Fosun International Ltd (FOSUF)
0.535
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Fosun International Max Drawdown (5Y): 81.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.78% |
March 31, 2024 | 81.78% |
February 29, 2024 | 81.78% |
January 31, 2024 | 81.78% |
December 31, 2023 | 81.78% |
November 30, 2023 | 81.78% |
October 31, 2023 | 81.78% |
September 30, 2023 | 81.78% |
August 31, 2023 | 81.78% |
July 31, 2023 | 81.78% |
June 30, 2023 | 81.78% |
May 31, 2023 | 81.78% |
April 30, 2023 | 81.78% |
March 31, 2023 | 81.78% |
February 28, 2023 | 81.78% |
January 31, 2023 | 81.78% |
December 31, 2022 | 81.78% |
November 30, 2022 | 81.78% |
October 31, 2022 | 81.78% |
September 30, 2022 | 71.98% |
August 31, 2022 | 67.69% |
July 31, 2022 | 63.75% |
June 30, 2022 | 60.97% |
May 31, 2022 | 60.97% |
April 30, 2022 | 60.97% |
Date | Value |
---|---|
March 31, 2022 | 60.97% |
February 28, 2022 | 59.56% |
January 31, 2022 | 59.56% |
December 31, 2021 | 59.56% |
November 30, 2021 | 59.56% |
October 31, 2021 | 59.56% |
September 30, 2021 | 59.56% |
August 31, 2021 | 59.56% |
July 31, 2021 | 59.56% |
June 30, 2021 | 59.56% |
May 31, 2021 | 59.56% |
April 30, 2021 | 59.56% |
March 31, 2021 | 59.56% |
February 28, 2021 | 59.56% |
January 31, 2021 | 59.56% |
December 31, 2020 | 59.56% |
November 30, 2020 | 59.56% |
October 31, 2020 | 59.56% |
September 30, 2020 | 59.56% |
August 31, 2020 | 59.56% |
July 31, 2020 | 59.56% |
June 30, 2020 | 59.56% |
May 31, 2020 | 59.56% |
April 30, 2020 | 59.56% |
March 31, 2020 | 59.56% |
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
55.54%
Minimum
May 2019
81.78%
Maximum
Oct 2022
66.43%
Average
59.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.52 |
Beta (5Y) | 0.517 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.67% |
Historical Sharpe Ratio (5Y) | -0.5388 |
Historical Sortino (5Y) | -1.004 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.65% |