CIMB Group Holdings Bhd (CIMDF)
1.30
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
CIMB Group Holdings Max Drawdown (5Y): 62.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.13% |
March 31, 2024 | 62.13% |
February 29, 2024 | 62.13% |
January 31, 2024 | 62.13% |
December 31, 2023 | 62.13% |
November 30, 2023 | 62.13% |
October 31, 2023 | 62.13% |
September 30, 2023 | 62.13% |
August 31, 2023 | 62.13% |
July 31, 2023 | 62.13% |
June 30, 2023 | 62.13% |
May 31, 2023 | 62.13% |
April 30, 2023 | 62.13% |
March 31, 2023 | 62.13% |
February 28, 2023 | 62.13% |
January 31, 2023 | 62.13% |
December 31, 2022 | 62.13% |
November 30, 2022 | 62.13% |
October 31, 2022 | 62.13% |
September 30, 2022 | 62.13% |
August 31, 2022 | 62.13% |
July 31, 2022 | 62.13% |
June 30, 2022 | 62.13% |
May 31, 2022 | 62.13% |
April 30, 2022 | 62.13% |
Date | Value |
---|---|
March 31, 2022 | 62.13% |
February 28, 2022 | 62.13% |
January 31, 2022 | 62.13% |
December 31, 2021 | 62.13% |
November 30, 2021 | 62.13% |
October 31, 2021 | 62.13% |
September 30, 2021 | 62.13% |
August 31, 2021 | 62.13% |
July 31, 2021 | 62.13% |
June 30, 2021 | 62.13% |
May 31, 2021 | 62.13% |
April 30, 2021 | 62.13% |
March 31, 2021 | 62.13% |
February 28, 2021 | 62.13% |
January 31, 2021 | 62.13% |
December 31, 2020 | 62.13% |
November 30, 2020 | 62.13% |
October 31, 2020 | 61.44% |
September 30, 2020 | 62.19% |
August 31, 2020 | 62.19% |
July 31, 2020 | 62.19% |
June 30, 2020 | 62.19% |
May 31, 2020 | 62.19% |
April 30, 2020 | 62.19% |
March 31, 2020 | 62.19% |
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
61.44%
Minimum
Oct 2020
62.19%
Maximum
May 2019
62.14%
Average
62.13%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.191 |
Beta (5Y) | 0.5048 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.44% |
Historical Sharpe Ratio (5Y) | -0.0418 |
Historical Sortino (5Y) | -0.0669 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.55% |