Beijing Enterprises Water Group Ltd (BJWTF)
0.229
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Beijing Enterprises Water Group Max Drawdown (5Y): 65.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.61% |
March 31, 2024 | 65.61% |
February 29, 2024 | 65.61% |
January 31, 2024 | 65.61% |
December 31, 2023 | 65.61% |
November 30, 2023 | 65.61% |
October 31, 2023 | 65.61% |
September 30, 2023 | 65.61% |
August 31, 2023 | 65.61% |
July 31, 2023 | 65.61% |
June 30, 2023 | 65.61% |
May 31, 2023 | 65.61% |
April 30, 2023 | 65.61% |
March 31, 2023 | 65.61% |
February 28, 2023 | 65.61% |
January 31, 2023 | 65.61% |
December 31, 2022 | 65.61% |
November 30, 2022 | 65.61% |
October 31, 2022 | 64.50% |
September 30, 2022 | 64.20% |
August 31, 2022 | 61.88% |
July 31, 2022 | 58.85% |
June 30, 2022 | 58.76% |
May 31, 2022 | 58.21% |
April 30, 2022 | 57.51% |
Date | Value |
---|---|
March 31, 2022 | 56.18% |
February 28, 2022 | 55.51% |
January 31, 2022 | 55.51% |
December 31, 2021 | 55.51% |
November 30, 2021 | 55.51% |
October 31, 2021 | 55.51% |
September 30, 2021 | 55.51% |
August 31, 2021 | 55.51% |
July 31, 2021 | 55.51% |
June 30, 2021 | 55.51% |
May 31, 2021 | 55.51% |
April 30, 2021 | 55.51% |
March 31, 2021 | 55.51% |
February 28, 2021 | 55.51% |
January 31, 2021 | 55.51% |
December 31, 2020 | 55.51% |
November 30, 2020 | 55.51% |
October 31, 2020 | 55.51% |
September 30, 2020 | 55.51% |
August 31, 2020 | 55.51% |
July 31, 2020 | 55.51% |
June 30, 2020 | 55.51% |
May 31, 2020 | 55.51% |
April 30, 2020 | 55.51% |
March 31, 2020 | 55.51% |
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
48.63%
Minimum
May 2019
65.61%
Maximum
Nov 2022
57.99%
Average
55.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.12 |
Beta (5Y) | 0.4641 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.00% |
Historical Sharpe Ratio (5Y) | -0.5537 |
Historical Sortino (5Y) | -0.9577 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.26% |