Great Wall Motor Co Ltd (GWLLF)
1.91
+0.09
(+4.95%)
USD |
OTCM |
May 17, 16:00
Great Wall Motor Max Drawdown (5Y): 80.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 80.70% |
| March 31, 2024 | 80.70% |
| February 29, 2024 | 80.70% |
| January 31, 2024 | 80.70% |
| December 31, 2023 | 80.70% |
| November 30, 2023 | 80.70% |
| October 31, 2023 | 80.70% |
| September 30, 2023 | 80.70% |
| August 31, 2023 | 80.70% |
| July 31, 2023 | 80.70% |
| June 30, 2023 | 80.70% |
| May 31, 2023 | 80.70% |
| April 30, 2023 | 80.70% |
| March 31, 2023 | 80.70% |
| February 28, 2023 | 80.70% |
| January 31, 2023 | 80.70% |
| December 31, 2022 | 80.70% |
| November 30, 2022 | 80.70% |
| October 31, 2022 | 80.70% |
| September 30, 2022 | 76.02% |
| August 31, 2022 | 75.82% |
| July 31, 2022 | 75.82% |
| June 30, 2022 | 75.82% |
| May 31, 2022 | 75.82% |
| April 30, 2022 | 72.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.44% |
| February 28, 2022 | 69.38% |
| January 31, 2022 | 69.38% |
| December 31, 2021 | 69.38% |
| November 30, 2021 | 69.38% |
| October 31, 2021 | 69.38% |
| September 30, 2021 | 69.38% |
| August 31, 2021 | 69.38% |
| July 31, 2021 | 69.38% |
| June 30, 2021 | 69.38% |
| May 31, 2021 | 69.38% |
| April 30, 2021 | 69.38% |
| March 31, 2021 | 69.38% |
| February 28, 2021 | 69.38% |
| January 31, 2021 | 69.38% |
| December 31, 2020 | 69.38% |
| November 30, 2020 | 69.38% |
| October 31, 2020 | 69.38% |
| September 30, 2020 | 69.38% |
| August 31, 2020 | 69.38% |
| July 31, 2020 | 69.38% |
| June 30, 2020 | 69.38% |
| May 31, 2020 | 69.38% |
| April 30, 2020 | 69.38% |
| March 31, 2020 | 69.38% |
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
67.66%
Minimum
May 2019
80.70%
Maximum
Oct 2022
73.29%
Average
69.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BYD Co Ltd | 58.09% |
| NIO Inc | 93.95% |
| Li Auto Inc | -- |
| XPeng Inc | -- |
| ZEEKR Intelligent Technology Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.752 |
| Beta (5Y) | 0.5876 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.61% |
| Historical Sharpe Ratio (5Y) | 0.2342 |
| Historical Sortino (5Y) | 0.5475 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.82% |