Bank of Communications Co Ltd (BKFCF)
0.7156
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Bank of Communications Max Drawdown (5Y): 50.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.00% |
| March 31, 2024 | 50.00% |
| February 29, 2024 | 50.00% |
| January 31, 2024 | 50.00% |
| December 31, 2023 | 50.00% |
| November 30, 2023 | 50.00% |
| October 31, 2023 | 50.00% |
| September 30, 2023 | 50.00% |
| August 31, 2023 | 50.00% |
| July 31, 2023 | 50.00% |
| June 30, 2023 | 50.00% |
| May 31, 2023 | 50.00% |
| April 30, 2023 | 50.00% |
| March 31, 2023 | 50.00% |
| February 28, 2023 | 50.00% |
| January 31, 2023 | 50.00% |
| December 31, 2022 | 50.00% |
| November 30, 2022 | 50.00% |
| October 31, 2022 | 50.00% |
| September 30, 2022 | 50.00% |
| August 31, 2022 | 50.00% |
| July 31, 2022 | 50.00% |
| June 30, 2022 | 50.00% |
| May 31, 2022 | 50.00% |
| April 30, 2022 | 50.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.00% |
| February 28, 2022 | 50.00% |
| January 31, 2022 | 50.00% |
| December 31, 2021 | 50.00% |
| November 30, 2021 | 50.00% |
| October 31, 2021 | 50.00% |
| September 30, 2021 | 50.00% |
| August 31, 2021 | 50.00% |
| July 31, 2021 | 48.60% |
| June 30, 2021 | 48.60% |
| May 31, 2021 | 48.60% |
| April 30, 2021 | 48.60% |
| March 31, 2021 | 49.53% |
| February 28, 2021 | 49.53% |
| January 31, 2021 | 49.53% |
| December 31, 2020 | 49.53% |
| November 30, 2020 | 49.53% |
| October 31, 2020 | 49.53% |
| September 30, 2020 | 49.53% |
| August 31, 2020 | 49.53% |
| July 31, 2020 | 49.53% |
| June 30, 2020 | 49.53% |
| May 31, 2020 | 49.53% |
| April 30, 2020 | 49.53% |
| March 31, 2020 | 49.53% |
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
48.60%
Minimum
Apr 2021
50.00%
Maximum
Aug 2021
49.73%
Average
50.00%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Fanhua Inc | 87.52% |
| The9 Ltd | 99.57% |
| Dunxin Financial Holdings Ltd | 99.32% |
| NiSun International Enterprise Development Group Co Ltd | 99.09% |
| LexinFintech Holdings Ltd | 93.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.364 |
| Beta (5Y) | -0.1939 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.40% |
| Historical Sharpe Ratio (5Y) | -0.0172 |
| Historical Sortino (5Y) | -0.0284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.33% |