Guangdong Investment Ltd (GGDVY)
29.12
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Guangdong Investment Max Drawdown (5Y): 75.26% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 75.26% |
April 30, 2024 | 75.26% |
March 31, 2024 | 68.59% |
February 29, 2024 | 68.59% |
January 31, 2024 | 66.14% |
December 31, 2023 | 66.00% |
November 30, 2023 | 66.00% |
October 31, 2023 | 66.00% |
September 30, 2023 | 66.00% |
August 31, 2023 | 66.00% |
July 31, 2023 | 66.00% |
June 30, 2023 | 66.00% |
May 31, 2023 | 66.00% |
April 30, 2023 | 66.00% |
March 31, 2023 | 66.00% |
February 28, 2023 | 66.00% |
January 31, 2023 | 66.00% |
December 31, 2022 | 66.00% |
November 30, 2022 | 66.00% |
October 31, 2022 | 66.00% |
September 30, 2022 | 59.61% |
August 31, 2022 | 53.57% |
July 31, 2022 | 49.97% |
June 30, 2022 | 46.07% |
May 31, 2022 | 41.23% |
Date | Value |
---|---|
April 30, 2022 | 39.41% |
March 31, 2022 | 39.41% |
February 28, 2022 | 39.41% |
January 31, 2022 | 39.41% |
December 31, 2021 | 39.41% |
November 30, 2021 | 39.41% |
October 31, 2021 | 39.41% |
September 30, 2021 | 39.41% |
August 31, 2021 | 35.11% |
July 31, 2021 | 34.03% |
June 30, 2021 | 33.74% |
May 31, 2021 | 33.74% |
April 30, 2021 | 33.74% |
March 31, 2021 | 33.74% |
February 28, 2021 | 33.74% |
January 31, 2021 | 33.74% |
December 31, 2020 | 33.74% |
November 30, 2020 | 33.74% |
October 31, 2020 | 33.74% |
September 30, 2020 | 29.76% |
August 31, 2020 | 29.76% |
July 31, 2020 | 25.94% |
June 30, 2020 | 25.94% |
May 31, 2020 | 25.94% |
April 30, 2020 | 25.94% |
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
25.94%
Minimum
Jun 2019
75.26%
Maximum
Apr 2024
45.08%
Average
39.41%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.80 |
Beta (5Y) | 0.4006 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.26% |
Historical Sharpe Ratio (5Y) | -0.5856 |
Historical Sortino (5Y) | -0.9448 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.91% |