Agricultural Bank of China Ltd. (ACGBY)

18.56 +0.20 (+1.09%) USD  |  OTCM  |  May 27, 16:00
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Agricultural Bank of China Max Drawdown (5Y) : 37.48% for April 30, 2026

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Industrial & Commercial Bank of China Ltd. 38.30%
Bank of China Ltd. 27.73%
China Merchants Bank Co., Ltd. 62.68%
China Construction Bank Corp. 38.13%
China Minsheng Banking Corp., Ltd. 66.81%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 20.11
Beta (5Y) 0.1184
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.41%
Historical Sharpe Ratio (5Y) 1.041
Historical Sortino (5Y) 2.447
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.36%