China Resources Beer (Holdings) Co Ltd (CRHKY)
9.58
+0.21
(+2.24%)
USD |
OTCM |
May 03, 16:00
China Resources Beer Max Drawdown (5Y): 61.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.30% |
| March 31, 2024 | 61.30% |
| February 29, 2024 | 61.30% |
| January 31, 2024 | 60.81% |
| December 31, 2023 | 55.53% |
| November 30, 2023 | 51.51% |
| October 31, 2023 | 49.60% |
| September 30, 2023 | 49.60% |
| August 31, 2023 | 49.60% |
| July 31, 2023 | 49.60% |
| June 30, 2023 | 49.60% |
| May 31, 2023 | 49.60% |
| April 30, 2023 | 49.60% |
| March 31, 2023 | 49.60% |
| February 28, 2023 | 49.60% |
| January 31, 2023 | 49.60% |
| December 31, 2022 | 49.60% |
| November 30, 2022 | 49.60% |
| October 31, 2022 | 49.60% |
| September 30, 2022 | 45.35% |
| August 31, 2022 | 45.35% |
| July 31, 2022 | 45.35% |
| June 30, 2022 | 45.35% |
| May 31, 2022 | 45.35% |
| April 30, 2022 | 43.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.95% |
| February 28, 2022 | 38.44% |
| January 31, 2022 | 38.44% |
| December 31, 2021 | 41.74% |
| November 30, 2021 | 47.29% |
| October 31, 2021 | 48.36% |
| September 30, 2021 | 51.12% |
| August 31, 2021 | 51.12% |
| July 31, 2021 | 51.12% |
| June 30, 2021 | 51.12% |
| May 31, 2021 | 51.12% |
| April 30, 2021 | 51.12% |
| March 31, 2021 | 51.12% |
| February 28, 2021 | 51.12% |
| January 31, 2021 | 55.69% |
| December 31, 2020 | 55.69% |
| November 30, 2020 | 61.10% |
| October 31, 2020 | 61.10% |
| September 30, 2020 | 61.10% |
| August 31, 2020 | 61.10% |
| July 31, 2020 | 61.10% |
| June 30, 2020 | 61.10% |
| May 31, 2020 | 61.10% |
| April 30, 2020 | 61.10% |
| March 31, 2020 | 61.10% |
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
38.44%
Minimum
Jan 2022
61.30%
Maximum
Feb 2024
53.41%
Average
51.12%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| China Foods Ltd | 53.62% |
| Meta Data Ltd | 99.76% |
| Budweiser Brewing Co APAC Ltd | -- |
| DDC Enterprise Ltd | -- |
| Top Wealth Group Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.591 |
| Beta (5Y) | 0.2117 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.45% |
| Historical Sharpe Ratio (5Y) | -0.0312 |
| Historical Sortino (5Y) | -0.0586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.27% |