Digital China Holdings Ltd (DCHIF)
0.36
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Digital China Holdings Max Drawdown (5Y): 68.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.28% |
March 31, 2024 | 68.28% |
February 29, 2024 | 68.28% |
January 31, 2024 | 68.28% |
December 31, 2023 | 68.28% |
November 30, 2023 | 68.28% |
October 31, 2023 | 68.28% |
September 30, 2023 | 68.12% |
August 31, 2023 | 68.12% |
July 31, 2023 | 68.12% |
June 30, 2023 | 68.12% |
May 31, 2023 | 68.12% |
April 30, 2023 | 68.12% |
March 31, 2023 | 68.12% |
February 28, 2023 | 68.12% |
January 31, 2023 | 68.12% |
December 31, 2022 | 68.12% |
November 30, 2022 | 68.12% |
October 31, 2022 | 68.12% |
September 30, 2022 | 68.12% |
August 31, 2022 | 68.12% |
July 31, 2022 | 68.12% |
June 30, 2022 | 68.12% |
May 31, 2022 | 68.12% |
April 30, 2022 | 68.12% |
Date | Value |
---|---|
March 31, 2022 | 68.12% |
February 28, 2022 | 68.12% |
January 31, 2022 | 68.12% |
December 31, 2021 | 68.12% |
November 30, 2021 | 68.12% |
October 31, 2021 | 68.12% |
September 30, 2021 | 68.12% |
August 31, 2021 | 68.12% |
July 31, 2021 | 68.12% |
June 30, 2021 | 68.12% |
May 31, 2021 | 68.12% |
April 30, 2021 | 68.12% |
March 31, 2021 | 68.12% |
February 28, 2021 | 68.12% |
January 31, 2021 | 68.12% |
December 31, 2020 | 68.12% |
November 30, 2020 | 68.12% |
October 31, 2020 | 68.12% |
September 30, 2020 | 68.12% |
August 31, 2020 | 68.12% |
July 31, 2020 | 68.12% |
June 30, 2020 | 68.12% |
May 31, 2020 | 68.12% |
April 30, 2020 | 68.12% |
March 31, 2020 | 66.91% |
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
66.91%
Minimum
May 2019
68.28%
Maximum
Oct 2023
67.92%
Average
68.12%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
TROOPS Inc | 95.10% |
CLPS Inc | 94.25% |
MMTEC Inc | 99.79% |
Alpha Technology Group Ltd | -- |
mF International Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.106 |
Beta (5Y) | 0.0011 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.47% |
Historical Sharpe Ratio (5Y) | -0.205 |
Historical Sortino (5Y) | -0.329 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |