Geely Automobile Holdings Ltd (GELYY)
35.41
-0.08
(-0.23%)
USD |
OTCM |
Nov 14, 10:01
Geely Automobile Holdings Max Drawdown (5Y): 77.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.32% |
| September 30, 2024 | 77.32% |
| August 31, 2024 | 77.32% |
| July 31, 2024 | 77.32% |
| June 30, 2024 | 77.32% |
| May 31, 2024 | 77.32% |
| April 30, 2024 | 77.32% |
| March 31, 2024 | 77.32% |
| February 29, 2024 | 77.32% |
| January 31, 2024 | 77.32% |
| December 31, 2023 | 76.14% |
| November 30, 2023 | 74.55% |
| October 31, 2023 | 74.55% |
| September 30, 2023 | 74.55% |
| August 31, 2023 | 74.55% |
| July 31, 2023 | 74.55% |
| June 30, 2023 | 74.55% |
| May 31, 2023 | 74.55% |
| April 30, 2023 | 74.55% |
| March 31, 2023 | 74.55% |
| February 28, 2023 | 74.55% |
| January 31, 2023 | 74.55% |
| December 31, 2022 | 74.55% |
| November 30, 2022 | 74.55% |
| October 31, 2022 | 74.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.47% |
| August 31, 2022 | 69.47% |
| July 31, 2022 | 69.47% |
| June 30, 2022 | 69.47% |
| May 31, 2022 | 69.47% |
| April 30, 2022 | 69.47% |
| March 31, 2022 | 69.47% |
| February 28, 2022 | 64.07% |
| January 31, 2022 | 64.07% |
| December 31, 2021 | 64.07% |
| November 30, 2021 | 64.07% |
| October 31, 2021 | 64.07% |
| September 30, 2021 | 64.07% |
| August 31, 2021 | 64.07% |
| July 31, 2021 | 64.07% |
| June 30, 2021 | 64.07% |
| May 31, 2021 | 64.07% |
| April 30, 2021 | 64.07% |
| March 31, 2021 | 64.07% |
| February 28, 2021 | 64.07% |
| January 31, 2021 | 64.07% |
| December 31, 2020 | 64.07% |
| November 30, 2020 | 64.07% |
| October 31, 2020 | 64.07% |
| September 30, 2020 | 64.07% |
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
64.07%
Minimum
Nov 2019
77.32%
Maximum
Jan 2024
69.56%
Average
69.47%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Melco Resorts and Entertainment Ltd | 85.51% |
| Natural Health Trends Corp | 93.24% |
| NFT Ltd | 99.89% |
| Oriental Culture Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.93 |
| Beta (5Y) | 0.9243 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.81% |
| Historical Sharpe Ratio (5Y) | -0.0358 |
| Historical Sortino (5Y) | -0.0716 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.43% |