Geely Automobile Holdings Ltd (GELYF)
1.11
-0.02
(-1.77%)
USD |
OTCM |
Apr 23, 15:46
Geely Automobile Holdings Max Drawdown (5Y): 77.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.61% |
February 29, 2024 | 77.61% |
January 31, 2024 | 77.25% |
December 31, 2023 | 76.08% |
November 30, 2023 | 74.71% |
October 31, 2023 | 74.71% |
September 30, 2023 | 74.71% |
August 31, 2023 | 74.71% |
July 31, 2023 | 74.71% |
June 30, 2023 | 74.71% |
May 31, 2023 | 74.71% |
April 30, 2023 | 74.71% |
March 31, 2023 | 74.71% |
February 28, 2023 | 74.71% |
January 31, 2023 | 74.71% |
December 31, 2022 | 74.71% |
November 30, 2022 | 74.71% |
October 31, 2022 | 74.71% |
September 30, 2022 | 69.63% |
August 31, 2022 | 69.63% |
July 31, 2022 | 69.63% |
June 30, 2022 | 69.63% |
May 31, 2022 | 69.63% |
April 30, 2022 | 69.63% |
March 31, 2022 | 69.63% |
Date | Value |
---|---|
February 28, 2022 | 64.19% |
January 31, 2022 | 64.19% |
December 31, 2021 | 64.19% |
November 30, 2021 | 64.19% |
October 31, 2021 | 64.19% |
September 30, 2021 | 64.19% |
August 31, 2021 | 64.19% |
July 31, 2021 | 64.19% |
June 30, 2021 | 64.19% |
May 31, 2021 | 64.19% |
April 30, 2021 | 64.19% |
March 31, 2021 | 64.19% |
February 28, 2021 | 64.19% |
January 31, 2021 | 64.19% |
December 31, 2020 | 64.19% |
November 30, 2020 | 64.19% |
October 31, 2020 | 64.19% |
September 30, 2020 | 64.19% |
August 31, 2020 | 64.19% |
July 31, 2020 | 64.19% |
June 30, 2020 | 64.19% |
May 31, 2020 | 64.19% |
April 30, 2020 | 64.19% |
March 31, 2020 | 64.19% |
February 29, 2020 | 64.19% |
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
64.19%
Minimum
Apr 2019
77.61%
Maximum
Feb 2024
68.14%
Average
64.19%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.03 |
Beta (5Y) | 1.037 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.61% |
Historical Sharpe Ratio (5Y) | -0.1805 |
Historical Sortino (5Y) | -0.3375 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.57% |