Kingsoft Corp Ltd (KSFTF)
3.20
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Kingsoft Max Drawdown (5Y): 75.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.99% |
March 31, 2024 | 75.99% |
February 29, 2024 | 75.99% |
January 31, 2024 | 73.22% |
December 31, 2023 | 73.22% |
November 30, 2023 | 73.22% |
October 31, 2023 | 73.22% |
September 30, 2023 | 73.22% |
August 31, 2023 | 73.22% |
July 31, 2023 | 73.22% |
June 30, 2023 | 73.22% |
May 31, 2023 | 73.22% |
April 30, 2023 | 73.22% |
March 31, 2023 | 73.22% |
February 28, 2023 | 73.22% |
January 31, 2023 | 73.22% |
December 31, 2022 | 73.22% |
November 30, 2022 | 73.22% |
October 31, 2022 | 73.22% |
September 30, 2022 | 72.45% |
August 31, 2022 | 71.03% |
July 31, 2022 | 70.39% |
June 30, 2022 | 70.39% |
May 31, 2022 | 70.39% |
April 30, 2022 | 69.89% |
Date | Value |
---|---|
March 31, 2022 | 69.89% |
February 28, 2022 | 65.00% |
January 31, 2022 | 65.00% |
December 31, 2021 | 65.00% |
November 30, 2021 | 65.00% |
October 31, 2021 | 65.00% |
September 30, 2021 | 65.00% |
August 31, 2021 | 65.00% |
July 31, 2021 | 65.00% |
June 30, 2021 | 65.00% |
May 31, 2021 | 65.00% |
April 30, 2021 | 65.00% |
March 31, 2021 | 65.00% |
February 28, 2021 | 65.00% |
January 31, 2021 | 65.00% |
December 31, 2020 | 65.00% |
November 30, 2020 | 65.00% |
October 31, 2020 | 65.00% |
September 30, 2020 | 65.00% |
August 31, 2020 | 65.00% |
July 31, 2020 | 65.00% |
June 30, 2020 | 65.00% |
May 31, 2020 | 65.00% |
April 30, 2020 | 65.00% |
March 31, 2020 | 65.00% |
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
65.00%
Minimum
May 2019
75.99%
Maximum
Feb 2024
68.40%
Average
65.00%
Median
May 2019
Max Drawdown (5Y) Benchmarks
AirNet Technology Inc | 98.09% |
ZW Data Action Technologies Inc | 97.74% |
Xunlei Ltd | 95.79% |
WiMi Hologram Cloud Inc | -- |
Cheer Holding Inc | 97.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.987 |
Beta (5Y) | -0.1246 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.91% |
Historical Sharpe Ratio (5Y) | 0.0853 |
Historical Sortino (5Y) | 0.1369 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.35% |