China Galaxy Securities Co Ltd (CGXYY)
12.35
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Galaxy Securities Max Drawdown (5Y): 41.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.53% |
March 31, 2024 | 45.30% |
February 29, 2024 | 45.30% |
January 31, 2024 | 45.30% |
December 31, 2023 | 45.30% |
November 30, 2023 | 45.30% |
October 31, 2023 | 45.30% |
September 30, 2023 | 45.30% |
August 31, 2023 | 50.02% |
July 31, 2023 | 50.02% |
June 30, 2023 | 50.02% |
May 31, 2023 | 50.02% |
April 30, 2023 | 50.02% |
March 31, 2023 | 50.02% |
February 28, 2023 | 50.02% |
January 31, 2023 | 50.02% |
December 31, 2022 | 50.02% |
November 30, 2022 | 50.02% |
October 31, 2022 | 50.02% |
September 30, 2022 | 50.02% |
August 31, 2022 | 50.02% |
July 31, 2022 | 50.02% |
June 30, 2022 | 50.02% |
May 31, 2022 | 50.02% |
April 30, 2022 | 50.02% |
Date | Value |
---|---|
March 31, 2022 | 50.02% |
February 28, 2022 | 50.02% |
January 31, 2022 | 50.02% |
December 31, 2021 | 50.02% |
November 30, 2021 | 50.02% |
October 31, 2021 | 50.02% |
September 30, 2021 | 50.02% |
August 31, 2021 | 50.02% |
July 31, 2021 | 50.02% |
June 30, 2021 | 50.02% |
May 31, 2021 | 50.02% |
April 30, 2021 | 50.02% |
March 31, 2021 | 50.02% |
February 28, 2021 | 50.02% |
January 31, 2021 | 50.02% |
December 31, 2020 | 50.02% |
November 30, 2020 | 50.02% |
October 31, 2020 | 50.02% |
September 30, 2020 | 50.02% |
August 31, 2020 | 50.02% |
July 31, 2020 | 50.02% |
June 30, 2020 | 50.02% |
May 31, 2020 | 50.02% |
April 30, 2020 | 50.02% |
March 31, 2020 | 50.02% |
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
41.53%
Minimum
Apr 2024
50.02%
Maximum
May 2019
49.32%
Average
50.02%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Fanhua Inc | 87.52% |
The9 Ltd | 99.57% |
Dunxin Financial Holdings Ltd | 99.32% |
Baiyu Holdings Inc | 99.89% |
NiSun International Enterprise Development Group Co Ltd | 99.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 74.38 |
Beta (5Y) | 0.7994 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 981.1% |
Historical Sharpe Ratio (5Y) | 0.0849 |
Historical Sortino (5Y) | 8.885 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.06% |