China Resources Beer (Holdings) Co Ltd (CRHKY)
6.823
+0.23
(+3.53%)
USD |
OTCM |
Nov 27, 11:01
China Resources Beer Max Drawdown (5Y): 67.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.93% |
| September 30, 2024 | 67.93% |
| August 31, 2024 | 67.93% |
| July 31, 2024 | 66.49% |
| June 30, 2024 | 62.22% |
| May 31, 2024 | 61.30% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 41.95% |
| February 28, 2022 | 35.59% |
| January 31, 2022 | 41.73% |
| December 31, 2021 | 42.91% |
| November 30, 2021 | 45.96% |
| October 31, 2021 | 45.96% |
| September 30, 2021 | 45.96% |
| August 31, 2021 | 45.96% |
| July 31, 2021 | 45.96% |
| June 30, 2021 | 45.96% |
| May 31, 2021 | 45.96% |
| April 30, 2021 | 45.96% |
| March 31, 2021 | 50.74% |
| February 28, 2021 | 56.76% |
| January 31, 2021 | 56.76% |
| December 31, 2020 | 56.76% |
| November 30, 2020 | 56.76% |
| October 31, 2020 | 56.76% |
| September 30, 2020 | 56.76% |
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
35.59%
Minimum
Feb 2022
67.93%
Maximum
Aug 2024
52.49%
Average
49.60%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.09 |
| Beta (5Y) | 0.2216 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.96% |
| Historical Sharpe Ratio (5Y) | -0.1645 |
| Historical Sortino (5Y) | -0.3331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.08% |