COSCO SHIPPING Holdings Co Ltd (CICOF)
1.28
+0.01
(+0.79%)
USD |
OTCM |
May 03, 16:00
COSCO SHIPPING Holdings Max Drawdown (5Y): 65.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.71% |
March 31, 2024 | 65.71% |
February 29, 2024 | 65.71% |
January 31, 2024 | 65.71% |
December 31, 2023 | 65.71% |
November 30, 2023 | 65.71% |
October 31, 2023 | 65.71% |
September 30, 2023 | 65.71% |
August 31, 2023 | 65.71% |
July 31, 2023 | 65.71% |
June 30, 2023 | 65.71% |
May 31, 2023 | 65.71% |
April 30, 2023 | 65.71% |
March 31, 2023 | 65.71% |
February 28, 2023 | 65.71% |
January 31, 2023 | 65.71% |
December 31, 2022 | 65.71% |
November 30, 2022 | 65.71% |
October 31, 2022 | 65.71% |
September 30, 2022 | 65.71% |
August 31, 2022 | 65.71% |
July 31, 2022 | 65.71% |
June 30, 2022 | 65.71% |
May 31, 2022 | 65.71% |
April 30, 2022 | 65.71% |
Date | Value |
---|---|
March 31, 2022 | 65.71% |
February 28, 2022 | 65.71% |
January 31, 2022 | 65.71% |
December 31, 2021 | 65.71% |
November 30, 2021 | 65.71% |
October 31, 2021 | 65.71% |
September 30, 2021 | 65.71% |
August 31, 2021 | 65.71% |
July 31, 2021 | 65.71% |
June 30, 2021 | 65.71% |
May 31, 2021 | 65.71% |
April 30, 2021 | 65.71% |
March 31, 2021 | 65.71% |
February 28, 2021 | 65.71% |
January 31, 2021 | 65.71% |
December 31, 2020 | 65.71% |
November 30, 2020 | 65.71% |
October 31, 2020 | 65.71% |
September 30, 2020 | 65.71% |
August 31, 2020 | 65.71% |
July 31, 2020 | 65.71% |
June 30, 2020 | 65.71% |
May 31, 2020 | 65.71% |
April 30, 2020 | 65.71% |
March 31, 2020 | 64.22% |
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
64.22%
Minimum
Nov 2019
72.65%
Maximum
May 2019
66.04%
Average
65.71%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 27.64 |
Beta (5Y) | 1.316 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.08% |
Historical Sharpe Ratio (5Y) | 0.7284 |
Historical Sortino (5Y) | 1.709 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.86% |