Zijin Mining Group Co Ltd (ZIJMY)
44.80
+0.80
(+1.82%)
USD |
OTCM |
May 01, 16:00
Zijin Mining Group Max Drawdown (5Y): 49.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.21% |
| March 31, 2024 | 49.21% |
| February 29, 2024 | 49.21% |
| January 31, 2024 | 49.21% |
| December 31, 2023 | 49.21% |
| November 30, 2023 | 49.21% |
| October 31, 2023 | 49.21% |
| September 30, 2023 | 49.21% |
| August 31, 2023 | 49.21% |
| July 31, 2023 | 49.21% |
| June 30, 2023 | 49.21% |
| May 31, 2023 | 49.21% |
| April 30, 2023 | 49.21% |
| March 31, 2023 | 49.21% |
| February 28, 2023 | 49.21% |
| January 31, 2023 | 49.21% |
| December 31, 2022 | 49.21% |
| November 30, 2022 | 49.21% |
| October 31, 2022 | 49.21% |
| September 30, 2022 | 49.21% |
| August 31, 2022 | 39.96% |
| July 31, 2022 | 38.55% |
| June 30, 2022 | 36.81% |
| May 31, 2022 | 36.81% |
| April 30, 2022 | 36.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.81% |
| February 28, 2022 | 36.81% |
| January 31, 2022 | 36.81% |
| December 31, 2021 | 36.29% |
| November 30, 2021 | 36.29% |
| October 31, 2021 | 36.29% |
| September 30, 2021 | 36.29% |
| August 31, 2021 | 36.29% |
| July 31, 2021 | 36.29% |
| June 30, 2021 | 36.29% |
| May 31, 2021 | 36.29% |
| April 30, 2021 | 36.29% |
| March 31, 2021 | 36.29% |
| February 28, 2021 | 35.00% |
| January 31, 2021 | 35.00% |
| December 31, 2020 | 35.00% |
| November 30, 2020 | 47.78% |
| October 31, 2020 | 47.78% |
| September 30, 2020 | 47.78% |
| August 31, 2020 | 47.78% |
| July 31, 2020 | 47.78% |
| June 30, 2020 | 47.78% |
| May 31, 2020 | 47.78% |
| April 30, 2020 | 47.78% |
| March 31, 2020 | 47.78% |
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
35.00%
Minimum
Dec 2020
49.21%
Maximum
Sep 2022
44.32%
Average
47.78%
Median
May 2019
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) | 32.20 |
| Beta (5Y) | 0.9568 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.85% |
| Historical Sharpe Ratio (5Y) | 0.8266 |
| Historical Sortino (5Y) | 1.899 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.37% |