Great Wall Motor Co Ltd (GWLLY)
17.20
-0.60
(-3.36%)
USD |
OTCM |
Jun 03, 16:00
Great Wall Motor Max Drawdown (5Y): 80.62% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 80.62% |
April 30, 2024 | 80.62% |
March 31, 2024 | 80.62% |
February 29, 2024 | 80.62% |
January 31, 2024 | 80.62% |
December 31, 2023 | 80.62% |
November 30, 2023 | 80.62% |
October 31, 2023 | 80.62% |
September 30, 2023 | 80.62% |
August 31, 2023 | 80.62% |
July 31, 2023 | 80.62% |
June 30, 2023 | 80.62% |
May 31, 2023 | 80.62% |
April 30, 2023 | 80.62% |
March 31, 2023 | 80.62% |
February 28, 2023 | 80.62% |
January 31, 2023 | 80.62% |
December 31, 2022 | 80.62% |
November 30, 2022 | 80.62% |
October 31, 2022 | 80.62% |
September 30, 2022 | 77.74% |
August 31, 2022 | 77.74% |
July 31, 2022 | 77.74% |
June 30, 2022 | 77.74% |
May 31, 2022 | 77.74% |
Date | Value |
---|---|
April 30, 2022 | 77.74% |
March 31, 2022 | 77.74% |
February 28, 2022 | 77.74% |
January 31, 2022 | 77.74% |
December 31, 2021 | 77.74% |
November 30, 2021 | 77.74% |
October 31, 2021 | 77.74% |
September 30, 2021 | 77.74% |
August 31, 2021 | 77.74% |
July 31, 2021 | 77.74% |
June 30, 2021 | 77.74% |
May 31, 2021 | 77.74% |
April 30, 2021 | 77.74% |
March 31, 2021 | 77.74% |
February 28, 2021 | 77.74% |
January 31, 2021 | 77.74% |
December 31, 2020 | 77.74% |
November 30, 2020 | 77.74% |
October 31, 2020 | 77.74% |
September 30, 2020 | 77.74% |
August 31, 2020 | 77.74% |
July 31, 2020 | 77.74% |
June 30, 2020 | 77.74% |
May 31, 2020 | 77.74% |
April 30, 2020 | 77.74% |
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
77.74%
Minimum
Jun 2019
80.62%
Maximum
Oct 2022
78.70%
Average
77.74%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
BYD Co Ltd | 58.09% |
NIO Inc | 93.95% |
Li Auto Inc | -- |
XPeng Inc | -- |
ZEEKR Intelligent Technology Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.64 |
Beta (5Y) | 0.8029 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.19% |
Historical Sharpe Ratio (5Y) | 0.318 |
Historical Sortino (5Y) | 0.7455 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.76% |