Bank Of China Ltd (BACHY)
11.49
+0.07
(+0.61%)
USD |
OTCM |
May 09, 16:00
Bank Of China Max Drawdown (5Y): 40.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.33% |
March 31, 2024 | 40.33% |
February 29, 2024 | 40.33% |
January 31, 2024 | 40.33% |
December 31, 2023 | 40.33% |
November 30, 2023 | 40.33% |
October 31, 2023 | 40.33% |
September 30, 2023 | 40.33% |
August 31, 2023 | 40.33% |
July 31, 2023 | 40.33% |
June 30, 2023 | 40.33% |
May 31, 2023 | 40.33% |
April 30, 2023 | 40.33% |
March 31, 2023 | 40.33% |
February 28, 2023 | 40.33% |
January 31, 2023 | 40.33% |
December 31, 2022 | 40.33% |
November 30, 2022 | 40.33% |
October 31, 2022 | 40.33% |
September 30, 2022 | 40.33% |
August 31, 2022 | 40.33% |
July 31, 2022 | 40.33% |
June 30, 2022 | 40.33% |
May 31, 2022 | 40.33% |
April 30, 2022 | 40.33% |
Date | Value |
---|---|
March 31, 2022 | 40.33% |
February 28, 2022 | 40.33% |
January 31, 2022 | 40.33% |
December 31, 2021 | 40.33% |
November 30, 2021 | 40.33% |
October 31, 2021 | 40.33% |
September 30, 2021 | 40.33% |
August 31, 2021 | 40.33% |
July 31, 2021 | 40.33% |
June 30, 2021 | 40.33% |
May 31, 2021 | 40.33% |
April 30, 2021 | 40.33% |
March 31, 2021 | 41.26% |
February 28, 2021 | 44.92% |
January 31, 2021 | 44.92% |
December 31, 2020 | 44.92% |
November 30, 2020 | 46.44% |
October 31, 2020 | 46.44% |
September 30, 2020 | 46.44% |
August 31, 2020 | 46.44% |
July 31, 2020 | 46.44% |
June 30, 2020 | 46.44% |
May 31, 2020 | 46.44% |
April 30, 2020 | 46.44% |
March 31, 2020 | 46.44% |
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
40.33%
Minimum
Apr 2021
46.44%
Maximum
May 2019
42.51%
Average
40.33%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Fanhua Inc | 87.52% |
The9 Ltd | 99.57% |
Dunxin Financial Holdings Ltd | 99.32% |
Baiyu Holdings Inc | 99.89% |
NiSun International Enterprise Development Group Co Ltd | 99.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.790 |
Beta (5Y) | 0.2346 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.32% |
Historical Sharpe Ratio (5Y) | 0.2874 |
Historical Sortino (5Y) | 0.5169 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.27% |