Bank Of China Ltd (BACHF)
0.4744
+0.02
(+5.43%)
USD |
OTCM |
Nov 14, 16:00
Bank Of China Max Drawdown (5Y): 40.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.86% |
| September 30, 2024 | 40.86% |
| August 31, 2024 | 40.86% |
| July 31, 2024 | 40.86% |
| June 30, 2024 | 40.86% |
| May 31, 2024 | 40.86% |
| April 30, 2024 | 40.86% |
| March 31, 2024 | 40.86% |
| February 29, 2024 | 40.86% |
| January 31, 2024 | 40.86% |
| December 31, 2023 | 40.86% |
| November 30, 2023 | 40.86% |
| October 31, 2023 | 40.86% |
| September 30, 2023 | 40.86% |
| August 31, 2023 | 40.86% |
| July 31, 2023 | 40.86% |
| June 30, 2023 | 40.86% |
| May 31, 2023 | 40.86% |
| April 30, 2023 | 40.86% |
| March 31, 2023 | 40.86% |
| February 28, 2023 | 40.86% |
| January 31, 2023 | 40.86% |
| December 31, 2022 | 40.86% |
| November 30, 2022 | 40.86% |
| October 31, 2022 | 40.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.86% |
| August 31, 2022 | 40.86% |
| July 31, 2022 | 40.86% |
| June 30, 2022 | 40.86% |
| May 31, 2022 | 40.86% |
| April 30, 2022 | 40.86% |
| March 31, 2022 | 40.86% |
| February 28, 2022 | 40.86% |
| January 31, 2022 | 40.86% |
| December 31, 2021 | 40.86% |
| November 30, 2021 | 40.86% |
| October 31, 2021 | 40.86% |
| September 30, 2021 | 40.86% |
| August 31, 2021 | 40.86% |
| July 31, 2021 | 40.86% |
| June 30, 2021 | 40.86% |
| May 31, 2021 | 40.86% |
| April 30, 2021 | 40.86% |
| March 31, 2021 | 42.63% |
| February 28, 2021 | 46.05% |
| January 31, 2021 | 46.05% |
| December 31, 2020 | 46.05% |
| November 30, 2020 | 47.96% |
| October 31, 2020 | 47.96% |
| September 30, 2020 | 47.96% |
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
40.86%
Minimum
Apr 2021
47.96%
Maximum
Nov 2019
42.69%
Average
40.86%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Ping An Insurance (Group) Co. of China Ltd | 66.90% |
| China Construction Bank Corp | 38.46% |
| AIX Inc | 94.86% |
| The9 Ltd | 99.57% |
| Baiyu Holdings Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.921 |
| Beta (5Y) | 0.0864 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.20% |
| Historical Sharpe Ratio (5Y) | 0.4473 |
| Historical Sortino (5Y) | 0.8347 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.61% |