ANTA Sports Products Ltd (ANPDY)

259.60 +6.37 (+2.52%) USD  |  OTCM  |  Dec 20, 16:00
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ANTA Sports Products Max Drawdown (5Y): 64.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
255.00
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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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China Automotive Systems Inc 82.79%
Trip.com Group Ltd 71.96%
H World Group Ltd 64.02%
Kandi Technologies Group Inc 92.63%
Boqii Holding Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.205
Beta (5Y) 0.3486
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.58%
Historical Sharpe Ratio (5Y) 0.0106
Historical Sortino (5Y) 0.022
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.20%