China Overseas Land & Investment Ltd (CAOVF)
1.40
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Overseas Land & Investment Max Drawdown (5Y): 60.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.08% |
| March 31, 2024 | 60.08% |
| February 29, 2024 | 56.73% |
| January 31, 2024 | 55.82% |
| December 31, 2023 | 53.12% |
| November 30, 2023 | 53.12% |
| October 31, 2023 | 53.12% |
| September 30, 2023 | 53.12% |
| August 31, 2023 | 53.12% |
| July 31, 2023 | 53.12% |
| June 30, 2023 | 53.12% |
| May 31, 2023 | 53.12% |
| April 30, 2023 | 53.12% |
| March 31, 2023 | 53.12% |
| February 28, 2023 | 53.12% |
| January 31, 2023 | 53.12% |
| December 31, 2022 | 53.12% |
| November 30, 2022 | 53.12% |
| October 31, 2022 | 53.12% |
| September 30, 2022 | 53.12% |
| August 31, 2022 | 53.12% |
| July 31, 2022 | 53.12% |
| June 30, 2022 | 53.12% |
| May 31, 2022 | 53.12% |
| April 30, 2022 | 53.12% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.12% |
| February 28, 2022 | 53.12% |
| January 31, 2022 | 53.12% |
| December 31, 2021 | 53.12% |
| November 30, 2021 | 53.12% |
| October 31, 2021 | 53.12% |
| September 30, 2021 | 53.12% |
| August 31, 2021 | 53.12% |
| July 31, 2021 | 53.12% |
| June 30, 2021 | 53.12% |
| May 31, 2021 | 53.12% |
| April 30, 2021 | 53.12% |
| March 31, 2021 | 53.12% |
| February 28, 2021 | 53.12% |
| January 31, 2021 | 53.12% |
| December 31, 2020 | 45.30% |
| November 30, 2020 | 40.74% |
| October 31, 2020 | 36.97% |
| September 30, 2020 | 36.97% |
| August 31, 2020 | 29.31% |
| July 31, 2020 | 29.31% |
| June 30, 2020 | 29.31% |
| May 31, 2020 | 33.54% |
| April 30, 2020 | 33.54% |
| March 31, 2020 | 33.54% |
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
29.31%
Minimum
Jun 2020
60.08%
Maximum
Mar 2024
47.15%
Average
53.12%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Sun Hung Kai Properties Ltd | 35.49% |
| Sino Land Co Ltd | 45.89% |
| The Wharf (Holdings) Ltd | 85.66% |
| Tian An China Investments Co Ltd | 36.84% |
| Kerry Properties Ltd | 51.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.94 |
| Beta (5Y) | 0.003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.00% |
| Historical Sharpe Ratio (5Y) | -0.4678 |
| Historical Sortino (5Y) | -0.756 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |