China Automotive Systems Inc (CAAS)

4.13 +0.26 (+6.72%) USD  |  NASDAQ  |  Dec 20, 16:00
4.09 -0.04 (-0.97%) After-Hours: 20:00
More

China Automotive Systems Max Drawdown (5Y): 82.79% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CAAS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Kandi Technologies Group Inc 92.63%
Commercial Vehicle Group Inc 90.48%
Dorman Products Inc 50.78%
Monro Inc 72.95%
Hyliion Holdings Corp 99.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.77
Beta (5Y) 2.333
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 85.80%
Historical Sharpe Ratio (5Y) 0.0978
Historical Sortino (5Y) 0.2809
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.04%