CNFinance Holdings Ltd (CNF)
1.81
+0.01
(+0.56%)
USD |
NYSE |
May 02, 16:00
1.81
0.00 (0.00%)
After-Hours: 16:09
CNFinance Holdings Max Drawdown (5Y): 82.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 82.24% |
| March 31, 2024 | 82.24% |
| February 29, 2024 | 82.24% |
| January 31, 2024 | 82.24% |
| December 31, 2023 | 82.24% |
| November 30, 2023 | 82.24% |
| October 31, 2023 | 82.24% |
| September 30, 2023 | 82.24% |
| August 31, 2023 | 82.24% |
| July 31, 2023 | 82.24% |
| June 30, 2023 | 82.24% |
| May 31, 2023 | 82.24% |
| April 30, 2023 | 82.24% |
| March 31, 2023 | 82.24% |
| February 28, 2023 | 82.24% |
| January 31, 2023 | 82.24% |
| December 31, 2022 | 82.24% |
| November 30, 2022 | 82.24% |
| October 31, 2022 | 77.63% |
| September 30, 2022 | 70.79% |
| August 31, 2022 | 70.79% |
| July 31, 2022 | 70.79% |
| June 30, 2022 | 70.79% |
| May 31, 2022 | 70.79% |
| April 30, 2022 | 61.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 61.84% |
| February 28, 2022 | 61.84% |
| January 31, 2022 | 61.84% |
| December 31, 2021 | 61.84% |
| November 30, 2021 | 61.84% |
| October 31, 2021 | 61.84% |
| September 30, 2021 | 61.84% |
| August 31, 2021 | 61.84% |
| July 31, 2021 | 61.84% |
| June 30, 2021 | 61.84% |
| May 31, 2021 | 61.84% |
| April 30, 2021 | 61.84% |
| March 31, 2021 | 61.84% |
| February 28, 2021 | 61.84% |
| January 31, 2021 | 61.84% |
| December 31, 2020 | 61.84% |
| November 30, 2020 | 61.84% |
| October 31, 2020 | 59.21% |
| September 30, 2020 | 59.21% |
| August 31, 2020 | 59.08% |
| July 31, 2020 | 55.33% |
| June 30, 2020 | 55.33% |
| May 31, 2020 | 55.33% |
| April 30, 2020 | 55.33% |
| March 31, 2020 | 52.63% |
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
35.00%
Minimum
May 2019
82.24%
Maximum
Nov 2022
64.73%
Average
61.84%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| The9 Ltd | 99.57% |
| Dunxin Financial Holdings Ltd | 99.32% |
| HDFC Bank Ltd | 54.28% |
| ICICI Bank Ltd | 55.05% |
| Highest Performances Holdings Inc | 85.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.64 |
| Beta (5Y) | 0.0815 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.68% |
| Historical Sharpe Ratio (5Y) | -0.4399 |
| Historical Sortino (5Y) | -0.7125 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.50% |