China Resources Land Ltd (CRBJY)
40.08
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
China Resources Land Max Drawdown (5Y): 46.83% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 46.83% |
April 30, 2024 | 46.83% |
March 31, 2024 | 46.83% |
February 29, 2024 | 46.83% |
January 31, 2024 | 46.83% |
December 31, 2023 | 32.88% |
November 30, 2023 | 30.15% |
October 31, 2023 | 30.15% |
September 30, 2023 | 30.15% |
August 31, 2023 | 30.15% |
July 31, 2023 | 30.15% |
June 30, 2023 | 30.15% |
May 31, 2023 | 29.40% |
April 30, 2023 | 29.40% |
March 31, 2023 | 29.40% |
February 28, 2023 | 29.40% |
January 31, 2023 | 29.40% |
December 31, 2022 | 29.40% |
November 30, 2022 | 29.40% |
October 31, 2022 | 29.40% |
September 30, 2022 | 29.40% |
August 31, 2022 | 29.40% |
July 31, 2022 | 29.40% |
June 30, 2022 | 29.40% |
May 31, 2022 | 29.40% |
Date | Value |
---|---|
April 30, 2022 | 29.40% |
March 31, 2022 | 29.40% |
February 28, 2022 | 29.40% |
January 31, 2022 | 29.40% |
December 31, 2021 | 29.40% |
November 30, 2021 | 29.40% |
October 31, 2021 | 32.29% |
September 30, 2021 | 34.60% |
August 31, 2021 | 34.60% |
July 31, 2021 | 34.60% |
June 30, 2021 | 34.60% |
May 31, 2021 | 34.60% |
April 30, 2021 | 34.60% |
March 31, 2021 | 34.60% |
February 28, 2021 | 34.60% |
January 31, 2021 | 34.60% |
December 31, 2020 | 34.60% |
November 30, 2020 | 34.60% |
October 31, 2020 | 34.60% |
September 30, 2020 | 34.60% |
August 31, 2020 | 34.60% |
July 31, 2020 | 34.60% |
June 30, 2020 | 34.60% |
May 31, 2020 | 34.60% |
April 30, 2020 | 34.60% |
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
29.40%
Minimum
Nov 2021
46.83%
Maximum
Jan 2024
33.46%
Average
34.60%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 35.49% |
Sino Land Co Ltd | 45.89% |
The Wharf (Holdings) Ltd | 85.66% |
Tian An China Investments Co Ltd | 36.84% |
Kerry Properties Ltd | 51.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.496 |
Beta (5Y) | 0.2671 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.14% |
Historical Sharpe Ratio (5Y) | 0.0362 |
Historical Sortino (5Y) | 0.0615 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.80% |