Chow Tai Fook Jewellery Group Ltd (CJEWY)
13.63
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Chow Tai Fook Jewellery Group Max Drawdown (5Y): 48.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.31% |
March 31, 2024 | 48.31% |
February 29, 2024 | 48.31% |
January 31, 2024 | 48.31% |
December 31, 2023 | 48.31% |
November 30, 2023 | 48.31% |
October 31, 2023 | 48.31% |
September 30, 2023 | 48.31% |
August 31, 2023 | 48.31% |
July 31, 2023 | 48.31% |
June 30, 2023 | 48.31% |
May 31, 2023 | 48.31% |
April 30, 2023 | 48.31% |
March 31, 2023 | 48.31% |
February 28, 2023 | 48.31% |
January 31, 2023 | 48.31% |
December 31, 2022 | 48.31% |
November 30, 2022 | 48.31% |
October 31, 2022 | 48.31% |
September 30, 2022 | 48.31% |
August 31, 2022 | 48.31% |
July 31, 2022 | 48.31% |
June 30, 2022 | 48.31% |
May 31, 2022 | 48.31% |
April 30, 2022 | 48.31% |
Date | Value |
---|---|
March 31, 2022 | 48.31% |
February 28, 2022 | 48.31% |
January 31, 2022 | 48.31% |
December 31, 2021 | 48.31% |
November 30, 2021 | 48.31% |
October 31, 2021 | 48.31% |
September 30, 2021 | 48.31% |
August 31, 2021 | 50.35% |
July 31, 2021 | 51.63% |
June 30, 2021 | 51.63% |
May 31, 2021 | 51.63% |
April 30, 2021 | 51.63% |
March 31, 2021 | 55.68% |
February 28, 2021 | 58.78% |
January 31, 2021 | 58.98% |
December 31, 2020 | 59.92% |
November 30, 2020 | 62.01% |
October 31, 2020 | 63.49% |
September 30, 2020 | 63.49% |
August 31, 2020 | 63.49% |
July 31, 2020 | 63.49% |
June 30, 2020 | 63.49% |
May 31, 2020 | 63.49% |
April 30, 2020 | 63.49% |
March 31, 2020 | 63.49% |
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
48.31%
Minimum
Sep 2021
63.49%
Maximum
May 2019
54.01%
Average
48.31%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.226 |
Beta (5Y) | 0.7082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.85% |
Historical Sharpe Ratio (5Y) | 0.2474 |
Historical Sortino (5Y) | 0.4781 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.58% |