Dunxin Financial Holdings Ltd (DXFFY)
0.0238
+0.01
(+138.00%)
USD |
OTCM |
Nov 22, 12:02
Dunxin Financial Holdings Max Drawdown (5Y): 99.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.98% |
| September 30, 2024 | 99.94% |
| August 31, 2024 | 99.44% |
| July 31, 2024 | 99.36% |
| June 30, 2024 | 99.32% |
| May 31, 2024 | 99.32% |
| April 30, 2024 | 99.32% |
| March 31, 2024 | 99.32% |
| February 29, 2024 | 99.32% |
| January 31, 2024 | 99.32% |
| December 31, 2023 | 99.32% |
| November 30, 2023 | 99.32% |
| October 31, 2023 | 99.14% |
| September 30, 2023 | 99.14% |
| August 31, 2023 | 98.94% |
| July 31, 2023 | 98.37% |
| June 30, 2023 | 98.37% |
| May 31, 2023 | 98.37% |
| April 30, 2023 | 98.37% |
| March 31, 2023 | 97.98% |
| February 28, 2023 | 97.43% |
| January 31, 2023 | 97.14% |
| December 31, 2022 | 97.14% |
| November 30, 2022 | 97.14% |
| October 31, 2022 | 95.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.80% |
| August 31, 2022 | 93.59% |
| July 31, 2022 | 93.59% |
| June 30, 2022 | 93.59% |
| May 31, 2022 | 93.59% |
| April 30, 2022 | 93.59% |
| March 31, 2022 | 93.59% |
| February 28, 2022 | 93.59% |
| January 31, 2022 | 93.59% |
| December 31, 2021 | 93.59% |
| November 30, 2021 | 93.59% |
| October 31, 2021 | 93.59% |
| September 30, 2021 | 93.59% |
| August 31, 2021 | 93.59% |
| July 31, 2021 | 93.59% |
| June 30, 2021 | 93.59% |
| May 31, 2021 | 93.59% |
| April 30, 2021 | 93.59% |
| March 31, 2021 | 93.59% |
| February 28, 2021 | 93.59% |
| January 31, 2021 | 93.59% |
| December 31, 2020 | 93.59% |
| November 30, 2020 | 93.59% |
| October 31, 2020 | 93.59% |
| September 30, 2020 | 93.59% |
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
86.19%
Minimum
Nov 2019
99.98%
Maximum
Oct 2024
95.24%
Average
93.59%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -97.33 |
| Beta (5Y) | 1.310 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.28% |
| Historical Sharpe Ratio (5Y) | -0.8353 |
| Historical Sortino (5Y) | -1.351 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.12% |