China ZhengTong Auto Services Holdings Ltd (CZASF)
0.05
0.00 (0.00%)
USD |
OTCM |
Jun 18, 16:00
China ZhengTong Auto Services Holdings Max Drawdown (5Y): 96.59% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 96.59% |
April 30, 2024 | 96.59% |
March 31, 2024 | 96.59% |
February 29, 2024 | 96.59% |
January 31, 2024 | 96.59% |
December 31, 2023 | 96.59% |
November 30, 2023 | 96.59% |
October 31, 2023 | 96.59% |
September 30, 2023 | 96.59% |
August 31, 2023 | 96.59% |
July 31, 2023 | 96.59% |
June 30, 2023 | 96.59% |
May 31, 2023 | 96.59% |
April 30, 2023 | 96.59% |
March 31, 2023 | 96.59% |
February 28, 2023 | 96.59% |
January 31, 2023 | 96.59% |
December 31, 2022 | 96.59% |
November 30, 2022 | 96.59% |
October 31, 2022 | 96.59% |
September 30, 2022 | 96.59% |
August 31, 2022 | 96.59% |
July 31, 2022 | 96.59% |
June 30, 2022 | 96.59% |
May 31, 2022 | 96.59% |
Date | Value |
---|---|
April 30, 2022 | 96.59% |
March 31, 2022 | 96.59% |
February 28, 2022 | 94.04% |
January 31, 2022 | 94.04% |
December 31, 2021 | 94.04% |
November 30, 2021 | 94.04% |
October 31, 2021 | 94.04% |
September 30, 2021 | 94.04% |
August 31, 2021 | 94.04% |
July 31, 2021 | 94.04% |
June 30, 2021 | 94.04% |
May 31, 2021 | 94.04% |
April 30, 2021 | 94.04% |
March 31, 2021 | 94.04% |
February 28, 2021 | 94.04% |
January 31, 2021 | 94.04% |
December 31, 2020 | 93.19% |
November 30, 2020 | 93.19% |
October 31, 2020 | 93.19% |
September 30, 2020 | 91.49% |
August 31, 2020 | 85.10% |
July 31, 2020 | 77.01% |
June 30, 2020 | 77.01% |
May 31, 2020 | 77.01% |
April 30, 2020 | 77.01% |
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
75.44%
Minimum
Jun 2019
96.59%
Maximum
Mar 2022
90.85%
Average
94.04%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
China Automotive Systems Inc | 82.79% |
Trip.com Group Ltd | 71.96% |
H World Group Ltd | 64.02% |
Kandi Technologies Group Inc | 86.54% |
Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.60 |
Beta (5Y) | -0.8278 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.94% |
Historical Sharpe Ratio (5Y) | -0.3642 |
Historical Sortino (5Y) | -0.6715 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |