GreenTree Hospitality Group Ltd (GHG)
2.71
+0.04
(+1.50%)
USD |
NYSE |
Nov 22, 16:00
2.71
0.00 (0.00%)
After-Hours: 19:52
GreenTree Hospitality Group Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| China Automotive Systems Inc | 82.79% |
| Trip.com Group Ltd | 71.96% |
| H World Group Ltd | 64.02% |
| Kandi Technologies Group Inc | 91.33% |
| Boqii Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.17 |
| Beta (5Y) | 0.5143 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.38% |
| Historical Sharpe Ratio (5Y) | -0.4966 |
| Historical Sortino (5Y) | -0.7506 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.83% |