CITIC Securities Co Ltd (CIIHF)
1.80
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
CITIC Securities Max Drawdown (5Y): 61.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 61.58% |
February 29, 2024 | 61.58% |
January 31, 2024 | 61.58% |
December 31, 2023 | 62.70% |
November 30, 2023 | 62.70% |
October 31, 2023 | 62.70% |
September 30, 2023 | 62.70% |
August 31, 2023 | 62.70% |
July 31, 2023 | 62.70% |
June 30, 2023 | 62.70% |
May 31, 2023 | 62.70% |
April 30, 2023 | 62.70% |
March 31, 2023 | 62.70% |
February 28, 2023 | 62.70% |
January 31, 2023 | 62.70% |
December 31, 2022 | 62.70% |
November 30, 2022 | 62.70% |
October 31, 2022 | 62.70% |
September 30, 2022 | 62.70% |
August 31, 2022 | 62.70% |
July 31, 2022 | 62.70% |
June 30, 2022 | 62.70% |
May 31, 2022 | 62.70% |
April 30, 2022 | 62.70% |
March 31, 2022 | 62.70% |
Date | Value |
---|---|
February 28, 2022 | 62.70% |
January 31, 2022 | 62.70% |
December 31, 2021 | 62.70% |
November 30, 2021 | 62.70% |
October 31, 2021 | 62.70% |
September 30, 2021 | 62.70% |
August 31, 2021 | 62.70% |
July 31, 2021 | 62.70% |
June 30, 2021 | 62.70% |
May 31, 2021 | 62.70% |
April 30, 2021 | 62.70% |
March 31, 2021 | 62.70% |
February 28, 2021 | 62.70% |
January 31, 2021 | 62.70% |
December 31, 2020 | 62.70% |
November 30, 2020 | 62.70% |
October 31, 2020 | 62.70% |
September 30, 2020 | 62.70% |
August 31, 2020 | 62.70% |
July 31, 2020 | 62.70% |
June 30, 2020 | 62.70% |
May 31, 2020 | 62.70% |
April 30, 2020 | 62.70% |
March 31, 2020 | 62.70% |
February 29, 2020 | 62.70% |
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
61.58%
Minimum
Jan 2024
62.70%
Maximum
Apr 2019
62.64%
Average
62.70%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.367 |
Beta (5Y) | -0.1655 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.10% |
Historical Sharpe Ratio (5Y) | 0.0733 |
Historical Sortino (5Y) | 0.1225 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.29% |