China Dongxiang (Group) Co Ltd (CDGXY)
2.33
+0.11
(+4.95%)
USD |
OTCM |
Nov 14, 09:31
China Dongxiang Max Drawdown (5Y): 81.09% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 81.09% |
| August 31, 2024 | 81.09% |
| July 31, 2024 | 81.09% |
| June 30, 2024 | 81.09% |
| May 31, 2024 | 81.09% |
| April 30, 2024 | 81.09% |
| March 31, 2024 | 81.09% |
| February 29, 2024 | 81.09% |
| January 31, 2024 | 81.09% |
| December 31, 2023 | 81.09% |
| November 30, 2023 | 81.09% |
| October 31, 2023 | 81.09% |
| September 30, 2023 | 81.09% |
| August 31, 2023 | 81.09% |
| July 31, 2023 | 81.09% |
| June 30, 2023 | 81.09% |
| May 31, 2023 | 81.09% |
| April 30, 2023 | 81.09% |
| March 31, 2023 | 81.09% |
| February 28, 2023 | 81.09% |
| January 31, 2023 | 81.09% |
| December 31, 2022 | 81.09% |
| November 30, 2022 | 81.09% |
| October 31, 2022 | 76.55% |
| September 30, 2022 | 76.55% |
| Date | Value |
|---|---|
| August 31, 2022 | 72.72% |
| July 31, 2022 | 68.17% |
| June 30, 2022 | 64.70% |
| May 31, 2022 | 64.70% |
| April 30, 2022 | 64.70% |
| March 31, 2022 | 64.70% |
| February 28, 2022 | 61.64% |
| January 31, 2022 | 61.64% |
| December 31, 2021 | 61.64% |
| November 30, 2021 | 61.64% |
| October 31, 2021 | 61.64% |
| September 30, 2021 | 61.64% |
| August 31, 2021 | 61.64% |
| July 31, 2021 | 61.64% |
| June 30, 2021 | 61.64% |
| May 31, 2021 | 61.64% |
| April 30, 2021 | 61.64% |
| March 31, 2021 | 61.64% |
| February 28, 2021 | 61.64% |
| January 31, 2021 | 61.64% |
| December 31, 2020 | 61.64% |
| November 30, 2020 | 61.64% |
| October 31, 2020 | 61.64% |
| September 30, 2020 | 61.64% |
| August 31, 2020 | 61.64% |
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
41.38%
Minimum
Nov 2019
81.09%
Maximum
Nov 2022
69.61%
Average
64.70%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| China Automotive Systems Inc | 82.79% |
| Trip.com Group Ltd | 71.96% |
| H World Group Ltd | 64.02% |
| Kandi Technologies Group Inc | 91.33% |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.84 |
| Beta (5Y) | 0.5816 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.37% |
| Historical Sharpe Ratio (5Y) | -0.4839 |
| Historical Sortino (5Y) | -0.7581 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.33% |