CITIC Ltd (CTPCY)
4.771
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
CITIC Max Drawdown (5Y): 54.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.02% |
March 31, 2024 | 54.02% |
February 29, 2024 | 54.02% |
January 31, 2024 | 54.02% |
December 31, 2023 | 54.02% |
November 30, 2023 | 54.02% |
October 31, 2023 | 54.02% |
September 30, 2023 | 54.02% |
August 31, 2023 | 54.02% |
July 31, 2023 | 54.02% |
June 30, 2023 | 54.02% |
May 31, 2023 | 54.02% |
April 30, 2023 | 54.02% |
March 31, 2023 | 54.02% |
February 28, 2023 | 54.02% |
January 31, 2023 | 54.02% |
December 31, 2022 | 54.02% |
November 30, 2022 | 54.02% |
October 31, 2022 | 54.02% |
September 30, 2022 | 54.02% |
August 31, 2022 | 54.02% |
July 31, 2022 | 54.02% |
June 30, 2022 | 54.02% |
May 31, 2022 | 54.02% |
April 30, 2022 | 54.02% |
Date | Value |
---|---|
March 31, 2022 | 54.02% |
February 28, 2022 | 54.02% |
January 31, 2022 | 54.02% |
December 31, 2021 | 54.02% |
November 30, 2021 | 54.02% |
October 31, 2021 | 54.02% |
September 30, 2021 | 54.02% |
August 31, 2021 | 54.02% |
July 31, 2021 | 54.02% |
June 30, 2021 | 54.02% |
May 31, 2021 | 54.02% |
April 30, 2021 | 54.02% |
March 31, 2021 | 54.02% |
February 28, 2021 | 54.02% |
January 31, 2021 | 54.02% |
December 31, 2020 | 54.02% |
November 30, 2020 | 52.39% |
October 31, 2020 | 52.39% |
September 30, 2020 | 52.39% |
August 31, 2020 | 52.39% |
July 31, 2020 | 52.39% |
June 30, 2020 | 52.39% |
May 31, 2020 | 52.39% |
April 30, 2020 | 52.39% |
March 31, 2020 | 52.39% |
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
52.39%
Minimum
May 2019
54.02%
Maximum
Dec 2020
53.50%
Average
54.02%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.74 |
Beta (5Y) | 0.5561 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.14% |
Historical Sharpe Ratio (5Y) | -0.1508 |
Historical Sortino (5Y) | -0.2469 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.77% |