Want Want China Holdings Ltd (WWNTF)
0.5501
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Want Want China Holdings Max Drawdown (5Y): 43.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.55% |
| March 31, 2024 | 43.55% |
| February 29, 2024 | 43.55% |
| January 31, 2024 | 43.55% |
| December 31, 2023 | 41.22% |
| November 30, 2023 | 49.95% |
| October 31, 2023 | 49.95% |
| September 30, 2023 | 49.95% |
| August 31, 2023 | 49.95% |
| July 31, 2023 | 49.95% |
| June 30, 2023 | 49.95% |
| May 31, 2023 | 49.95% |
| April 30, 2023 | 49.95% |
| March 31, 2023 | 49.95% |
| February 28, 2023 | 49.95% |
| January 31, 2023 | 49.95% |
| December 31, 2022 | 49.95% |
| November 30, 2022 | 49.95% |
| October 31, 2022 | 50.06% |
| September 30, 2022 | 50.06% |
| August 31, 2022 | 50.06% |
| July 31, 2022 | 56.81% |
| June 30, 2022 | 57.12% |
| May 31, 2022 | 58.40% |
| April 30, 2022 | 58.40% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.40% |
| February 28, 2022 | 58.40% |
| January 31, 2022 | 58.40% |
| December 31, 2021 | 59.61% |
| November 30, 2021 | 59.61% |
| October 31, 2021 | 60.96% |
| September 30, 2021 | 60.96% |
| August 31, 2021 | 62.24% |
| July 31, 2021 | 62.24% |
| June 30, 2021 | 62.24% |
| May 31, 2021 | 63.20% |
| April 30, 2021 | 63.20% |
| March 31, 2021 | 63.20% |
| February 28, 2021 | 63.20% |
| January 31, 2021 | 63.20% |
| December 31, 2020 | 63.20% |
| November 30, 2020 | 63.20% |
| October 31, 2020 | 63.20% |
| September 30, 2020 | 63.20% |
| August 31, 2020 | 63.20% |
| July 31, 2020 | 63.20% |
| June 30, 2020 | 63.20% |
| May 31, 2020 | 63.20% |
| April 30, 2020 | 63.20% |
| March 31, 2020 | 63.20% |
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
41.22%
Minimum
Dec 2023
63.20%
Maximum
May 2019
57.15%
Average
60.28%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.15 |
| Beta (5Y) | 0.2509 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.37% |
| Historical Sharpe Ratio (5Y) | -0.29 |
| Historical Sortino (5Y) | -0.3455 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.49% |