Guangzhou Automobile Group Co Ltd (GNZUF)
0.4525
+0.04
(+9.04%)
USD |
OTCM |
May 22, 16:00
Guangzhou Automobile Group Max Drawdown (5Y): 71.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.66% |
| March 31, 2024 | 71.66% |
| February 29, 2024 | 71.66% |
| January 31, 2024 | 71.66% |
| December 31, 2023 | 71.66% |
| November 30, 2023 | 71.66% |
| October 31, 2023 | 71.66% |
| September 30, 2023 | 71.66% |
| August 31, 2023 | 71.66% |
| July 31, 2023 | 71.66% |
| June 30, 2023 | 71.66% |
| May 31, 2023 | 71.66% |
| April 30, 2023 | 71.66% |
| March 31, 2023 | 71.66% |
| February 28, 2023 | 71.66% |
| January 31, 2023 | 71.66% |
| December 31, 2022 | 71.66% |
| November 30, 2022 | 71.66% |
| October 31, 2022 | 71.66% |
| September 30, 2022 | 69.41% |
| August 31, 2022 | 69.41% |
| July 31, 2022 | 69.41% |
| June 30, 2022 | 69.41% |
| May 31, 2022 | 69.41% |
| April 30, 2022 | 69.41% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.41% |
| February 28, 2022 | 69.41% |
| January 31, 2022 | 69.41% |
| December 31, 2021 | 69.41% |
| November 30, 2021 | 69.41% |
| October 31, 2021 | 69.41% |
| September 30, 2021 | 69.41% |
| August 31, 2021 | 69.41% |
| July 31, 2021 | 69.41% |
| June 30, 2021 | 69.41% |
| May 31, 2021 | 69.41% |
| April 30, 2021 | 69.41% |
| March 31, 2021 | 69.41% |
| February 28, 2021 | 69.41% |
| January 31, 2021 | 69.41% |
| December 31, 2020 | 69.41% |
| November 30, 2020 | 69.41% |
| October 31, 2020 | 69.41% |
| September 30, 2020 | 69.41% |
| August 31, 2020 | 69.41% |
| July 31, 2020 | 69.41% |
| June 30, 2020 | 69.00% |
| May 31, 2020 | 68.96% |
| April 30, 2020 | 68.96% |
| March 31, 2020 | 67.50% |
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
67.50%
Minimum
May 2019
71.66%
Maximum
Oct 2022
69.75%
Average
69.41%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.35 |
| Beta (5Y) | 0.3733 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.18% |
| Historical Sharpe Ratio (5Y) | -0.4199 |
| Historical Sortino (5Y) | -0.753 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.92% |