CSPC Pharmaceutical Group Ltd (CSPCY)
2.84
+0.02
(+0.71%)
USD |
OTCM |
Sep 27, 16:00
CSPC Pharmaceutical Group Max Drawdown (5Y): 59.45% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 59.45% |
July 31, 2024 | 54.90% |
June 30, 2024 | 54.90% |
May 31, 2024 | 54.90% |
April 30, 2024 | 69.41% |
March 31, 2024 | 69.41% |
February 29, 2024 | 69.41% |
January 31, 2024 | 69.41% |
December 31, 2023 | 69.41% |
November 30, 2023 | 69.41% |
October 31, 2023 | 69.41% |
September 30, 2023 | 69.41% |
August 31, 2023 | 69.41% |
July 31, 2023 | 69.41% |
June 30, 2023 | 69.41% |
May 31, 2023 | 69.41% |
April 30, 2023 | 69.41% |
March 31, 2023 | 69.41% |
February 28, 2023 | 69.41% |
January 31, 2023 | 69.41% |
December 31, 2022 | 69.41% |
November 30, 2022 | 69.41% |
October 31, 2022 | 69.41% |
September 30, 2022 | 69.41% |
August 31, 2022 | 69.41% |
Date | Value |
---|---|
July 31, 2022 | 69.41% |
June 30, 2022 | 69.41% |
May 31, 2022 | 69.41% |
April 30, 2022 | 69.41% |
March 31, 2022 | 69.41% |
February 28, 2022 | 69.41% |
January 31, 2022 | 69.41% |
December 31, 2021 | 69.41% |
November 30, 2021 | 69.41% |
October 31, 2021 | 69.41% |
September 30, 2021 | 69.41% |
August 31, 2021 | 69.41% |
July 31, 2021 | 69.41% |
June 30, 2021 | 69.41% |
May 31, 2021 | 69.41% |
April 30, 2021 | 69.41% |
March 31, 2021 | 69.41% |
February 28, 2021 | 69.41% |
January 31, 2021 | 69.41% |
December 31, 2020 | 69.41% |
November 30, 2020 | 69.41% |
October 31, 2020 | 69.41% |
September 30, 2020 | 69.41% |
August 31, 2020 | 69.41% |
July 31, 2020 | 69.41% |
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
54.90%
Minimum
May 2024
69.41%
Maximum
Sep 2019
68.51%
Average
69.41%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
Sinovac Biotech Ltd | 0.00% |
CASI Pharmaceuticals Inc | 98.20% |
Zai Lab Ltd | 92.84% |
Adagene Inc | -- |
LakeShore Biopharma Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.70 |
Beta (5Y) | 1.015 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.94% |
Historical Sharpe Ratio (5Y) | -0.2262 |
Historical Sortino (5Y) | -0.3351 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.58% |