China Merchants Bank Co., Ltd. (CIHKY)
32.45
+0.29
(+0.90%)
USD |
OTCM |
Oct 05, 16:00
China Merchants Bank Max Drawdown (5Y) : 62.68% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 62.68% |
| August 31, 2026 | 62.68% |
| July 31, 2026 | 62.68% |
| June 30, 2026 | 62.68% |
| May 31, 2026 | 62.68% |
| April 30, 2026 | 62.68% |
| March 31, 2026 | 62.68% |
| February 28, 2026 | 62.68% |
| January 31, 2026 | 62.68% |
| December 31, 2025 | 62.68% |
| November 30, 2025 | 62.68% |
| October 31, 2025 | 62.68% |
| September 30, 2025 | 62.68% |
| August 31, 2025 | 62.68% |
| July 31, 2025 | 62.68% |
| June 30, 2025 | 62.68% |
| May 31, 2025 | 62.68% |
| April 30, 2025 | 62.68% |
| March 31, 2025 | 62.68% |
| February 28, 2025 | 62.68% |
| January 31, 2025 | 62.68% |
| December 31, 2024 | 62.68% |
| November 30, 2024 | 62.68% |
| October 31, 2024 | 62.68% |
| September 30, 2024 | 62.68% |
| Date | Value |
|---|---|
| August 31, 2024 | 62.68% |
| July 31, 2024 | 62.68% |
| June 30, 2024 | 62.68% |
| May 31, 2024 | 62.68% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Industrial & Commercial Bank of China Ltd. | 38.30% |
| Bank of China Ltd. | 26.67% |
| China Construction Bank Corp. | 38.46% |
| China Minsheng Banking Corp., Ltd. | 66.81% |
| Bank of Communications Co., Ltd. | 49.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.754 |
| Beta (5Y) | 0.1851 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.42% |
| Historical Sharpe Ratio (5Y) | -0.0755 |
| Historical Sortino (5Y) | -0.1323 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.74% |