Li Ning Co Ltd (LNNGF)
2.535
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Li Ning Max Drawdown (5Y): 84.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.38% |
| March 31, 2024 | 84.38% |
| February 29, 2024 | 84.38% |
| January 31, 2024 | 84.38% |
| December 31, 2023 | 82.24% |
| November 30, 2023 | 80.70% |
| October 31, 2023 | 77.09% |
| September 30, 2023 | 69.50% |
| August 31, 2023 | 66.35% |
| July 31, 2023 | 62.86% |
| June 30, 2023 | 61.75% |
| May 31, 2023 | 57.80% |
| April 30, 2023 | 57.57% |
| March 31, 2023 | 57.57% |
| February 28, 2023 | 57.57% |
| January 31, 2023 | 57.57% |
| December 31, 2022 | 57.57% |
| November 30, 2022 | 57.57% |
| October 31, 2022 | 57.57% |
| September 30, 2022 | 52.55% |
| August 31, 2022 | 52.55% |
| July 31, 2022 | 52.55% |
| June 30, 2022 | 52.55% |
| May 31, 2022 | 52.55% |
| April 30, 2022 | 52.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.26% |
| February 28, 2022 | 40.85% |
| January 31, 2022 | 40.85% |
| December 31, 2021 | 40.85% |
| November 30, 2021 | 40.85% |
| October 31, 2021 | 46.65% |
| September 30, 2021 | 50.03% |
| August 31, 2021 | 50.03% |
| July 31, 2021 | 50.03% |
| June 30, 2021 | 50.03% |
| May 31, 2021 | 54.89% |
| April 30, 2021 | 57.14% |
| March 31, 2021 | 68.72% |
| February 28, 2021 | 73.30% |
| January 31, 2021 | 73.30% |
| December 31, 2020 | 76.29% |
| November 30, 2020 | 76.29% |
| October 31, 2020 | 76.29% |
| September 30, 2020 | 76.29% |
| August 31, 2020 | 76.29% |
| July 31, 2020 | 81.24% |
| June 30, 2020 | 83.94% |
| May 31, 2020 | 83.94% |
| April 30, 2020 | 85.68% |
| March 31, 2020 | 85.68% |
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
40.85%
Minimum
Nov 2021
90.22%
Maximum
May 2019
68.25%
Average
69.11%
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) | 0.6748 |
| Beta (5Y) | 0.4801 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.20% |
| Historical Sharpe Ratio (5Y) | 0.1154 |
| Historical Sortino (5Y) | 0.2395 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.72% |