BeijingWest Industries International Ltd (NFGRF)
0.0165
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
BeijingWest Industries International Max Drawdown (5Y): 95.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.60% |
March 31, 2024 | 95.60% |
February 29, 2024 | 95.60% |
January 31, 2024 | 95.60% |
December 31, 2023 | 95.60% |
November 30, 2023 | 95.60% |
October 31, 2023 | 95.60% |
September 30, 2023 | 95.60% |
August 31, 2023 | 95.60% |
July 31, 2023 | 95.60% |
June 30, 2023 | 95.60% |
May 31, 2023 | 95.60% |
April 30, 2023 | 95.60% |
March 31, 2023 | 95.60% |
February 28, 2023 | 95.60% |
January 31, 2023 | 95.60% |
December 31, 2022 | 95.60% |
November 30, 2022 | 95.60% |
October 31, 2022 | 95.60% |
September 30, 2022 | 95.60% |
August 31, 2022 | 95.60% |
July 31, 2022 | 95.60% |
June 30, 2022 | 95.60% |
May 31, 2022 | 95.60% |
April 30, 2022 | 95.60% |
Date | Value |
---|---|
March 31, 2022 | 95.60% |
February 28, 2022 | 95.60% |
January 31, 2022 | 95.60% |
December 31, 2021 | 95.60% |
November 30, 2021 | 95.60% |
October 31, 2021 | 95.60% |
September 30, 2021 | 95.60% |
August 31, 2021 | 95.60% |
July 31, 2021 | 95.60% |
June 30, 2021 | 95.60% |
May 31, 2021 | 95.60% |
April 30, 2021 | 95.60% |
March 31, 2021 | 95.60% |
February 28, 2021 | 95.60% |
January 31, 2021 | 95.60% |
December 31, 2020 | 95.60% |
November 30, 2020 | 95.60% |
October 31, 2020 | 95.60% |
September 30, 2020 | 95.60% |
August 31, 2020 | 95.60% |
July 31, 2020 | 95.60% |
June 30, 2020 | 95.60% |
May 31, 2020 | 93.93% |
April 30, 2020 | 92.64% |
March 31, 2020 | 92.64% |
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
92.00%
Minimum
May 2019
95.60%
Maximum
Jun 2020
94.92%
Average
95.60%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.40 |
Beta (5Y) | -0.7558 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 183.7% |
Historical Sharpe Ratio (5Y) | -0.1678 |
Historical Sortino (5Y) | -0.5534 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.47% |