Lenovo Group Ltd (LNVGY)
24.10
+0.51
(+2.17%)
USD |
OTCM |
May 07, 11:17
Lenovo Group Max Drawdown (5Y): 64.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.02% |
| March 31, 2024 | 64.02% |
| February 29, 2024 | 64.02% |
| January 31, 2024 | 64.02% |
| December 31, 2023 | 64.02% |
| November 30, 2023 | 64.02% |
| October 31, 2023 | 64.02% |
| September 30, 2023 | 64.02% |
| August 31, 2023 | 64.02% |
| July 31, 2023 | 64.02% |
| June 30, 2023 | 64.02% |
| May 31, 2023 | 64.02% |
| April 30, 2023 | 66.20% |
| March 31, 2023 | 66.45% |
| February 28, 2023 | 70.43% |
| January 31, 2023 | 70.52% |
| December 31, 2022 | 70.52% |
| November 30, 2022 | 70.52% |
| October 31, 2022 | 70.52% |
| September 30, 2022 | 70.52% |
| August 31, 2022 | 70.52% |
| July 31, 2022 | 70.52% |
| June 30, 2022 | 70.52% |
| May 31, 2022 | 70.52% |
| April 30, 2022 | 70.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.52% |
| February 28, 2022 | 70.52% |
| January 31, 2022 | 70.52% |
| December 31, 2021 | 70.52% |
| November 30, 2021 | 70.52% |
| October 31, 2021 | 70.52% |
| September 30, 2021 | 70.52% |
| August 31, 2021 | 70.52% |
| July 31, 2021 | 70.52% |
| June 30, 2021 | 70.52% |
| May 31, 2021 | 70.52% |
| April 30, 2021 | 70.52% |
| March 31, 2021 | 70.52% |
| February 28, 2021 | 70.52% |
| January 31, 2021 | 70.52% |
| December 31, 2020 | 70.52% |
| November 30, 2020 | 70.52% |
| October 31, 2020 | 70.52% |
| September 30, 2020 | 70.52% |
| August 31, 2020 | 70.52% |
| July 31, 2020 | 70.52% |
| June 30, 2020 | 70.52% |
| May 31, 2020 | 70.52% |
| April 30, 2020 | 70.52% |
| March 31, 2020 | 70.52% |
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
64.02%
Minimum
May 2023
70.52%
Maximum
May 2019
69.08%
Average
70.52%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Dell Technologies Inc | 58.65% |
| Apple Inc | 31.43% |
| TROOPS Inc | 95.10% |
| CLPS Inc | 94.25% |
| MMTEC Inc | 99.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.977 |
| Beta (5Y) | 0.9086 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.95% |
| Historical Sharpe Ratio (5Y) | 0.1789 |
| Historical Sortino (5Y) | 0.3383 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.33% |