Aluminum Corp of China Ltd (ALMMF)
0.6806
-0.02
(-2.77%)
USD |
OTCM |
Jun 14, 16:00
Aluminum Corp of China Max Drawdown (5Y): 80.82% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 80.82% |
April 30, 2024 | 80.82% |
March 31, 2024 | 80.82% |
February 29, 2024 | 80.82% |
January 31, 2024 | 80.82% |
December 31, 2023 | 80.82% |
November 30, 2023 | 80.82% |
October 31, 2023 | 80.82% |
September 30, 2023 | 80.82% |
August 31, 2023 | 80.82% |
July 31, 2023 | 80.82% |
June 30, 2023 | 80.82% |
May 31, 2023 | 80.82% |
April 30, 2023 | 80.82% |
March 31, 2023 | 80.82% |
February 28, 2023 | 80.82% |
January 31, 2023 | 80.82% |
December 31, 2022 | 80.82% |
November 30, 2022 | 80.82% |
October 31, 2022 | 80.82% |
September 30, 2022 | 80.82% |
August 31, 2022 | 80.82% |
July 31, 2022 | 80.82% |
June 30, 2022 | 80.82% |
May 31, 2022 | 80.82% |
Date | Value |
---|---|
April 30, 2022 | 80.82% |
March 31, 2022 | 80.82% |
February 28, 2022 | 80.82% |
January 31, 2022 | 80.82% |
December 31, 2021 | 80.82% |
November 30, 2021 | 80.82% |
October 31, 2021 | 80.82% |
September 30, 2021 | 80.82% |
August 31, 2021 | 80.82% |
July 31, 2021 | 80.82% |
June 30, 2021 | 80.82% |
May 31, 2021 | 80.82% |
April 30, 2021 | 80.82% |
March 31, 2021 | 80.82% |
February 28, 2021 | 80.82% |
January 31, 2021 | 80.82% |
December 31, 2020 | 80.82% |
November 30, 2020 | 80.82% |
October 31, 2020 | 80.82% |
September 30, 2020 | 80.76% |
August 31, 2020 | 80.76% |
July 31, 2020 | 80.76% |
June 30, 2020 | 80.76% |
May 31, 2020 | 80.76% |
April 30, 2020 | 80.76% |
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
70.90%
Minimum
Aug 2019
80.82%
Maximum
Oct 2020
79.39%
Average
80.82%
Median
Oct 2020
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) | -1.597 |
Beta (5Y) | 1.235 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.22% |
Historical Sharpe Ratio (5Y) | 0.2279 |
Historical Sortino (5Y) | 0.4903 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |