Air China Ltd (AICAF)
0.5011
0.00 (0.00%)
USD |
OTCM |
Nov 19, 16:00
Air China Max Drawdown (5Y): 62.61% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 62.61% |
August 31, 2024 | 62.61% |
July 31, 2024 | 62.61% |
June 30, 2024 | 62.61% |
May 31, 2024 | 62.61% |
April 30, 2024 | 62.61% |
March 31, 2024 | 62.61% |
February 29, 2024 | 62.61% |
January 31, 2024 | 62.61% |
December 31, 2023 | 62.61% |
November 30, 2023 | 62.61% |
October 31, 2023 | 62.61% |
September 30, 2023 | 62.61% |
August 31, 2023 | 62.61% |
July 31, 2023 | 62.61% |
June 30, 2023 | 62.61% |
May 31, 2023 | 62.61% |
April 30, 2023 | 62.61% |
March 31, 2023 | 62.61% |
February 28, 2023 | 62.61% |
January 31, 2023 | 62.61% |
December 31, 2022 | 62.61% |
November 30, 2022 | 62.61% |
October 31, 2022 | 62.61% |
September 30, 2022 | 62.61% |
Date | Value |
---|---|
August 31, 2022 | 62.61% |
July 31, 2022 | 62.61% |
June 30, 2022 | 62.61% |
May 31, 2022 | 62.61% |
April 30, 2022 | 62.61% |
March 31, 2022 | 62.61% |
February 28, 2022 | 62.61% |
January 31, 2022 | 62.61% |
December 31, 2021 | 62.61% |
November 30, 2021 | 62.61% |
October 31, 2021 | 62.61% |
September 30, 2021 | 62.61% |
August 31, 2021 | 62.61% |
July 31, 2021 | 62.61% |
June 30, 2021 | 62.61% |
May 31, 2021 | 62.61% |
April 30, 2021 | 62.61% |
March 31, 2021 | 62.61% |
February 28, 2021 | 62.61% |
January 31, 2021 | 62.61% |
December 31, 2020 | 62.61% |
November 30, 2020 | 62.61% |
October 31, 2020 | 62.61% |
September 30, 2020 | 62.61% |
August 31, 2020 | 62.61% |
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
50.83%
Minimum
Nov 2019
62.61%
Maximum
Jul 2020
61.67%
Average
62.61%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.62 |
Beta (5Y) | 0.2673 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.69% |
Historical Sharpe Ratio (5Y) | -0.3633 |
Historical Sortino (5Y) | -0.7617 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.00% |