Guangzhou R&F Properties Co Ltd (GZUHY)
2.38
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Guangzhou R&F Properties Max Drawdown (5Y): 93.65% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 93.65% |
| April 30, 2024 | 93.65% |
| March 31, 2024 | 93.65% |
| February 29, 2024 | 93.65% |
| January 31, 2024 | 93.65% |
| December 31, 2023 | 93.65% |
| November 30, 2023 | 93.65% |
| October 31, 2023 | 93.65% |
| September 30, 2023 | 93.65% |
| August 31, 2023 | 93.65% |
| July 31, 2023 | 92.40% |
| June 30, 2023 | 92.40% |
| May 31, 2023 | 92.40% |
| April 30, 2023 | 92.40% |
| March 31, 2023 | 92.40% |
| February 28, 2023 | 92.40% |
| January 31, 2023 | 92.40% |
| December 31, 2022 | 92.40% |
| November 30, 2022 | 92.40% |
| October 31, 2022 | 92.40% |
| September 30, 2022 | 92.40% |
| August 31, 2022 | 88.51% |
| July 31, 2022 | 88.51% |
| June 30, 2022 | 83.31% |
| May 31, 2022 | 83.31% |
| Date | Value |
|---|---|
| April 30, 2022 | 82.33% |
| March 31, 2022 | 82.33% |
| February 28, 2022 | 82.33% |
| January 31, 2022 | 82.33% |
| December 31, 2021 | 82.33% |
| November 30, 2021 | 75.34% |
| October 31, 2021 | 72.67% |
| September 30, 2021 | 72.67% |
| August 31, 2021 | 62.21% |
| July 31, 2021 | 53.48% |
| June 30, 2021 | 53.48% |
| May 31, 2021 | 53.48% |
| April 30, 2021 | 53.48% |
| March 31, 2021 | 53.48% |
| February 28, 2021 | 53.48% |
| January 31, 2021 | 53.48% |
| December 31, 2020 | 53.48% |
| November 30, 2020 | 53.48% |
| October 31, 2020 | 53.48% |
| September 30, 2020 | 53.48% |
| August 31, 2020 | 53.48% |
| July 31, 2020 | 53.48% |
| June 30, 2020 | 53.48% |
| May 31, 2020 | 53.48% |
| April 30, 2020 | 48.40% |
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
45.26%
Minimum
Jun 2019
93.65%
Maximum
Aug 2023
71.57%
Average
78.83%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.23 |
| Beta (5Y) | -0.0704 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.36% |
| Historical Sharpe Ratio (5Y) | -0.9331 |
| Historical Sortino (5Y) | -1.236 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.91% |