China Travel International Investment Hong Kong Ltd (CTVIF)
0.1443
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Travel International Investment Hong Kong Max Drawdown (5Y): 74.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.93% |
March 31, 2024 | 74.93% |
February 29, 2024 | 74.93% |
January 31, 2024 | 74.93% |
December 31, 2023 | 74.93% |
November 30, 2023 | 74.93% |
October 31, 2023 | 74.93% |
September 30, 2023 | 74.93% |
August 31, 2023 | 74.93% |
July 31, 2023 | 74.93% |
June 30, 2023 | 74.93% |
May 31, 2023 | 74.93% |
April 30, 2023 | 74.93% |
March 31, 2023 | 74.93% |
February 28, 2023 | 74.93% |
January 31, 2023 | 74.93% |
December 31, 2022 | 74.93% |
November 30, 2022 | 74.93% |
October 31, 2022 | 74.93% |
September 30, 2022 | 74.93% |
August 31, 2022 | 74.93% |
July 31, 2022 | 74.93% |
June 30, 2022 | 74.93% |
May 31, 2022 | 74.93% |
April 30, 2022 | 74.93% |
Date | Value |
---|---|
March 31, 2022 | 74.93% |
February 28, 2022 | 74.93% |
January 31, 2022 | 74.93% |
December 31, 2021 | 74.93% |
November 30, 2021 | 74.93% |
October 31, 2021 | 74.93% |
September 30, 2021 | 74.93% |
August 31, 2021 | 74.93% |
July 31, 2021 | 74.93% |
June 30, 2021 | 74.93% |
May 31, 2021 | 74.93% |
April 30, 2021 | 74.93% |
March 31, 2021 | 74.93% |
February 28, 2021 | 74.93% |
January 31, 2021 | 74.93% |
December 31, 2020 | 74.93% |
November 30, 2020 | 74.93% |
October 31, 2020 | 74.93% |
September 30, 2020 | 74.93% |
August 31, 2020 | 74.93% |
July 31, 2020 | 74.93% |
June 30, 2020 | 74.93% |
May 31, 2020 | 73.06% |
April 30, 2020 | 73.06% |
March 31, 2020 | 73.06% |
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
61.52%
Minimum
May 2019
74.93%
Maximum
Jun 2020
73.67%
Average
74.93%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.20 |
Beta (5Y) | 0.8482 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.93% |
Historical Sharpe Ratio (5Y) | -0.2693 |
Historical Sortino (5Y) | -0.4985 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |