China MeiDong Auto Holdings Ltd. (CMEIF)
0.1593
0.00 (0.00%)
USD |
OTCM |
Feb 06, 16:00
China MeiDong Auto Holdings Max Drawdown (5Y) : 96.91% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Average
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Median
Max Drawdown (5Y) Benchmarks
| Zhongsheng Group Holdings Ltd. | 87.46% |
| China Zhengtong Auto Services Holdings Ltd. | 97.19% |
| Kaixin Holdings | 100.00% |
| Uxin Ltd. | 99.73% |
| Jiuzi Holdings, Inc. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.13 |
| Beta (5Y) | 0.0565 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.47% |
| Historical Sharpe Ratio (5Y) | -0.8897 |
| Historical Sortino (5Y) | -0.9904 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.63% |