Beijing Capital International Airport Co Ltd (BJCHF)
0.3151
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Beijing Capital International Airport Max Drawdown (5Y): 73.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.29% |
| March 31, 2024 | 73.29% |
| February 29, 2024 | 73.29% |
| January 31, 2024 | 73.29% |
| December 31, 2023 | 72.24% |
| November 30, 2023 | 69.25% |
| October 31, 2023 | 69.25% |
| September 30, 2023 | 69.25% |
| August 31, 2023 | 69.25% |
| July 31, 2023 | 69.25% |
| June 30, 2023 | 69.25% |
| May 31, 2023 | 69.25% |
| April 30, 2023 | 69.25% |
| March 31, 2023 | 69.25% |
| February 28, 2023 | 69.25% |
| January 31, 2023 | 69.25% |
| December 31, 2022 | 69.25% |
| November 30, 2022 | 69.25% |
| October 31, 2022 | 69.25% |
| September 30, 2022 | 69.25% |
| August 31, 2022 | 69.25% |
| July 31, 2022 | 69.25% |
| June 30, 2022 | 69.25% |
| May 31, 2022 | 69.25% |
| April 30, 2022 | 68.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.55% |
| February 28, 2022 | 67.39% |
| January 31, 2022 | 67.39% |
| December 31, 2021 | 67.39% |
| November 30, 2021 | 67.39% |
| October 31, 2021 | 67.39% |
| September 30, 2021 | 67.39% |
| August 31, 2021 | 67.39% |
| July 31, 2021 | 64.60% |
| June 30, 2021 | 64.60% |
| May 31, 2021 | 64.60% |
| April 30, 2021 | 64.60% |
| March 31, 2021 | 64.60% |
| February 28, 2021 | 64.60% |
| January 31, 2021 | 64.60% |
| December 31, 2020 | 64.60% |
| November 30, 2020 | 64.60% |
| October 31, 2020 | 64.60% |
| September 30, 2020 | 64.60% |
| August 31, 2020 | 64.60% |
| July 31, 2020 | 64.60% |
| June 30, 2020 | 64.60% |
| May 31, 2020 | 64.60% |
| April 30, 2020 | 64.27% |
| March 31, 2020 | 63.08% |
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
53.14%
Minimum
May 2019
73.29%
Maximum
Jan 2024
65.80%
Average
67.39%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.32 |
| Beta (5Y) | 0.4955 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.07% |
| Historical Sharpe Ratio (5Y) | -0.5201 |
| Historical Sortino (5Y) | -0.9036 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.06% |