Greentown Management Holdings Co., Ltd. (GRMHF)
0.2508
0.00 (0.00%)
USD |
OTCM |
Nov 06, 16:00
Greentown Management Holdings Max Drawdown (5Y) : 62.51% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 62.51% |
| September 30, 2026 | 62.51% |
| August 31, 2026 | 62.51% |
| July 31, 2026 | 39.28% |
| June 30, 2026 | 39.28% |
| May 31, 2026 | 39.28% |
| April 30, 2026 | 39.28% |
| Date | Value |
|---|---|
| March 31, 2026 | 39.28% |
| February 28, 2026 | 39.28% |
| January 31, 2026 | 39.28% |
| December 31, 2025 | 39.28% |
| November 30, 2025 | 39.28% |
| October 31, 2025 | 39.28% |
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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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| SINOPEC Engineering (Group) Co., Ltd. | 30.49% |
| AECOM | 56.12% |
| Primoris Services Corp. | 67.89% |
| Worley Ltd. | 50.26% |
| Chiyoda Corp. | 77.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.853 |
| Beta (5Y) | 0.0858 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.95% |
| Historical Sharpe Ratio (5Y) | -0.1664 |
| Historical Sortino (5Y) | -0.2685 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.69% |