ANTA Sports Products Ltd (ANPDY)
269.76
+1.80
(+0.67%)
USD |
OTCM |
Nov 01, 16:00
ANTA Sports Products Max Drawdown (5Y): 64.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 64.73% |
September 30, 2024 | 64.73% |
August 31, 2024 | 64.73% |
July 31, 2024 | 64.73% |
June 30, 2024 | 64.73% |
May 31, 2024 | 64.73% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
64.73%
Maximum
Jan 2024
52.30%
Average
57.92%
Median
Max Drawdown (5Y) Benchmarks
China Automotive Systems Inc | 82.79% |
Trip.com Group Ltd | 71.96% |
H World Group Ltd | 64.02% |
Kandi Technologies Group Inc | 91.33% |
Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.604 |
Beta (5Y) | 0.3662 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.23% |
Historical Sharpe Ratio (5Y) | 0.0266 |
Historical Sortino (5Y) | 0.054 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.15% |