China Pharma Holding Inc (CPHI)
0.2025
-0.14
(-41.30%)
USD |
OTCM |
Nov 14, 10:36
China Pharma Max Drawdown (5Y): 99.63% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.63% |
| August 31, 2024 | 99.63% |
| July 31, 2024 | 99.63% |
| June 30, 2024 | 99.63% |
| May 31, 2024 | 99.54% |
| April 30, 2024 | 99.53% |
| March 31, 2024 | 99.48% |
| February 29, 2024 | 99.44% |
| January 31, 2024 | 99.30% |
| December 31, 2023 | 99.30% |
| November 30, 2023 | 99.30% |
| October 31, 2023 | 99.28% |
| September 30, 2023 | 98.95% |
| August 31, 2023 | 98.75% |
| July 31, 2023 | 97.70% |
| June 30, 2023 | 97.70% |
| May 31, 2023 | 97.70% |
| April 30, 2023 | 97.66% |
| March 31, 2023 | 97.20% |
| February 28, 2023 | 94.73% |
| January 31, 2023 | 93.20% |
| December 31, 2022 | 92.59% |
| November 30, 2022 | 92.59% |
| October 31, 2022 | 90.23% |
| September 30, 2022 | 89.84% |
| Date | Value |
|---|---|
| August 31, 2022 | 85.13% |
| July 31, 2022 | 83.98% |
| June 30, 2022 | 83.98% |
| May 31, 2022 | 83.98% |
| April 30, 2022 | 80.38% |
| March 31, 2022 | 80.38% |
| February 28, 2022 | 81.01% |
| January 31, 2022 | 81.01% |
| December 31, 2021 | 81.01% |
| November 30, 2021 | 81.01% |
| October 31, 2021 | 81.01% |
| September 30, 2021 | 81.01% |
| August 31, 2021 | 81.01% |
| July 31, 2021 | 81.01% |
| June 30, 2021 | 81.01% |
| May 31, 2021 | 81.01% |
| April 30, 2021 | 81.01% |
| March 31, 2021 | 81.01% |
| February 28, 2021 | 81.01% |
| January 31, 2021 | 81.01% |
| December 31, 2020 | 83.54% |
| November 30, 2020 | 84.81% |
| October 31, 2020 | 84.81% |
| September 30, 2020 | 84.81% |
| August 31, 2020 | 84.81% |
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
80.38%
Minimum
Mar 2022
99.63%
Maximum
Jun 2024
88.99%
Average
84.81%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.83 |
| Beta (5Y) | 0.7672 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.81% |
| Historical Sharpe Ratio (5Y) | -0.5939 |
| Historical Sortino (5Y) | -1.222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.66% |