Zhejiang Expressway Co Ltd (ZHEXF)
0.6292
-0.03
(-4.95%)
USD |
OTCM |
May 06, 15:47
Zhejiang Expressway Max Drawdown (5Y): 47.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.09% |
| March 31, 2024 | 47.09% |
| February 29, 2024 | 47.09% |
| January 31, 2024 | 47.09% |
| December 31, 2023 | 47.09% |
| November 30, 2023 | 47.09% |
| October 31, 2023 | 47.65% |
| September 30, 2023 | 47.65% |
| August 31, 2023 | 47.65% |
| July 31, 2023 | 50.98% |
| June 30, 2023 | 50.98% |
| May 31, 2023 | 50.98% |
| April 30, 2023 | 50.98% |
| March 31, 2023 | 50.98% |
| February 28, 2023 | 50.98% |
| January 31, 2023 | 50.98% |
| December 31, 2022 | 50.98% |
| November 30, 2022 | 50.98% |
| October 31, 2022 | 50.98% |
| September 30, 2022 | 50.98% |
| August 31, 2022 | 50.98% |
| July 31, 2022 | 50.98% |
| June 30, 2022 | 50.98% |
| May 31, 2022 | 50.98% |
| April 30, 2022 | 50.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.98% |
| February 28, 2022 | 50.98% |
| January 31, 2022 | 50.98% |
| December 31, 2021 | 50.98% |
| November 30, 2021 | 50.98% |
| October 31, 2021 | 50.98% |
| September 30, 2021 | 50.98% |
| August 31, 2021 | 50.98% |
| July 31, 2021 | 50.98% |
| June 30, 2021 | 50.98% |
| May 31, 2021 | 50.98% |
| April 30, 2021 | 50.98% |
| March 31, 2021 | 50.98% |
| February 28, 2021 | 50.98% |
| January 31, 2021 | 50.98% |
| December 31, 2020 | 50.98% |
| November 30, 2020 | 50.98% |
| October 31, 2020 | 50.98% |
| September 30, 2020 | 50.98% |
| August 31, 2020 | 50.98% |
| July 31, 2020 | 50.98% |
| June 30, 2020 | 50.98% |
| May 31, 2020 | 50.98% |
| April 30, 2020 | 50.98% |
| March 31, 2020 | 50.98% |
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
47.09%
Minimum
Nov 2023
50.98%
Maximum
May 2019
50.43%
Average
50.98%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.751 |
| Beta (5Y) | 0.1183 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.78% |
| Historical Sharpe Ratio (5Y) | -0.2402 |
| Historical Sortino (5Y) | -0.3542 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.35% |