Anhui Expressway Co Ltd (AUHEF)
0.98
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Anhui Expressway Max Drawdown (5Y): 47.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.67% |
March 31, 2024 | 47.67% |
February 29, 2024 | 47.67% |
January 31, 2024 | 47.67% |
December 31, 2023 | 47.67% |
November 30, 2023 | 47.67% |
October 31, 2023 | 47.67% |
September 30, 2023 | 47.67% |
August 31, 2023 | 47.67% |
July 31, 2023 | 47.67% |
June 30, 2023 | 47.67% |
May 31, 2023 | 47.67% |
April 30, 2023 | 47.67% |
March 31, 2023 | 47.67% |
February 28, 2023 | 47.67% |
January 31, 2023 | 47.67% |
December 31, 2022 | 47.67% |
November 30, 2022 | 47.67% |
October 31, 2022 | 47.67% |
September 30, 2022 | 47.67% |
August 31, 2022 | 47.67% |
July 31, 2022 | 47.67% |
June 30, 2022 | 47.67% |
May 31, 2022 | 47.67% |
April 30, 2022 | 47.67% |
Date | Value |
---|---|
March 31, 2022 | 47.67% |
February 28, 2022 | 47.67% |
January 31, 2022 | 47.67% |
December 31, 2021 | 47.67% |
November 30, 2021 | 47.67% |
October 31, 2021 | 47.67% |
September 30, 2021 | 47.67% |
August 31, 2021 | 47.67% |
July 31, 2021 | 47.67% |
June 30, 2021 | 47.67% |
May 31, 2021 | 47.67% |
April 30, 2021 | 47.67% |
March 31, 2021 | 47.67% |
February 28, 2021 | 47.67% |
January 31, 2021 | 47.67% |
December 31, 2020 | 47.67% |
November 30, 2020 | 47.67% |
October 31, 2020 | 47.67% |
September 30, 2020 | 47.67% |
August 31, 2020 | 45.90% |
July 31, 2020 | 45.90% |
June 30, 2020 | 45.90% |
May 31, 2020 | 45.90% |
April 30, 2020 | 45.90% |
March 31, 2020 | 45.90% |
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
41.03%
Minimum
May 2019
47.67%
Maximum
Sep 2020
46.53%
Average
47.67%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.727 |
Beta (5Y) | 0.2111 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.33% |
Historical Sharpe Ratio (5Y) | 0.2287 |
Historical Sortino (5Y) | 0.4591 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.38% |