China Mengniu Dairy Co., Ltd. (CIADY)
23.90
-0.02
(-0.06%)
USD |
OTCM |
Aug 24, 16:00
China Mengniu Dairy Max Drawdown (5Y) : 75.45% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 75.45% |
| June 30, 2026 | 75.45% |
| May 31, 2026 | 75.45% |
| April 30, 2026 | 75.45% |
| March 31, 2026 | 75.45% |
| February 28, 2026 | 75.45% |
| January 31, 2026 | 75.45% |
| December 31, 2025 | 75.45% |
| November 30, 2025 | 75.45% |
| October 31, 2025 | 75.45% |
| September 30, 2025 | 75.45% |
| August 31, 2025 | 75.45% |
| July 31, 2025 | 75.45% |
| June 30, 2025 | 75.45% |
| May 31, 2025 | 75.45% |
| April 30, 2025 | 75.45% |
| March 31, 2025 | 75.45% |
| February 28, 2025 | 75.45% |
| January 31, 2025 | 75.45% |
| December 31, 2024 | 75.45% |
| November 30, 2024 | 75.45% |
| October 31, 2024 | 75.45% |
| September 30, 2024 | 75.45% |
| August 31, 2024 | 75.45% |
| July 31, 2024 | 74.14% |
| Date | Value |
|---|---|
| June 30, 2024 | 74.14% |
| May 31, 2024 | 71.27% |
| April 30, 2024 | 69.78% |
| March 31, 2024 | 67.08% |
| February 29, 2024 | 67.08% |
| January 31, 2024 | 67.08% |
| December 31, 2023 | 63.15% |
| November 30, 2023 | 63.15% |
| October 31, 2023 | 64.25% |
| September 30, 2023 | 64.25% |
| August 31, 2023 | 67.48% |
| July 31, 2023 | 67.48% |
| June 30, 2023 | 67.48% |
| May 31, 2023 | 67.48% |
| April 30, 2023 | 67.48% |
| March 31, 2023 | 67.48% |
| February 28, 2023 | 67.48% |
| January 31, 2023 | 67.48% |
| December 31, 2022 | 76.20% |
| November 30, 2022 | 76.20% |
| October 31, 2022 | 76.20% |
| September 30, 2022 | 76.20% |
| August 31, 2022 | 76.20% |
| July 31, 2022 | 76.20% |
| June 30, 2022 | 76.95% |
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. | 40.15% |
| Vitasoy International Holdings Ltd. | 88.08% |
| Horrison Resources, Inc. | 100.0% |
| Lifeway Foods, Inc. | 72.01% |
| Chaoda Modern Agriculture Holdings Ltd. | 99.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.00 |
| Beta (5Y) | -0.2088 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.57% |
| Historical Sharpe Ratio (5Y) | -0.4476 |
| Historical Sortino (5Y) | -0.9014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.12% |