Yanlord Land Group Ltd (YLDGY)
6.57
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Yanlord Land Group Max Drawdown (5Y): 65.40% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 65.40% |
| April 30, 2024 | 65.40% |
| March 31, 2024 | 65.40% |
| February 29, 2024 | 62.45% |
| January 31, 2024 | 49.33% |
| December 31, 2023 | 49.33% |
| November 30, 2023 | 49.33% |
| October 31, 2023 | 49.33% |
| September 30, 2023 | 49.33% |
| August 31, 2023 | 46.22% |
| July 31, 2023 | 42.59% |
| June 30, 2023 | 40.95% |
| May 31, 2023 | 40.95% |
| April 30, 2023 | 40.95% |
| March 31, 2023 | 40.95% |
| February 28, 2023 | 40.95% |
| January 31, 2023 | 40.95% |
| December 31, 2022 | 40.95% |
| November 30, 2022 | 40.95% |
| October 31, 2022 | 40.95% |
| September 30, 2022 | 40.95% |
| August 31, 2022 | 40.95% |
| July 31, 2022 | 40.95% |
| June 30, 2022 | 40.95% |
| May 31, 2022 | 40.95% |
| Date | Value |
|---|---|
| April 30, 2022 | 40.95% |
| March 31, 2022 | 40.95% |
| February 28, 2022 | 40.95% |
| January 31, 2022 | 40.95% |
| December 31, 2021 | 40.95% |
| November 30, 2021 | 40.95% |
| October 31, 2021 | 40.95% |
| September 30, 2021 | 40.95% |
| August 31, 2021 | 40.95% |
| July 31, 2021 | 40.95% |
| June 30, 2021 | 40.95% |
| May 31, 2021 | 40.95% |
| April 30, 2021 | 40.95% |
| March 31, 2021 | 40.95% |
| February 28, 2021 | 40.95% |
| January 31, 2021 | 40.95% |
| December 31, 2020 | 40.95% |
| November 30, 2020 | 40.95% |
| October 31, 2020 | 40.95% |
| September 30, 2020 | 40.95% |
| August 31, 2020 | 40.95% |
| July 31, 2020 | 40.95% |
| June 30, 2020 | 40.95% |
| May 31, 2020 | 40.70% |
| April 30, 2020 | 40.70% |
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
40.70%
Minimum
Jun 2019
65.40%
Maximum
Mar 2024
43.29%
Average
40.95%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| City Developments Ltd | 58.28% |
| UOL Group Ltd | 42.05% |
| CapitaLand India Trust | 43.53% |
| Ohmyhome Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.06 |
| Beta (5Y) | -0.012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.46% |
| Historical Sharpe Ratio (5Y) | -0.8336 |
| Historical Sortino (5Y) | -0.9493 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.34% |