China Merchants Bank Co Ltd (CIHHF)
4.65
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
China Merchants Bank Max Drawdown (5Y): 61.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.18% |
| March 31, 2024 | 61.18% |
| February 29, 2024 | 61.18% |
| January 31, 2024 | 61.18% |
| December 31, 2023 | 61.18% |
| November 30, 2023 | 59.70% |
| October 31, 2023 | 59.70% |
| September 30, 2023 | 59.70% |
| August 31, 2023 | 59.70% |
| July 31, 2023 | 59.70% |
| June 30, 2023 | 59.70% |
| May 31, 2023 | 59.70% |
| April 30, 2023 | 59.70% |
| March 31, 2023 | 59.70% |
| February 28, 2023 | 59.70% |
| January 31, 2023 | 59.70% |
| December 31, 2022 | 59.70% |
| November 30, 2022 | 59.70% |
| October 31, 2022 | 59.70% |
| September 30, 2022 | 39.73% |
| August 31, 2022 | 39.73% |
| July 31, 2022 | 39.73% |
| June 30, 2022 | 39.73% |
| May 31, 2022 | 39.73% |
| April 30, 2022 | 42.44% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.77% |
| February 28, 2022 | 53.24% |
| January 31, 2022 | 53.24% |
| December 31, 2021 | 53.24% |
| November 30, 2021 | 53.62% |
| October 31, 2021 | 56.42% |
| September 30, 2021 | 56.42% |
| August 31, 2021 | 56.42% |
| July 31, 2021 | 56.42% |
| June 30, 2021 | 56.42% |
| May 31, 2021 | 59.79% |
| April 30, 2021 | 59.79% |
| March 31, 2021 | 62.33% |
| February 28, 2021 | 63.22% |
| January 31, 2021 | 64.12% |
| December 31, 2020 | 66.08% |
| November 30, 2020 | 71.08% |
| October 31, 2020 | 71.08% |
| September 30, 2020 | 71.08% |
| August 31, 2020 | 71.08% |
| July 31, 2020 | 71.08% |
| June 30, 2020 | 71.08% |
| May 31, 2020 | 71.08% |
| April 30, 2020 | 71.08% |
| March 31, 2020 | 71.08% |
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
39.73%
Minimum
May 2022
71.08%
Maximum
May 2019
60.82%
Average
59.75%
Median
Max Drawdown (5Y) Benchmarks
| Fanhua Inc | 87.52% |
| The9 Ltd | 99.57% |
| Dunxin Financial Holdings Ltd | 99.32% |
| Baiyu Holdings Inc | 99.89% |
| NiSun International Enterprise Development Group Co Ltd | 99.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.990 |
| Beta (5Y) | 0.2244 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.24% |
| Historical Sharpe Ratio (5Y) | -0.0563 |
| Historical Sortino (5Y) | -0.0974 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.36% |