China Life Insurance Co Ltd (CILJF)
1.43
+0.05
(+3.62%)
USD |
OTCM |
May 03, 16:00
China Life Insurance Max Drawdown (5Y): 64.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.16% |
March 31, 2024 | 64.16% |
February 29, 2024 | 64.16% |
January 31, 2024 | 64.16% |
December 31, 2023 | 64.16% |
November 30, 2023 | 64.16% |
October 31, 2023 | 64.16% |
September 30, 2023 | 64.16% |
August 31, 2023 | 64.16% |
July 31, 2023 | 64.16% |
June 30, 2023 | 64.16% |
May 31, 2023 | 64.16% |
April 30, 2023 | 64.16% |
March 31, 2023 | 64.16% |
February 28, 2023 | 64.16% |
January 31, 2023 | 64.16% |
December 31, 2022 | 64.16% |
November 30, 2022 | 64.16% |
October 31, 2022 | 64.16% |
September 30, 2022 | 63.80% |
August 31, 2022 | 63.80% |
July 31, 2022 | 63.80% |
June 30, 2022 | 63.80% |
May 31, 2022 | 63.80% |
April 30, 2022 | 63.80% |
Date | Value |
---|---|
March 31, 2022 | 63.80% |
February 28, 2022 | 63.80% |
January 31, 2022 | 63.80% |
December 31, 2021 | 63.80% |
November 30, 2021 | 63.80% |
October 31, 2021 | 63.80% |
September 30, 2021 | 63.80% |
August 31, 2021 | 63.80% |
July 31, 2021 | 63.80% |
June 30, 2021 | 63.80% |
May 31, 2021 | 63.80% |
April 30, 2021 | 63.80% |
March 31, 2021 | 63.80% |
February 28, 2021 | 63.80% |
January 31, 2021 | 63.80% |
December 31, 2020 | 63.80% |
November 30, 2020 | 63.80% |
October 31, 2020 | 63.80% |
September 30, 2020 | 63.80% |
August 31, 2020 | 63.80% |
July 31, 2020 | 63.80% |
June 30, 2020 | 63.80% |
May 31, 2020 | 63.80% |
April 30, 2020 | 63.80% |
March 31, 2020 | 63.80% |
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
62.33%
Minimum
May 2019
64.16%
Maximum
Oct 2022
63.67%
Average
63.80%
Median
Mar 2020
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) | -16.74 |
Beta (5Y) | 0.405 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.00% |
Historical Sharpe Ratio (5Y) | -0.3597 |
Historical Sortino (5Y) | -0.7272 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |