China Construction Bank Corp (CICHY)

16.05 +0.09 (+0.56%) USD  |  OTCM  |  Dec 16, 15:58
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China Construction Bank Max Drawdown (5Y): 38.46% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Ping An Insurance (Group) Co. of China Ltd 66.90%
Bank Of China Ltd 40.86%
The9 Ltd 99.57%
UP Fintech Holding Ltd 93.65%
Highest Performances Holdings Inc 96.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.270
Beta (5Y) 0.0877
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.45%
Historical Sharpe Ratio (5Y) 0.2283
Historical Sortino (5Y) 0.5049
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.12%