Dongfeng Motor Group Co Ltd (DNFGY)
18.56
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Dongfeng Motor Group Max Drawdown (5Y): 66.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.52% |
March 31, 2024 | 65.14% |
February 29, 2024 | 65.14% |
January 31, 2024 | 65.14% |
December 31, 2023 | 65.14% |
November 30, 2023 | 65.14% |
October 31, 2023 | 65.14% |
September 30, 2023 | 65.14% |
August 31, 2023 | 65.14% |
July 31, 2023 | 60.27% |
June 30, 2023 | 60.27% |
May 31, 2023 | 60.27% |
April 30, 2023 | 60.27% |
March 31, 2023 | 59.56% |
February 28, 2023 | 57.44% |
January 31, 2023 | 57.44% |
December 31, 2022 | 57.44% |
November 30, 2022 | 57.44% |
October 31, 2022 | 57.44% |
September 30, 2022 | 57.44% |
August 31, 2022 | 57.44% |
July 31, 2022 | 57.44% |
June 30, 2022 | 57.44% |
May 31, 2022 | 57.44% |
April 30, 2022 | 57.44% |
Date | Value |
---|---|
March 31, 2022 | 57.44% |
February 28, 2022 | 57.44% |
January 31, 2022 | 57.44% |
December 31, 2021 | 57.44% |
November 30, 2021 | 57.44% |
October 31, 2021 | 57.44% |
September 30, 2021 | 57.44% |
August 31, 2021 | 57.44% |
July 31, 2021 | 57.44% |
June 30, 2021 | 57.44% |
May 31, 2021 | 57.44% |
April 30, 2021 | 57.44% |
March 31, 2021 | 57.44% |
February 28, 2021 | 57.44% |
January 31, 2021 | 57.44% |
December 31, 2020 | 57.44% |
November 30, 2020 | 57.44% |
October 31, 2020 | 57.44% |
September 30, 2020 | 57.44% |
August 31, 2020 | 57.44% |
July 31, 2020 | 57.44% |
June 30, 2020 | 57.44% |
May 31, 2020 | 57.44% |
April 30, 2020 | 57.44% |
March 31, 2020 | 57.44% |
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
56.44%
Minimum
May 2019
66.52%
Maximum
Apr 2024
58.67%
Average
57.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
China Automotive Systems Inc | 82.79% |
Trip.com Group Ltd | 71.96% |
H World Group Ltd | 64.02% |
Kandi Technologies Group Inc | 86.54% |
Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.29 |
Beta (5Y) | 0.57 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.19% |
Historical Sharpe Ratio (5Y) | -0.3468 |
Historical Sortino (5Y) | -0.6002 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.37% |