China Merchants Bank Co Ltd (CIHKY)

24.93 +0.52 (+2.13%) USD  |  OTCM  |  Dec 20, 16:00
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China Merchants Bank Max Drawdown (5Y): 62.68% 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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Max Drawdown (5Y) Benchmarks

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AIX Inc 94.94%
The9 Ltd 99.57%
UP Fintech Holding Ltd 93.65%
Highest Performances Holdings Inc 96.88%
Top KingWin Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.221
Beta (5Y) 0.3394
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.25%
Historical Sharpe Ratio (5Y) 0.0318
Historical Sortino (5Y) 0.0604
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.87%