Zijin Mining Group Co Ltd (ZIJMF)
2.19
-0.06
(-2.67%)
USD |
OTCM |
Apr 30, 16:00
Zijin Mining Group Max Drawdown (5Y): 49.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.15% |
| March 31, 2024 | 49.15% |
| February 29, 2024 | 49.15% |
| January 31, 2024 | 49.15% |
| December 31, 2023 | 49.15% |
| November 30, 2023 | 49.15% |
| October 31, 2023 | 49.15% |
| September 30, 2023 | 49.15% |
| August 31, 2023 | 49.15% |
| July 31, 2023 | 49.15% |
| June 30, 2023 | 49.15% |
| May 31, 2023 | 49.15% |
| April 30, 2023 | 49.15% |
| March 31, 2023 | 49.15% |
| February 28, 2023 | 49.15% |
| January 31, 2023 | 49.15% |
| December 31, 2022 | 49.15% |
| November 30, 2022 | 49.15% |
| October 31, 2022 | 49.15% |
| September 30, 2022 | 49.15% |
| August 31, 2022 | 42.42% |
| July 31, 2022 | 42.42% |
| June 30, 2022 | 41.81% |
| May 31, 2022 | 41.81% |
| April 30, 2022 | 41.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.81% |
| February 28, 2022 | 41.81% |
| January 31, 2022 | 41.81% |
| December 31, 2021 | 41.81% |
| November 30, 2021 | 41.81% |
| October 31, 2021 | 41.81% |
| September 30, 2021 | 41.81% |
| August 31, 2021 | 41.81% |
| July 31, 2021 | 41.81% |
| June 30, 2021 | 41.81% |
| May 31, 2021 | 41.81% |
| April 30, 2021 | 41.81% |
| March 31, 2021 | 41.81% |
| February 28, 2021 | 43.85% |
| January 31, 2021 | 49.22% |
| December 31, 2020 | 52.65% |
| November 30, 2020 | 68.40% |
| October 31, 2020 | 69.09% |
| September 30, 2020 | 69.09% |
| August 31, 2020 | 69.09% |
| July 31, 2020 | 69.09% |
| June 30, 2020 | 73.77% |
| May 31, 2020 | 75.45% |
| April 30, 2020 | 75.45% |
| March 31, 2020 | 75.45% |
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
41.81%
Minimum
Mar 2021
77.56%
Maximum
May 2019
54.77%
Average
49.15%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Origin Agritech Ltd | 94.19% |
| IT Tech Packaging Inc | 98.54% |
| Gulf Resources Inc | 84.50% |
| ReTo Eco-Solutions Inc | 99.71% |
| CN Energy Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 28.71 |
| Beta (5Y) | 1.242 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.89% |
| Historical Sharpe Ratio (5Y) | 0.8526 |
| Historical Sortino (5Y) | 1.902 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.66% |