China Automotive Systems Inc (CAAS)
4.44
-0.05
(-1.11%)
USD |
NASDAQ |
Nov 21, 16:00
4.47
+0.03
(+0.68%)
After-Hours: 20:00
China Automotive Systems Max Drawdown (5Y): 82.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.79% |
| September 30, 2024 | 82.79% |
| August 31, 2024 | 83.55% |
| July 31, 2024 | 83.55% |
| June 30, 2024 | 83.55% |
| May 31, 2024 | 83.55% |
| April 30, 2024 | 83.55% |
| March 31, 2024 | 83.55% |
| February 29, 2024 | 83.55% |
| January 31, 2024 | 83.55% |
| December 31, 2023 | 83.55% |
| November 30, 2023 | 83.55% |
| October 31, 2023 | 83.55% |
| September 30, 2023 | 83.55% |
| August 31, 2023 | 83.55% |
| July 31, 2023 | 83.55% |
| June 30, 2023 | 83.55% |
| May 31, 2023 | 83.55% |
| April 30, 2023 | 83.55% |
| March 31, 2023 | 83.55% |
| February 28, 2023 | 83.55% |
| January 31, 2023 | 83.55% |
| December 31, 2022 | 83.55% |
| November 30, 2022 | 83.55% |
| October 31, 2022 | 83.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.55% |
| August 31, 2022 | 83.55% |
| July 31, 2022 | 83.55% |
| June 30, 2022 | 83.55% |
| May 31, 2022 | 83.55% |
| April 30, 2022 | 83.55% |
| March 31, 2022 | 83.55% |
| February 28, 2022 | 83.55% |
| January 31, 2022 | 83.55% |
| December 31, 2021 | 83.55% |
| November 30, 2021 | 83.55% |
| October 31, 2021 | 83.55% |
| September 30, 2021 | 83.55% |
| August 31, 2021 | 83.55% |
| July 31, 2021 | 83.55% |
| June 30, 2021 | 83.55% |
| May 31, 2021 | 83.55% |
| April 30, 2021 | 83.55% |
| March 31, 2021 | 83.55% |
| February 28, 2021 | 83.55% |
| January 31, 2021 | 83.55% |
| December 31, 2020 | 83.55% |
| November 30, 2020 | 83.55% |
| October 31, 2020 | 83.55% |
| September 30, 2020 | 83.55% |
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
82.79%
Minimum
Sep 2024
83.55%
Maximum
Nov 2019
83.53%
Average
83.55%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Kandi Technologies Group Inc | 91.33% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Monro Inc | 72.95% |
| Hyliion Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.81 |
| Beta (5Y) | 2.454 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.03% |
| Historical Sharpe Ratio (5Y) | 0.231 |
| Historical Sortino (5Y) | 0.6733 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.04% |