Tsingtao Brewery Co Ltd (TSGTF)
7.36
+0.10
(+1.38%)
USD |
OTCM |
May 03, 16:00
Tsingtao Brewery Max Drawdown (5Y): 50.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.69% |
| March 31, 2024 | 50.69% |
| February 29, 2024 | 50.69% |
| January 31, 2024 | 50.69% |
| December 31, 2023 | 50.29% |
| November 30, 2023 | 50.29% |
| October 31, 2023 | 50.54% |
| September 30, 2023 | 52.39% |
| August 31, 2023 | 53.31% |
| July 31, 2023 | 53.70% |
| June 30, 2023 | 53.70% |
| May 31, 2023 | 53.70% |
| April 30, 2023 | 53.70% |
| March 31, 2023 | 53.70% |
| February 28, 2023 | 53.70% |
| January 31, 2023 | 53.70% |
| December 31, 2022 | 53.70% |
| November 30, 2022 | 53.70% |
| October 31, 2022 | 53.70% |
| September 30, 2022 | 53.70% |
| August 31, 2022 | 54.00% |
| July 31, 2022 | 55.76% |
| June 30, 2022 | 55.76% |
| May 31, 2022 | 55.76% |
| April 30, 2022 | 55.76% |
| Date | Value |
|---|---|
| March 31, 2022 | 55.76% |
| February 28, 2022 | 55.76% |
| January 31, 2022 | 55.76% |
| December 31, 2021 | 55.76% |
| November 30, 2021 | 55.76% |
| October 31, 2021 | 57.17% |
| September 30, 2021 | 57.17% |
| August 31, 2021 | 57.17% |
| July 31, 2021 | 57.17% |
| June 30, 2021 | 59.41% |
| May 31, 2021 | 61.41% |
| April 30, 2021 | 61.41% |
| March 31, 2021 | 61.41% |
| February 28, 2021 | 61.41% |
| January 31, 2021 | 61.41% |
| December 31, 2020 | 61.41% |
| November 30, 2020 | 61.41% |
| October 31, 2020 | 61.41% |
| September 30, 2020 | 61.41% |
| August 31, 2020 | 61.41% |
| July 31, 2020 | 61.41% |
| June 30, 2020 | 61.41% |
| May 31, 2020 | 61.41% |
| April 30, 2020 | 61.41% |
| March 31, 2020 | 61.41% |
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
50.29%
Minimum
Nov 2023
61.41%
Maximum
May 2019
57.16%
Average
56.47%
Median
Max Drawdown (5Y) Benchmarks
| Tantech Holdings Ltd | 99.94% |
| 51 Talk Online Education Group | 97.64% |
| Shineco Inc | 99.65% |
| TDH Holdings Inc | 99.69% |
| Farmmi Inc | 99.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7766 |
| Beta (5Y) | 0.3067 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.04% |
| Historical Sharpe Ratio (5Y) | 0.0733 |
| Historical Sortino (5Y) | 0.1351 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.26% |