Beijing North Star Co Ltd (BEIJF)
0.1236
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Beijing North Star Max Drawdown (5Y): 75.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.55% |
| March 31, 2024 | 75.55% |
| February 29, 2024 | 75.55% |
| January 31, 2024 | 75.55% |
| December 31, 2023 | 75.55% |
| November 30, 2023 | 70.76% |
| October 31, 2023 | 70.76% |
| September 30, 2023 | 70.76% |
| August 31, 2023 | 70.76% |
| July 31, 2023 | 70.76% |
| June 30, 2023 | 70.76% |
| May 31, 2023 | 70.76% |
| April 30, 2023 | 70.76% |
| March 31, 2023 | 70.76% |
| February 28, 2023 | 70.76% |
| January 31, 2023 | 70.76% |
| December 31, 2022 | 70.76% |
| November 30, 2022 | 70.76% |
| October 31, 2022 | 70.76% |
| September 30, 2022 | 70.76% |
| August 31, 2022 | 70.76% |
| July 31, 2022 | 70.76% |
| June 30, 2022 | 70.76% |
| May 31, 2022 | 70.76% |
| April 30, 2022 | 62.18% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.18% |
| February 28, 2022 | 61.01% |
| January 31, 2022 | 61.01% |
| December 31, 2021 | 61.01% |
| November 30, 2021 | 58.22% |
| October 31, 2021 | 55.44% |
| September 30, 2021 | 55.44% |
| August 31, 2021 | 55.44% |
| July 31, 2021 | 53.85% |
| June 30, 2021 | 53.85% |
| May 31, 2021 | 53.85% |
| April 30, 2021 | 53.85% |
| March 31, 2021 | 53.85% |
| February 28, 2021 | 53.85% |
| January 31, 2021 | 53.82% |
| December 31, 2020 | 53.82% |
| November 30, 2020 | 53.82% |
| October 31, 2020 | 53.82% |
| September 30, 2020 | 52.94% |
| August 31, 2020 | 52.94% |
| July 31, 2020 | 52.94% |
| June 30, 2020 | 52.94% |
| May 31, 2020 | 52.94% |
| April 30, 2020 | 52.94% |
| March 31, 2020 | 44.90% |
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
38.04%
Minimum
May 2019
75.55%
Maximum
Dec 2023
58.92%
Average
56.83%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.60 |
| Beta (5Y) | 0.3704 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.18% |
| Historical Sharpe Ratio (5Y) | -0.51 |
| Historical Sortino (5Y) | -0.8625 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.95% |