Dong Fang Hui Le Inc (DFHL)
4.50
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Dong Fang Hui Le Max Drawdown (5Y): 95.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.94% |
| March 31, 2024 | 95.94% |
| February 29, 2024 | 95.94% |
| January 31, 2024 | 95.94% |
| December 31, 2023 | 95.94% |
| November 30, 2023 | 95.94% |
| October 31, 2023 | 96.18% |
| September 30, 2023 | 96.18% |
| August 31, 2023 | 96.18% |
| July 31, 2023 | 96.18% |
| June 30, 2023 | 96.18% |
| May 31, 2023 | 96.18% |
| April 30, 2023 | 96.18% |
| March 31, 2023 | 96.18% |
| February 28, 2023 | 96.18% |
| January 31, 2023 | 96.18% |
| December 31, 2022 | 96.18% |
| November 30, 2022 | 97.00% |
| October 31, 2022 | 97.00% |
| September 30, 2022 | 97.00% |
| August 31, 2022 | 97.00% |
| July 31, 2022 | 97.00% |
| June 30, 2022 | 97.00% |
| May 31, 2022 | 97.00% |
| April 30, 2022 | 97.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.00% |
| February 28, 2022 | 97.00% |
| January 31, 2022 | 98.90% |
| December 31, 2021 | 98.90% |
| November 30, 2021 | 99.45% |
| October 31, 2021 | 99.45% |
| September 30, 2021 | 99.56% |
| August 31, 2021 | 99.56% |
| July 31, 2021 | 99.78% |
| June 30, 2021 | 99.78% |
| May 31, 2021 | 99.78% |
| April 30, 2021 | 99.78% |
| March 31, 2021 | 99.82% |
| February 28, 2021 | 99.82% |
| January 31, 2021 | 99.82% |
| December 31, 2020 | 99.82% |
| November 30, 2020 | 99.82% |
| October 31, 2020 | 99.82% |
| September 30, 2020 | 99.82% |
| August 31, 2020 | 99.82% |
| July 31, 2020 | 99.82% |
| June 30, 2020 | 99.82% |
| May 31, 2020 | 99.82% |
| April 30, 2020 | 99.82% |
| March 31, 2020 | 99.82% |
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
95.94%
Minimum
Nov 2023
99.82%
Maximum
May 2019
98.24%
Average
99.45%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| CVS Health Corp | 48.26% |
| IQVIA Holdings Inc | 49.43% |
| UNIVEC Inc | 98.31% |
| SCWorx Corp | 99.34% |
| AirSculpt Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.04 |
| Beta (5Y) | -0.2445 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.75% |
| Historical Sharpe Ratio (5Y) | -0.654 |
| Historical Sortino (5Y) | -0.7761 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.50% |