ANTA Sports Products Ltd (ANPDY)
299.36
+16.32
(+5.77%)
USD |
OTCM |
May 02, 15:59
ANTA Sports Products Max Drawdown (5Y): 64.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.73% |
| March 31, 2024 | 64.73% |
| February 29, 2024 | 64.73% |
| January 31, 2024 | 64.73% |
| December 31, 2023 | 63.24% |
| November 30, 2023 | 63.24% |
| October 31, 2023 | 63.24% |
| September 30, 2023 | 63.24% |
| August 31, 2023 | 63.24% |
| July 31, 2023 | 63.24% |
| June 30, 2023 | 63.24% |
| May 31, 2023 | 63.24% |
| April 30, 2023 | 63.24% |
| March 31, 2023 | 63.24% |
| February 28, 2023 | 63.24% |
| January 31, 2023 | 63.24% |
| December 31, 2022 | 63.24% |
| November 30, 2022 | 63.24% |
| October 31, 2022 | 63.24% |
| September 30, 2022 | 58.97% |
| August 31, 2022 | 58.97% |
| July 31, 2022 | 58.97% |
| June 30, 2022 | 58.97% |
| May 31, 2022 | 58.97% |
| April 30, 2022 | 56.86% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.86% |
| February 28, 2022 | 43.02% |
| January 31, 2022 | 43.02% |
| December 31, 2021 | 42.20% |
| November 30, 2021 | 40.73% |
| October 31, 2021 | 40.73% |
| September 30, 2021 | 40.73% |
| August 31, 2021 | 40.73% |
| July 31, 2021 | 40.73% |
| June 30, 2021 | 40.73% |
| May 31, 2021 | 40.73% |
| April 30, 2021 | 40.73% |
| March 31, 2021 | 40.73% |
| February 28, 2021 | 40.73% |
| January 31, 2021 | 40.73% |
| December 31, 2020 | 40.73% |
| November 30, 2020 | 40.73% |
| October 31, 2020 | 40.73% |
| September 30, 2020 | 40.73% |
| August 31, 2020 | 40.73% |
| July 31, 2020 | 40.73% |
| June 30, 2020 | 40.73% |
| May 31, 2020 | 40.73% |
| April 30, 2020 | 40.73% |
| March 31, 2020 | 40.73% |
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
37.48%
Minimum
May 2019
64.73%
Maximum
Jan 2024
49.58%
Average
40.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Shenzhou International Group Holdings Ltd | 73.14% |
| China Automotive Systems Inc | 82.79% |
| Trip.com Group Ltd | 71.96% |
| H World Group Ltd | 64.02% |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.304 |
| Beta (5Y) | 0.4348 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.11% |
| Historical Sharpe Ratio (5Y) | 0.2281 |
| Historical Sortino (5Y) | 0.427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.99% |