China Pharma Holding Inc (CPHI)

0.2099 0.00 (0.00%) USD  |  NYAM  |  Dec 27, 16:00
0.1878 -0.02 (-10.53%) After-Hours: 20:00
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China Pharma Max Drawdown (5Y): 99.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Linike Medical Group Ltd --
China Health Industries Holdings Inc 99.39%
Yubo International Biotech Ltd 99.25%
NovaBay Pharmaceuticals Inc 99.98%
Palatin Technologies Inc 97.38%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -66.80
Beta (5Y) 0.6613
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 86.66%
Historical Sharpe Ratio (5Y) -0.6689
Historical Sortino (5Y) -1.381
Monthly Value at Risk (VaR) 5% (5Y Lookback) 35.66%