Lenovo Group Ltd (LNVGF)
1.165
+0.02
(+1.30%)
USD |
OTCM |
May 03, 16:00
Lenovo Group Max Drawdown (5Y): 67.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.39% |
| March 31, 2024 | 67.39% |
| February 29, 2024 | 67.39% |
| January 31, 2024 | 67.39% |
| December 31, 2023 | 67.39% |
| November 30, 2023 | 67.39% |
| October 31, 2023 | 67.39% |
| September 30, 2023 | 67.39% |
| August 31, 2023 | 67.39% |
| July 31, 2023 | 67.39% |
| June 30, 2023 | 67.39% |
| May 31, 2023 | 67.39% |
| April 30, 2023 | 68.06% |
| March 31, 2023 | 68.69% |
| February 28, 2023 | 72.44% |
| January 31, 2023 | 72.44% |
| December 31, 2022 | 72.44% |
| November 30, 2022 | 72.44% |
| October 31, 2022 | 72.44% |
| September 30, 2022 | 72.44% |
| August 31, 2022 | 72.44% |
| July 31, 2022 | 72.44% |
| June 30, 2022 | 72.44% |
| May 31, 2022 | 72.44% |
| April 30, 2022 | 72.44% |
| Date | Value |
|---|---|
| March 31, 2022 | 72.44% |
| February 28, 2022 | 72.44% |
| January 31, 2022 | 72.44% |
| December 31, 2021 | 72.44% |
| November 30, 2021 | 72.44% |
| October 31, 2021 | 72.44% |
| September 30, 2021 | 72.44% |
| August 31, 2021 | 72.44% |
| July 31, 2021 | 72.44% |
| June 30, 2021 | 72.44% |
| May 31, 2021 | 72.44% |
| April 30, 2021 | 72.44% |
| March 31, 2021 | 72.44% |
| February 28, 2021 | 72.44% |
| January 31, 2021 | 72.44% |
| December 31, 2020 | 72.44% |
| November 30, 2020 | 72.44% |
| October 31, 2020 | 72.44% |
| September 30, 2020 | 72.44% |
| August 31, 2020 | 72.44% |
| July 31, 2020 | 72.44% |
| June 30, 2020 | 72.44% |
| May 31, 2020 | 72.44% |
| April 30, 2020 | 72.44% |
| March 31, 2020 | 72.44% |
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
67.39%
Minimum
May 2023
72.44%
Maximum
May 2019
71.30%
Average
72.44%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Dell Technologies Inc | 58.65% |
| TROOPS Inc | 95.10% |
| CLPS Inc | 94.25% |
| MMTEC Inc | 99.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.692 |
| Beta (5Y) | 1.057 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.46% |
| Historical Sharpe Ratio (5Y) | 0.1541 |
| Historical Sortino (5Y) | 0.2796 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.67% |