China Construction Bank Corp (CICHF)
0.6086
+0.01
(+1.43%)
USD |
OTCM |
Apr 24, 09:40
China Construction Bank Max Drawdown (5Y): 38.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.33% |
| February 29, 2024 | 38.33% |
| January 31, 2024 | 38.33% |
| December 31, 2023 | 38.33% |
| November 30, 2023 | 38.33% |
| October 31, 2023 | 38.33% |
| September 30, 2023 | 38.33% |
| August 31, 2023 | 38.33% |
| July 31, 2023 | 38.33% |
| June 30, 2023 | 38.33% |
| May 31, 2023 | 38.33% |
| April 30, 2023 | 38.33% |
| March 31, 2023 | 38.33% |
| February 28, 2023 | 38.33% |
| January 31, 2023 | 38.33% |
| December 31, 2022 | 38.33% |
| November 30, 2022 | 38.33% |
| October 31, 2022 | 37.69% |
| September 30, 2022 | 37.69% |
| August 31, 2022 | 37.49% |
| July 31, 2022 | 37.49% |
| June 30, 2022 | 37.49% |
| May 31, 2022 | 37.49% |
| April 30, 2022 | 37.49% |
| March 31, 2022 | 37.49% |
| Date | Value |
|---|---|
| February 28, 2022 | 37.49% |
| January 31, 2022 | 37.49% |
| December 31, 2021 | 37.49% |
| November 30, 2021 | 37.49% |
| October 31, 2021 | 37.49% |
| September 30, 2021 | 37.49% |
| August 31, 2021 | 37.49% |
| July 31, 2021 | 37.49% |
| June 30, 2021 | 37.49% |
| May 31, 2021 | 37.49% |
| April 30, 2021 | 37.49% |
| March 31, 2021 | 37.49% |
| February 28, 2021 | 40.03% |
| January 31, 2021 | 40.03% |
| December 31, 2020 | 40.03% |
| November 30, 2020 | 42.69% |
| October 31, 2020 | 42.69% |
| September 30, 2020 | 42.69% |
| August 31, 2020 | 42.69% |
| July 31, 2020 | 42.69% |
| June 30, 2020 | 42.69% |
| May 31, 2020 | 42.69% |
| April 30, 2020 | 42.69% |
| March 31, 2020 | 42.69% |
| February 29, 2020 | 42.69% |
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
37.49%
Minimum
Mar 2021
42.69%
Maximum
Apr 2019
39.59%
Average
38.33%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Fanhua Inc | 83.15% |
| The9 Ltd | 99.57% |
| Dunxin Financial Holdings Ltd | 99.32% |
| NiSun International Enterprise Development Group Co Ltd | 99.09% |
| LexinFintech Holdings Ltd | 93.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.145 |
| Beta (5Y) | 0.0768 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.27% |
| Historical Sharpe Ratio (5Y) | -0.0513 |
| Historical Sortino (5Y) | -0.0932 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.63% |