AviChina Industry & Technology Co Ltd (AVIJF)
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Jun 14, 16:00
AviChina Industry & Technology Max Drawdown (5Y): 63.13% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 63.13% |
April 30, 2024 | 63.13% |
March 31, 2024 | 63.13% |
February 29, 2024 | 63.13% |
January 31, 2024 | 56.78% |
December 31, 2023 | 56.78% |
November 30, 2023 | 56.78% |
October 31, 2023 | 56.78% |
September 30, 2023 | 56.78% |
August 31, 2023 | 56.78% |
July 31, 2023 | 56.78% |
June 30, 2023 | 56.78% |
May 31, 2023 | 56.78% |
April 30, 2023 | 56.78% |
March 31, 2023 | 56.78% |
February 28, 2023 | 56.78% |
January 31, 2023 | 56.78% |
December 31, 2022 | 56.78% |
November 30, 2022 | 56.78% |
October 31, 2022 | 56.78% |
September 30, 2022 | 56.78% |
August 31, 2022 | 56.78% |
July 31, 2022 | 56.78% |
June 30, 2022 | 56.78% |
May 31, 2022 | 56.78% |
Date | Value |
---|---|
April 30, 2022 | 56.78% |
March 31, 2022 | 56.78% |
February 28, 2022 | 56.78% |
January 31, 2022 | 56.78% |
December 31, 2021 | 56.78% |
November 30, 2021 | 56.78% |
October 31, 2021 | 56.78% |
September 30, 2021 | 56.78% |
August 31, 2021 | 56.78% |
July 31, 2021 | 56.78% |
June 30, 2021 | 56.78% |
May 31, 2021 | 56.78% |
April 30, 2021 | 56.78% |
March 31, 2021 | 56.78% |
February 28, 2021 | 56.78% |
January 31, 2021 | 56.78% |
December 31, 2020 | 56.78% |
November 30, 2020 | 56.78% |
October 31, 2020 | 56.78% |
September 30, 2020 | 56.78% |
August 31, 2020 | 56.78% |
July 31, 2020 | 56.78% |
June 30, 2020 | 56.78% |
May 31, 2020 | 56.78% |
April 30, 2020 | 56.78% |
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
51.84%
Minimum
Jun 2019
63.13%
Maximum
Feb 2024
56.66%
Average
56.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.608 |
Beta (5Y) | -0.2804 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.13% |
Historical Sharpe Ratio (5Y) | -0.1242 |
Historical Sortino (5Y) | -0.3825 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.78% |