China Tower Corp Ltd (CHWRF)
0.1078
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Tower Max Drawdown (5Y): 97.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.04% |
| March 31, 2024 | 97.04% |
| February 29, 2024 | 97.04% |
| January 31, 2024 | 97.04% |
| December 31, 2023 | 97.04% |
| November 30, 2023 | 97.04% |
| October 31, 2023 | 97.04% |
| September 30, 2023 | 97.04% |
| August 31, 2023 | 97.04% |
| July 31, 2023 | 97.04% |
| June 30, 2023 | 97.04% |
| May 31, 2023 | 97.04% |
| April 30, 2023 | 97.04% |
| March 31, 2023 | 97.04% |
| February 28, 2023 | 97.04% |
| January 31, 2023 | 97.04% |
| December 31, 2022 | 97.04% |
| November 30, 2022 | 97.04% |
| October 31, 2022 | 97.04% |
| September 30, 2022 | 96.97% |
| August 31, 2022 | 96.92% |
| July 31, 2022 | 96.92% |
| June 30, 2022 | 96.92% |
| May 31, 2022 | 96.92% |
| April 30, 2022 | 96.58% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.58% |
| February 28, 2022 | 96.51% |
| January 31, 2022 | 96.51% |
| December 31, 2021 | 96.51% |
| November 30, 2021 | 95.78% |
| October 31, 2021 | 95.72% |
| September 30, 2021 | 95.72% |
| August 31, 2021 | 95.66% |
| July 31, 2021 | 95.66% |
| June 30, 2021 | 95.66% |
| May 31, 2021 | 95.66% |
| April 30, 2021 | 95.66% |
| March 31, 2021 | 95.66% |
| February 28, 2021 | 95.33% |
| January 31, 2021 | 95.33% |
| December 31, 2020 | 95.32% |
| November 30, 2020 | 94.83% |
| October 31, 2020 | 94.49% |
| September 30, 2020 | 93.99% |
| August 31, 2020 | 93.99% |
| July 31, 2020 | 93.99% |
| June 30, 2020 | 93.83% |
| May 31, 2020 | 93.33% |
| April 30, 2020 | 93.33% |
| March 31, 2020 | 93.33% |
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
92.66%
Minimum
May 2019
97.04%
Maximum
Oct 2022
95.55%
Average
95.75%
Median
Max Drawdown (5Y) Benchmarks
| AirNet Technology Inc | 98.09% |
| ZW Data Action Technologies Inc | 97.74% |
| Xunlei Ltd | 95.79% |
| WiMi Hologram Cloud Inc | -- |
| Cheer Holding Inc | 97.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.33 |
| Beta (5Y) | 0.2385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.49% |
| Historical Sharpe Ratio (5Y) | -0.3645 |
| Historical Sortino (5Y) | -0.7208 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.99% |