China Mengniu Dairy Co., Ltd. (CIADF)
2.02
0.00 (0.00%)
USD |
OTCM |
Oct 23, 16:00
China Mengniu Dairy Max Drawdown (5Y) : 76.05% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 76.05% |
| August 31, 2026 | 76.05% |
| July 31, 2026 | 76.05% |
| June 30, 2026 | 76.05% |
| May 31, 2026 | 76.05% |
| April 30, 2026 | 76.05% |
| March 31, 2026 | 76.05% |
| February 28, 2026 | 76.05% |
| January 31, 2026 | 76.05% |
| December 31, 2025 | 76.05% |
| November 30, 2025 | 76.05% |
| October 31, 2025 | 76.05% |
| September 30, 2025 | 76.05% |
| August 31, 2025 | 76.05% |
| July 31, 2025 | 76.05% |
| June 30, 2025 | 76.05% |
| May 31, 2025 | 76.05% |
| April 30, 2025 | 76.05% |
| March 31, 2025 | 76.05% |
| February 28, 2025 | 76.05% |
| January 31, 2025 | 76.05% |
| December 31, 2024 | 76.05% |
| November 30, 2024 | 76.05% |
| October 31, 2024 | 76.05% |
| September 30, 2024 | 76.05% |
| Date | Value |
|---|---|
| August 31, 2024 | 75.68% |
| July 31, 2024 | 72.49% |
| June 30, 2024 | 72.49% |
| May 31, 2024 | 60.62% |
| April 30, 2024 | 60.62% |
| March 31, 2024 | 60.62% |
| February 29, 2024 | 60.62% |
| January 31, 2024 | 59.36% |
| December 31, 2023 | 59.34% |
| November 30, 2023 | 52.72% |
| October 31, 2023 | 49.72% |
| September 30, 2023 | 49.72% |
| August 31, 2023 | 48.58% |
| July 31, 2023 | 50.22% |
| June 30, 2023 | 50.22% |
| May 31, 2023 | 50.22% |
| April 30, 2023 | 50.22% |
| March 31, 2023 | 50.22% |
| February 28, 2023 | 50.22% |
| January 31, 2023 | 50.22% |
| December 31, 2022 | 51.14% |
| November 30, 2022 | 51.91% |
| October 31, 2022 | 51.91% |
| September 30, 2022 | 65.14% |
| August 31, 2022 | 65.14% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Want Want China Holdings Ltd. | 59.73% |
| Vitasoy International Holdings Ltd. | 88.08% |
| Horrison Resources, Inc. | 100.0% |
| Lifeway Foods, Inc. | 70.65% |
| Chaoda Modern Agriculture Holdings Ltd. | 99.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.86 |
| Beta (5Y) | -0.4965 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.48% |
| Historical Sharpe Ratio (5Y) | -0.5782 |
| Historical Sortino (5Y) | -0.9891 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.20% |