China Overseas Land & Investment Ltd (CAOVY)
9.21
-0.32
(-3.36%)
USD |
OTCM |
May 08, 15:34
China Overseas Land & Investment Max Drawdown (5Y): 59.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 59.51% |
| March 31, 2024 | 59.51% |
| February 29, 2024 | 57.23% |
| January 31, 2024 | 57.23% |
| December 31, 2023 | 49.79% |
| November 30, 2023 | 49.79% |
| October 31, 2023 | 49.79% |
| September 30, 2023 | 49.79% |
| August 31, 2023 | 49.79% |
| July 31, 2023 | 49.79% |
| June 30, 2023 | 49.79% |
| May 31, 2023 | 49.79% |
| April 30, 2023 | 49.79% |
| March 31, 2023 | 49.79% |
| February 28, 2023 | 49.79% |
| January 31, 2023 | 49.79% |
| December 31, 2022 | 49.79% |
| November 30, 2022 | 49.79% |
| October 31, 2022 | 49.79% |
| September 30, 2022 | 49.79% |
| August 31, 2022 | 49.79% |
| July 31, 2022 | 49.79% |
| June 30, 2022 | 49.79% |
| May 31, 2022 | 49.79% |
| April 30, 2022 | 49.79% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.79% |
| February 28, 2022 | 49.79% |
| January 31, 2022 | 49.79% |
| December 31, 2021 | 49.79% |
| November 30, 2021 | 49.79% |
| October 31, 2021 | 49.79% |
| September 30, 2021 | 49.79% |
| August 31, 2021 | 49.79% |
| July 31, 2021 | 49.79% |
| June 30, 2021 | 49.79% |
| May 31, 2021 | 49.79% |
| April 30, 2021 | 49.79% |
| March 31, 2021 | 49.79% |
| February 28, 2021 | 49.79% |
| January 31, 2021 | 49.79% |
| December 31, 2020 | 44.85% |
| November 30, 2020 | 40.44% |
| October 31, 2020 | 36.08% |
| September 30, 2020 | 34.71% |
| August 31, 2020 | 32.27% |
| July 31, 2020 | 32.27% |
| June 30, 2020 | 32.35% |
| May 31, 2020 | 35.00% |
| April 30, 2020 | 35.00% |
| March 31, 2020 | 35.00% |
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
32.27%
Minimum
Jul 2020
59.51%
Maximum
Mar 2024
45.56%
Average
49.79%
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) | -8.962 |
| Beta (5Y) | -0.1655 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.87% |
| Historical Sharpe Ratio (5Y) | -0.3288 |
| Historical Sortino (5Y) | -0.5949 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |