China Yuchai International Ltd (CYD)
8.31
+0.06
(+0.73%)
USD |
NYSE |
May 03, 16:00
8.30
-0.01
(-0.12%)
Pre-Market: 20:00
China Yuchai International Max Drawdown (5Y): 66.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.31% |
March 31, 2024 | 66.31% |
February 29, 2024 | 66.31% |
January 31, 2024 | 66.31% |
December 31, 2023 | 66.31% |
November 30, 2023 | 66.31% |
October 31, 2023 | 66.31% |
September 30, 2023 | 66.31% |
August 31, 2023 | 66.31% |
July 31, 2023 | 66.31% |
June 30, 2023 | 66.31% |
May 31, 2023 | 66.31% |
April 30, 2023 | 66.31% |
March 31, 2023 | 66.31% |
February 28, 2023 | 66.31% |
January 31, 2023 | 66.31% |
December 31, 2022 | 66.31% |
November 30, 2022 | 66.31% |
October 31, 2022 | 66.31% |
September 30, 2022 | 66.31% |
August 31, 2022 | 66.31% |
July 31, 2022 | 66.31% |
June 30, 2022 | 66.31% |
May 31, 2022 | 66.31% |
April 30, 2022 | 66.31% |
Date | Value |
---|---|
March 31, 2022 | 66.31% |
February 28, 2022 | 66.31% |
January 31, 2022 | 66.31% |
December 31, 2021 | 66.31% |
November 30, 2021 | 66.31% |
October 31, 2021 | 66.31% |
September 30, 2021 | 66.31% |
August 31, 2021 | 66.31% |
July 31, 2021 | 66.31% |
June 30, 2021 | 66.31% |
May 31, 2021 | 66.31% |
April 30, 2021 | 66.31% |
March 31, 2021 | 66.31% |
February 28, 2021 | 66.31% |
January 31, 2021 | 66.31% |
December 31, 2020 | 66.31% |
November 30, 2020 | 66.31% |
October 31, 2020 | 66.31% |
September 30, 2020 | 66.31% |
August 31, 2020 | 66.31% |
July 31, 2020 | 66.31% |
June 30, 2020 | 66.31% |
May 31, 2020 | 66.31% |
April 30, 2020 | 66.31% |
March 31, 2020 | 66.31% |
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
65.41%
Minimum
May 2019
66.31%
Maximum
Mar 2020
66.16%
Average
66.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
LightInTheBox Holding Co Ltd | 89.38% |
Sea Ltd | 90.51% |
Webuy Global Ltd | -- |
noco-noco Inc | -- |
YY Group Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.89 |
Beta (5Y) | 1.091 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.64% |
Historical Sharpe Ratio (5Y) | -0.2586 |
Historical Sortino (5Y) | -0.4716 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.64% |