 49.72% |
| September 30, 2023 | 49.72% |
| August 31, 2023 | 44.87% |
| July 31, 2023 | 37.85% |
| June 30, 2023 | 37.85% |
| May 31, 2023 | 37.85% |
| April 30, 2023 | 37.85% |
| March 31, 2023 | 37.54% |
| February 28, 2023 | 37.54% |
| January 31, 2023 | 37.54% |
| December 31, 2022 | 37.54% |
| November 30, 2022 | 37.54% |
| October 31, 2022 | 37.54% |
| September 30, 2022 | 37.54% |
| August 31, 2022 | 36.46% |
| July 31, 2022 | 26.99% |
| June 30, 2022 | 26.99% |
| May 31, 2022 | 26.99% |
| April 30, 2022 | 30.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 33.48% |
| February 28, 2022 | 34.88% |
| January 31, 2022 | 34.88% |
| December 31, 2021 | 34.88% |
| November 30, 2021 | 37.00% |
| October 31, 2021 | 37.00% |
| September 30, 2021 | 37.00% |
| August 31, 2021 | 37.00% |
| July 31, 2021 | 37.35% |
| June 30, 2021 | 43.33% |
| May 31, 2021 | 43.33% |
| April 30, 2021 | 43.68% |
| March 31, 2021 | 46.18% |
| February 28, 2021 | 46.88% |
| January 31, 2021 | 46.88% |
| December 31, 2020 | 52.78% |
| November 30, 2020 | 54.51% |
| October 31, 2020 | 54.51% |
| September 30, 2020 | 54.51% |
| August 31, 2020 | 54.51% |
| July 31, 2020 | 54.51% |
| June 30, 2020 | 54.51% |
| May 31, 2020 | 54.51% |
| April 30, 2020 | 54.51% |
| March 31, 2020 | 54.51% |
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
26.99%
Minimum
May 2022
60.62%
Maximum
Feb 2024
45.71%
Average
46.53%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.40 |
| Beta (5Y) | 0.3625 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.20% |
| Historical Sharpe Ratio (5Y) | -0.3713 |
| Historical Sortino (5Y) | -0.5045 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.63% |