China Minsheng Banking Corp Ltd (CMAKY)
3.62
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
China Minsheng Banking Max Drawdown (5Y): 60.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.40% |
March 31, 2024 | 60.40% |
February 29, 2024 | 60.40% |
January 31, 2024 | 60.40% |
December 31, 2023 | 60.40% |
November 30, 2023 | 60.40% |
October 31, 2023 | 60.40% |
September 30, 2023 | 60.40% |
August 31, 2023 | 60.40% |
July 31, 2023 | 60.40% |
June 30, 2023 | 60.40% |
May 31, 2023 | 60.40% |
April 30, 2023 | 60.40% |
March 31, 2023 | 60.40% |
February 28, 2023 | 60.40% |
January 31, 2023 | 60.40% |
December 31, 2022 | 60.40% |
November 30, 2022 | 60.40% |
October 31, 2022 | 60.40% |
September 30, 2022 | 60.12% |
August 31, 2022 | 56.27% |
July 31, 2022 | 55.60% |
June 30, 2022 | 55.60% |
May 31, 2022 | 55.60% |
April 30, 2022 | 55.60% |
Date | Value |
---|---|
March 31, 2022 | 55.60% |
February 28, 2022 | 55.60% |
January 31, 2022 | 55.60% |
December 31, 2021 | 55.60% |
November 30, 2021 | 55.60% |
October 31, 2021 | 55.60% |
September 30, 2021 | 55.60% |
August 31, 2021 | 47.16% |
July 31, 2021 | 44.18% |
June 30, 2021 | 43.36% |
May 31, 2021 | 43.36% |
April 30, 2021 | 43.36% |
March 31, 2021 | 43.36% |
February 28, 2021 | 43.36% |
January 31, 2021 | 43.36% |
December 31, 2020 | 43.36% |
November 30, 2020 | 45.19% |
October 31, 2020 | 45.19% |
September 30, 2020 | 45.19% |
August 31, 2020 | 45.19% |
July 31, 2020 | 45.19% |
June 30, 2020 | 45.19% |
May 31, 2020 | 45.19% |
April 30, 2020 | 45.19% |
March 31, 2020 | 45.19% |
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
43.36%
Minimum
Dec 2020
60.40%
Maximum
Oct 2022
52.15%
Average
55.60%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Fanhua Inc | 87.52% |
The9 Ltd | 99.57% |
Dunxin Financial Holdings Ltd | 99.32% |
Baiyu Holdings Inc | 99.89% |
NiSun International Enterprise Development Group Co Ltd | 99.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.32 |
Beta (5Y) | 0.2715 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.04% |
Historical Sharpe Ratio (5Y) | -0.3712 |
Historical Sortino (5Y) | -0.6553 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.38% |