Guotai Haitong Securities Co., Ltd. (GUOSF)
2.00
0.00 (0.00%)
USD |
OTCM |
Jun 10, 16:00
Guotai Haitong Securities Max Drawdown (5Y) : 12.59% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 12.59% |
| April 30, 2026 | 12.59% |
| March 31, 2026 | 12.59% |
| February 28, 2026 | 12.59% |
| January 31, 2026 | 12.59% |
| December 31, 2025 | 12.59% |
| November 30, 2025 | 12.59% |
| October 31, 2025 | 12.59% |
| September 30, 2025 | 12.59% |
| August 31, 2025 | 12.59% |
| July 31, 2025 | 12.59% |
| June 30, 2025 | 12.59% |
| May 31, 2025 | 12.59% |
| April 30, 2025 | 12.59% |
| March 31, 2025 | 12.59% |
| February 28, 2025 | 12.59% |
| January 31, 2025 | 12.59% |
| December 31, 2024 | 12.59% |
| November 30, 2024 | 12.59% |
| October 31, 2024 | 12.59% |
| September 30, 2024 | 12.59% |
| August 31, 2024 | 12.59% |
| July 31, 2024 | 12.59% |
| June 30, 2024 | 12.59% |
| May 31, 2024 | 12.59% |
| Date | Value |
|---|---|
| April 30, 2024 | 12.59% |
| March 31, 2024 | 12.59% |
| February 29, 2024 | 12.59% |
| January 31, 2024 | 12.59% |
| December 31, 2023 | 12.59% |
| November 30, 2023 | 12.59% |
| October 31, 2023 | 12.59% |
| September 30, 2023 | 12.59% |
| August 31, 2023 | 12.59% |
| July 31, 2023 | 12.59% |
| June 30, 2023 | 12.59% |
| May 31, 2023 | 12.59% |
| April 30, 2023 | 12.59% |
| March 31, 2023 | 12.59% |
| February 28, 2023 | 12.59% |
| January 31, 2023 | 12.59% |
| December 31, 2022 | 12.59% |
| November 30, 2022 | 12.59% |
| October 31, 2022 | 12.59% |
| September 30, 2022 | 12.59% |
| August 31, 2022 | 0.74% |
| July 31, 2022 | 0.74% |
| June 30, 2022 | 0.74% |
| May 31, 2022 | 0.74% |
| April 30, 2022 | 0.74% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Noah Holdings Ltd. | 82.16% |
| Jupai Holdings Ltd. | 99.99% |
| China Cinda Asset Management Co., Ltd. | 69.44% |
| Puhui Wealth Investment Management Co. Ltd. | 100.0% |
| China Renaissance Holdings Ltd. | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.51 |
| Beta (5Y) | 0.1145 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.35% |
| Historical Sharpe Ratio (5Y) | 0.502 |
| Historical Sortino (5Y) | 1.876 |