Dunxin Financial Holdings Ltd (DXF)
0.2661
0.00 (0.00%)
USD |
NYAM |
May 16, 16:00
0.2661
0.00 (0.00%)
After-Hours: 20:00
Dunxin Financial Holdings Max Drawdown (5Y): 99.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.32% |
| March 31, 2024 | 99.32% |
| February 29, 2024 | 99.32% |
| January 31, 2024 | 99.32% |
| December 31, 2023 | 99.32% |
| November 30, 2023 | 99.32% |
| October 31, 2023 | 99.14% |
| September 30, 2023 | 99.14% |
| August 31, 2023 | 98.94% |
| July 31, 2023 | 98.37% |
| June 30, 2023 | 98.37% |
| May 31, 2023 | 98.37% |
| April 30, 2023 | 98.37% |
| March 31, 2023 | 97.98% |
| February 28, 2023 | 97.43% |
| January 31, 2023 | 97.14% |
| December 31, 2022 | 97.14% |
| November 30, 2022 | 97.14% |
| October 31, 2022 | 95.90% |
| September 30, 2022 | 95.80% |
| August 31, 2022 | 93.59% |
| July 31, 2022 | 93.59% |
| June 30, 2022 | 93.59% |
| May 31, 2022 | 93.59% |
| April 30, 2022 | 93.59% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.59% |
| February 28, 2022 | 93.59% |
| January 31, 2022 | 93.59% |
| December 31, 2021 | 93.59% |
| November 30, 2021 | 93.59% |
| October 31, 2021 | 93.59% |
| September 30, 2021 | 93.59% |
| August 31, 2021 | 93.59% |
| July 31, 2021 | 93.59% |
| June 30, 2021 | 93.59% |
| May 31, 2021 | 93.59% |
| April 30, 2021 | 93.59% |
| March 31, 2021 | 93.59% |
| February 28, 2021 | 93.59% |
| January 31, 2021 | 93.59% |
| December 31, 2020 | 93.59% |
| November 30, 2020 | 93.59% |
| October 31, 2020 | 93.59% |
| September 30, 2020 | 93.59% |
| August 31, 2020 | 93.59% |
| July 31, 2020 | 93.59% |
| June 30, 2020 | 93.59% |
| May 31, 2020 | 93.59% |
| April 30, 2020 | 93.59% |
| March 31, 2020 | 92.41% |
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
86.19%
Minimum
Oct 2019
99.32%
Maximum
Nov 2023
94.68%
Average
93.59%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| HDFC Bank Ltd | 54.28% |
| CNFinance Holdings Ltd | 82.24% |
| The9 Ltd | 99.57% |
| Highest Performances Holdings Inc | 85.10% |
| Fanhua Inc | 87.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.79 |
| Beta (5Y) | 1.185 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.83% |
| Historical Sharpe Ratio (5Y) | -0.7322 |
| Historical Sortino (5Y) | -1.459 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.45% |