GreenTree Hospitality Group Ltd (GHG)
3.29
+0.19
(+6.13%)
USD |
NYSE |
May 20, 15:49
GreenTree Hospitality Group Max Drawdown (5Y): 88.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.82% |
| March 31, 2024 | 88.82% |
| February 29, 2024 | 88.82% |
| January 31, 2024 | 88.82% |
| December 31, 2023 | 88.82% |
| November 30, 2023 | 88.82% |
| October 31, 2023 | 88.82% |
| September 30, 2023 | 88.82% |
| August 31, 2023 | 88.82% |
| July 31, 2023 | 88.82% |
| June 30, 2023 | 88.82% |
| May 31, 2023 | 88.82% |
| April 30, 2023 | 88.82% |
| March 31, 2023 | 88.82% |
| February 28, 2023 | 88.82% |
| January 31, 2023 | 88.82% |
| December 31, 2022 | 88.82% |
| November 30, 2022 | 88.82% |
| October 31, 2022 | 88.82% |
| September 30, 2022 | 84.87% |
| August 31, 2022 | 84.87% |
| July 31, 2022 | 84.87% |
| June 30, 2022 | 84.87% |
| May 31, 2022 | 84.87% |
| April 30, 2022 | 82.06% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.60% |
| February 28, 2022 | 77.19% |
| January 31, 2022 | 75.99% |
| December 31, 2021 | 69.10% |
| November 30, 2021 | 69.10% |
| October 31, 2021 | 67.25% |
| September 30, 2021 | 67.25% |
| August 31, 2021 | 65.14% |
| July 31, 2021 | 63.58% |
| June 30, 2021 | 60.10% |
| May 31, 2021 | 60.10% |
| April 30, 2021 | 60.10% |
| March 31, 2021 | 60.10% |
| February 28, 2021 | 60.10% |
| January 31, 2021 | 60.10% |
| December 31, 2020 | 60.10% |
| November 30, 2020 | 60.10% |
| October 31, 2020 | 60.10% |
| September 30, 2020 | 60.10% |
| August 31, 2020 | 60.10% |
| July 31, 2020 | 60.10% |
| June 30, 2020 | 60.10% |
| May 31, 2020 | 60.10% |
| April 30, 2020 | 60.10% |
| March 31, 2020 | 60.10% |
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
60.10%
Minimum
May 2019
88.82%
Maximum
Oct 2022
73.15%
Average
68.17%
Median
Max Drawdown (5Y) Benchmarks
| Viomi Technology Co Ltd | 96.71% |
| China Automotive Systems Inc | 82.79% |
| Trip.com Group Ltd | 71.96% |
| H World Group Ltd | 64.02% |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.32 |
| Beta (5Y) | 0.6704 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.91% |
| Historical Sharpe Ratio (5Y) | -0.6343 |
| Historical Sortino (5Y) | -0.9361 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.73% |