China Merchants Bank Co Ltd (CIHKY)
21.68
+0.15
(+0.70%)
USD |
OTCM |
May 01, 16:00
China Merchants Bank Max Drawdown (5Y): 62.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 62.68% |
| March 31, 2024 | 62.68% |
| February 29, 2024 | 62.68% |
| January 31, 2024 | 62.68% |
| December 31, 2023 | 62.68% |
| November 30, 2023 | 62.68% |
| October 31, 2023 | 62.68% |
| September 30, 2023 | 62.68% |
| August 31, 2023 | 62.68% |
| July 31, 2023 | 62.68% |
| June 30, 2023 | 62.68% |
| May 31, 2023 | 62.68% |
| April 30, 2023 | 62.68% |
| March 31, 2023 | 62.68% |
| February 28, 2023 | 62.68% |
| January 31, 2023 | 62.68% |
| December 31, 2022 | 62.68% |
| November 30, 2022 | 62.68% |
| October 31, 2022 | 62.68% |
| September 30, 2022 | 47.16% |
| August 31, 2022 | 43.36% |
| July 31, 2022 | 41.68% |
| June 30, 2022 | 41.68% |
| May 31, 2022 | 41.68% |
| April 30, 2022 | 38.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 28.68% |
| February 28, 2022 | 28.68% |
| January 31, 2022 | 28.68% |
| December 31, 2021 | 28.68% |
| November 30, 2021 | 28.68% |
| October 31, 2021 | 28.68% |
| September 30, 2021 | 28.68% |
| August 31, 2021 | 28.68% |
| July 31, 2021 | 28.68% |
| June 30, 2021 | 28.68% |
| May 31, 2021 | 28.68% |
| April 30, 2021 | 31.40% |
| March 31, 2021 | 37.43% |
| February 28, 2021 | 39.00% |
| January 31, 2021 | 39.00% |
| December 31, 2020 | 39.00% |
| November 30, 2020 | 48.31% |
| October 31, 2020 | 48.31% |
| September 30, 2020 | 48.31% |
| August 31, 2020 | 48.31% |
| July 31, 2020 | 48.31% |
| June 30, 2020 | 48.31% |
| May 31, 2020 | 48.31% |
| April 30, 2020 | 48.31% |
| March 31, 2020 | 48.31% |
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
28.68%
Minimum
May 2021
62.68%
Maximum
Oct 2022
47.74%
Average
48.31%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Fanhua Inc | 87.52% |
| 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) | -5.298 |
| Beta (5Y) | 0.3673 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.40% |
| Historical Sharpe Ratio (5Y) | -0.0322 |
| Historical Sortino (5Y) | -0.0549 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.83% |