China Everbright Ltd (CEVIF)
0.4958
+0.01
(+1.18%)
USD |
OTCM |
May 01, 15:18
China Everbright Max Drawdown (5Y): 70.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.98% |
| March 31, 2024 | 70.98% |
| February 29, 2024 | 70.98% |
| January 31, 2024 | 70.98% |
| December 31, 2023 | 70.98% |
| November 30, 2023 | 68.49% |
| October 31, 2023 | 68.49% |
| September 30, 2023 | 68.49% |
| August 31, 2023 | 68.49% |
| July 31, 2023 | 68.49% |
| June 30, 2023 | 68.49% |
| May 31, 2023 | 68.49% |
| April 30, 2023 | 68.49% |
| March 31, 2023 | 68.49% |
| February 28, 2023 | 68.49% |
| January 31, 2023 | 68.49% |
| December 31, 2022 | 68.49% |
| November 30, 2022 | 68.49% |
| October 31, 2022 | 68.49% |
| September 30, 2022 | 65.61% |
| August 31, 2022 | 65.61% |
| July 31, 2022 | 64.75% |
| June 30, 2022 | 64.75% |
| May 31, 2022 | 64.75% |
| April 30, 2022 | 64.75% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.75% |
| February 28, 2022 | 64.75% |
| January 31, 2022 | 64.75% |
| December 31, 2021 | 64.75% |
| November 30, 2021 | 64.75% |
| October 31, 2021 | 64.75% |
| September 30, 2021 | 64.75% |
| August 31, 2021 | 64.75% |
| July 31, 2021 | 64.75% |
| June 30, 2021 | 64.75% |
| May 31, 2021 | 64.75% |
| April 30, 2021 | 64.75% |
| March 31, 2021 | 64.75% |
| February 28, 2021 | 64.75% |
| January 31, 2021 | 64.75% |
| December 31, 2020 | 64.75% |
| November 30, 2020 | 64.75% |
| October 31, 2020 | 64.75% |
| September 30, 2020 | 64.75% |
| August 31, 2020 | 64.75% |
| July 31, 2020 | 64.75% |
| June 30, 2020 | 64.75% |
| May 31, 2020 | 64.75% |
| April 30, 2020 | 64.75% |
| March 31, 2020 | 64.75% |
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
55.50%
Minimum
May 2019
70.98%
Maximum
Dec 2023
65.78%
Average
64.75%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.17 |
| Beta (5Y) | -0.0104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.30% |
| Historical Sharpe Ratio (5Y) | -0.7023 |
| Historical Sortino (5Y) | -0.996 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.15% |