CITIC Securities Co., Ltd. (CIIHY)
32.80
0.00 (0.00%)
USD |
OTCM |
Oct 06, 16:00
CITIC Securities Max Drawdown (5Y) : 46.82% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 46.82% |
| August 31, 2026 | 46.82% |
| July 31, 2026 | 46.82% |
| June 30, 2026 | 46.82% |
| May 31, 2026 | 46.82% |
| April 30, 2026 | 46.82% |
| March 31, 2026 | 46.82% |
| February 28, 2026 | 46.82% |
| January 31, 2026 | 46.82% |
| December 31, 2025 | 46.82% |
| November 30, 2025 | 46.82% |
| October 31, 2025 | 46.82% |
| September 30, 2025 | 46.82% |
| August 31, 2025 | 46.82% |
| July 31, 2025 | 46.82% |
| June 30, 2025 | 46.82% |
| May 31, 2025 | 48.71% |
| April 30, 2025 | 52.64% |
| March 31, 2025 | 52.64% |
| February 28, 2025 | 52.64% |
| January 31, 2025 | 52.64% |
| December 31, 2024 | 52.64% |
| November 30, 2024 | 52.93% |
| October 31, 2024 | 52.93% |
| September 30, 2024 | 52.93% |
| Date | Value |
|---|---|
| August 31, 2024 | 55.96% |
| July 31, 2024 | 57.20% |
| June 30, 2024 | 57.20% |
| May 31, 2024 | 57.20% |
| April 30, 2024 | 57.20% |
| March 31, 2024 | 57.20% |
| February 29, 2024 | 57.20% |
| January 31, 2024 | 57.20% |
| December 31, 2023 | 57.20% |
| November 30, 2023 | 57.20% |
| October 31, 2023 | 61.90% |
| September 30, 2023 | 62.62% |
| August 31, 2023 | 62.62% |
| July 31, 2023 | 62.62% |
| June 30, 2023 | 62.62% |
| May 31, 2023 | 62.62% |
| April 30, 2023 | 62.62% |
| March 31, 2023 | 62.62% |
| February 28, 2023 | 62.62% |
| January 31, 2023 | 62.62% |
| December 31, 2022 | 62.62% |
| November 30, 2022 | 62.62% |
| October 31, 2022 | 62.62% |
| September 30, 2022 | 62.62% |
| August 31, 2022 | 62.62% |
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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Maximum
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Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2918 |
| Beta (5Y) | 0.5593 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.71% |
| Historical Sharpe Ratio (5Y) | 0.1006 |
| Historical Sortino (5Y) | 0.2452 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.47% |