China Life Insurance Co Ltd (CILJF)

1.915 +0.02 (+0.79%) USD  |  OTCM  |  Dec 16, 11:54
More

China Life Insurance Max Drawdown (5Y): 66.22% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CILJF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
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) -7.401
Beta (5Y) 0.3443
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.93%
Historical Sharpe Ratio (5Y) -0.0702
Historical Sortino (5Y) -0.1654
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.42%