Haidilao International Holding Ltd (HDALF)
2.599
0.00 (0.00%)
USD |
OTCM |
May 17, 15:12
Haidilao International Max Drawdown (5Y): 86.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.95% |
| March 31, 2024 | 86.95% |
| February 29, 2024 | 86.95% |
| January 31, 2024 | 86.95% |
| December 31, 2023 | 86.95% |
| November 30, 2023 | 86.95% |
| October 31, 2023 | 86.95% |
| September 30, 2023 | 86.95% |
| August 31, 2023 | 86.95% |
| July 31, 2023 | 86.95% |
| June 30, 2023 | 86.95% |
| May 31, 2023 | 86.95% |
| April 30, 2023 | 86.95% |
| March 31, 2023 | 86.95% |
| February 28, 2023 | 86.95% |
| January 31, 2023 | 86.95% |
| December 31, 2022 | 86.95% |
| November 30, 2022 | 86.95% |
| October 31, 2022 | 86.95% |
| September 30, 2022 | 86.95% |
| August 31, 2022 | 86.95% |
| July 31, 2022 | 86.95% |
| June 30, 2022 | 86.95% |
| May 31, 2022 | 86.95% |
| April 30, 2022 | 86.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.95% |
| February 28, 2022 | 80.81% |
| January 31, 2022 | 80.81% |
| December 31, 2021 | 80.81% |
| November 30, 2021 | 79.99% |
| October 31, 2021 | 73.52% |
| September 30, 2021 | 68.62% |
| August 31, 2021 | 68.62% |
| July 31, 2021 | 64.98% |
| June 30, 2021 | 57.07% |
| May 31, 2021 | 52.27% |
| April 30, 2021 | 42.91% |
| March 31, 2021 | 39.00% |
| February 28, 2021 | 22.15% |
| January 31, 2021 | 22.15% |
| December 31, 2020 | 22.15% |
| November 30, 2020 | 22.15% |
| October 31, 2020 | 22.15% |
| September 30, 2020 | 22.15% |
| August 31, 2020 | 22.15% |
| July 31, 2020 | 22.15% |
| June 30, 2020 | 22.15% |
| May 31, 2020 | 22.15% |
| April 30, 2020 | 22.15% |
| March 31, 2020 | 22.15% |
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
4.52%
Minimum
May 2019
86.95%
Maximum
Mar 2022
56.78%
Average
76.76%
Median
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) | -2.119 |
| Beta (5Y) | -0.9551 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.41% |
| Historical Sharpe Ratio (5Y) | -0.2078 |
| Historical Sortino (5Y) | -0.3843 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.85% |