ATA Creativity Global (AACG)
1.03
0.00 (0.00%)
USD |
NASDAQ |
Nov 14, 10:39
ATA Creativity Global Max Drawdown (5Y): 96.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.49% |
| September 30, 2024 | 96.49% |
| August 31, 2024 | 95.91% |
| July 31, 2024 | 95.91% |
| June 30, 2024 | 94.39% |
| May 31, 2024 | 94.34% |
| April 30, 2024 | 94.34% |
| March 31, 2024 | 94.34% |
| February 29, 2024 | 94.34% |
| January 31, 2024 | 94.34% |
| December 31, 2023 | 94.34% |
| November 30, 2023 | 94.06% |
| October 31, 2023 | 93.46% |
| September 30, 2023 | 93.46% |
| August 31, 2023 | 93.46% |
| July 31, 2023 | 93.46% |
| June 30, 2023 | 93.46% |
| May 31, 2023 | 93.46% |
| April 30, 2023 | 93.46% |
| March 31, 2023 | 93.46% |
| February 28, 2023 | 93.46% |
| January 31, 2023 | 93.46% |
| December 31, 2022 | 93.46% |
| November 30, 2022 | 93.46% |
| October 31, 2022 | 93.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.46% |
| August 31, 2022 | 93.46% |
| July 31, 2022 | 93.46% |
| June 30, 2022 | 93.46% |
| May 31, 2022 | 93.46% |
| April 30, 2022 | 92.73% |
| March 31, 2022 | 92.73% |
| February 28, 2022 | 92.73% |
| January 31, 2022 | 92.73% |
| December 31, 2021 | 92.73% |
| November 30, 2021 | 88.53% |
| October 31, 2021 | 84.48% |
| September 30, 2021 | 83.71% |
| August 31, 2021 | 82.52% |
| July 31, 2021 | 82.52% |
| June 30, 2021 | 82.52% |
| May 31, 2021 | 82.52% |
| April 30, 2021 | 82.52% |
| March 31, 2021 | 82.52% |
| February 28, 2021 | 82.52% |
| January 31, 2021 | 82.52% |
| December 31, 2020 | 82.52% |
| November 30, 2020 | 82.52% |
| October 31, 2020 | 82.52% |
| September 30, 2020 | 82.52% |
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
78.99%
Minimum
Nov 2019
96.49%
Maximum
Sep 2024
89.03%
Average
93.09%
Median
Max Drawdown (5Y) Benchmarks
| Tantech Holdings Ltd | 99.99% |
| 51 Talk Online Education Group | 97.64% |
| Shineco Inc | 99.93% |
| Farmmi Inc | 99.96% |
| Big Tree Cloud Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.62 |
| Beta (5Y) | 0.7844 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 194.3% |
| Historical Sharpe Ratio (5Y) | -0.0746 |
| Historical Sortino (5Y) | -0.4063 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.36% |