China Construction Bank Corp (CICHY)
15.03
-0.12
(-0.79%)
USD |
OTCM |
Nov 14, 16:00
China Construction Bank Max Drawdown (5Y): 38.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.46% |
| September 30, 2024 | 38.46% |
| August 31, 2024 | 38.46% |
| July 31, 2024 | 38.46% |
| June 30, 2024 | 38.46% |
| May 31, 2024 | 38.46% |
| April 30, 2024 | 38.46% |
| March 31, 2024 | 38.46% |
| February 29, 2024 | 38.46% |
| January 31, 2024 | 38.46% |
| December 31, 2023 | 38.46% |
| November 30, 2023 | 38.46% |
| October 31, 2023 | 38.46% |
| September 30, 2023 | 38.46% |
| August 31, 2023 | 38.46% |
| July 31, 2023 | 38.46% |
| June 30, 2023 | 38.46% |
| May 31, 2023 | 38.46% |
| April 30, 2023 | 38.46% |
| March 31, 2023 | 38.46% |
| February 28, 2023 | 38.46% |
| January 31, 2023 | 38.46% |
| December 31, 2022 | 38.46% |
| November 30, 2022 | 38.46% |
| October 31, 2022 | 38.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.52% |
| August 31, 2022 | 35.52% |
| July 31, 2022 | 35.52% |
| June 30, 2022 | 35.52% |
| May 31, 2022 | 35.52% |
| April 30, 2022 | 35.52% |
| March 31, 2022 | 35.52% |
| February 28, 2022 | 35.52% |
| January 31, 2022 | 35.52% |
| December 31, 2021 | 35.52% |
| November 30, 2021 | 35.52% |
| October 31, 2021 | 35.52% |
| September 30, 2021 | 35.52% |
| August 31, 2021 | 35.52% |
| July 31, 2021 | 35.52% |
| June 30, 2021 | 35.52% |
| May 31, 2021 | 35.52% |
| April 30, 2021 | 35.52% |
| March 31, 2021 | 35.52% |
| February 28, 2021 | 40.43% |
| January 31, 2021 | 40.43% |
| December 31, 2020 | 40.43% |
| November 30, 2020 | 43.31% |
| October 31, 2020 | 43.31% |
| September 30, 2020 | 43.31% |
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
35.52%
Minimum
Mar 2021
43.31%
Maximum
Nov 2019
38.68%
Average
38.46%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Ping An Insurance (Group) Co. of China Ltd | 66.90% |
| AIX Inc | 94.86% |
| The9 Ltd | 99.57% |
| Baiyu Holdings Inc | 99.98% |
| LexinFintech Holdings Ltd | 93.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.580 |
| Beta (5Y) | 0.0943 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.65% |
| Historical Sharpe Ratio (5Y) | 0.2441 |
| Historical Sortino (5Y) | 0.5329 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.21% |