Digital China Holdings Ltd (DCHIY)
1.91
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Digital China Holdings Max Drawdown (5Y): 63.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 63.66% |
| March 31, 2024 | 63.66% |
| February 29, 2024 | 63.66% |
| January 31, 2024 | 63.66% |
| December 31, 2023 | 63.07% |
| November 30, 2023 | 62.48% |
| October 31, 2023 | 62.48% |
| September 30, 2023 | 61.37% |
| August 31, 2023 | 61.37% |
| July 31, 2023 | 61.37% |
| June 30, 2023 | 61.37% |
| May 31, 2023 | 61.37% |
| April 30, 2023 | 61.37% |
| March 31, 2023 | 61.37% |
| February 28, 2023 | 61.37% |
| January 31, 2023 | 61.37% |
| December 31, 2022 | 61.37% |
| November 30, 2022 | 61.37% |
| October 31, 2022 | 61.37% |
| September 30, 2022 | 61.37% |
| August 31, 2022 | 61.37% |
| July 31, 2022 | 61.37% |
| June 30, 2022 | 61.37% |
| May 31, 2022 | 61.37% |
| April 30, 2022 | 61.37% |
| Date | Value |
|---|---|
| March 31, 2022 | 61.37% |
| February 28, 2022 | 61.37% |
| January 31, 2022 | 61.37% |
| December 31, 2021 | 61.37% |
| November 30, 2021 | 61.37% |
| October 31, 2021 | 61.37% |
| September 30, 2021 | 61.37% |
| August 31, 2021 | 61.37% |
| July 31, 2021 | 61.37% |
| June 30, 2021 | 61.37% |
| May 31, 2021 | 61.37% |
| April 30, 2021 | 61.37% |
| March 31, 2021 | 61.37% |
| February 28, 2021 | 61.37% |
| January 31, 2021 | 61.37% |
| December 31, 2020 | 61.37% |
| November 30, 2020 | 61.37% |
| October 31, 2020 | 61.37% |
| September 30, 2020 | 61.37% |
| August 31, 2020 | 61.37% |
| July 31, 2020 | 61.37% |
| June 30, 2020 | 61.37% |
| May 31, 2020 | 61.37% |
| April 30, 2020 | 61.37% |
| March 31, 2020 | 61.37% |
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
61.37%
Minimum
May 2019
63.66%
Maximum
Jan 2024
61.59%
Average
61.37%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.517 |
| Beta (5Y) | 0.4343 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.67% |
| Historical Sharpe Ratio (5Y) | -0.1554 |
| Historical Sortino (5Y) | -0.2196 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.81% |