China Health Industries Holdings Inc (CHHE)
0.325
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
China Health Industries Holdings Max Drawdown (5Y): 99.39% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.39% |
| August 31, 2024 | 99.39% |
| July 31, 2024 | 99.39% |
| June 30, 2024 | 99.39% |
| May 31, 2024 | 99.39% |
| April 30, 2024 | 99.39% |
| March 31, 2024 | 99.39% |
| February 29, 2024 | 99.39% |
| January 31, 2024 | 99.39% |
| December 31, 2023 | 99.39% |
| November 30, 2023 | 99.39% |
| October 31, 2023 | 99.39% |
| September 30, 2023 | 99.39% |
| August 31, 2023 | 99.39% |
| July 31, 2023 | 99.39% |
| June 30, 2023 | 99.39% |
| May 31, 2023 | 99.39% |
| April 30, 2023 | 99.39% |
| March 31, 2023 | 99.39% |
| February 28, 2023 | 99.39% |
| January 31, 2023 | 99.39% |
| December 31, 2022 | 99.39% |
| November 30, 2022 | 99.39% |
| October 31, 2022 | 99.39% |
| September 30, 2022 | 99.39% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.39% |
| July 31, 2022 | 99.39% |
| June 30, 2022 | 99.39% |
| May 31, 2022 | 93.10% |
| April 30, 2022 | 93.10% |
| March 31, 2022 | 93.10% |
| February 28, 2022 | 93.10% |
| January 31, 2022 | 93.10% |
| December 31, 2021 | 93.10% |
| November 30, 2021 | 90.86% |
| October 31, 2021 | 90.86% |
| September 30, 2021 | 89.18% |
| August 31, 2021 | 91.20% |
| July 31, 2021 | 91.20% |
| June 30, 2021 | 91.20% |
| May 31, 2021 | 91.20% |
| April 30, 2021 | 91.20% |
| March 31, 2021 | 91.20% |
| February 28, 2021 | 91.20% |
| January 31, 2021 | 91.20% |
| December 31, 2020 | 97.19% |
| November 30, 2020 | 97.19% |
| October 31, 2020 | 97.19% |
| September 30, 2020 | 97.19% |
| August 31, 2020 | 97.19% |
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
89.18%
Minimum
Sep 2021
99.39%
Maximum
Jun 2022
96.66%
Average
97.19%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| China Pharma Holding Inc | 99.63% |
| Linike Medical Group Ltd | -- |
| Yubo International Biotech Ltd | 99.25% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 272.36 |
| Beta (5Y) | -20.70 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.01K% |
| Historical Sharpe Ratio (5Y) | -0.0105 |
| Historical Sortino (5Y) | -0.1262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 58.71% |