Guangzhou R&F Properties Co., Ltd. (GZUHY)
0.3645
0.00 (0.00%)
USD |
OTCM |
Sep 18, 16:00
Guangzhou R&F Properties Max Drawdown (5Y) : 97.54% for Aug. 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 |
|---|---|
| August 31, 2026 | 97.54% |
| July 31, 2026 | 97.40% |
| June 30, 2026 | 97.40% |
| May 31, 2026 | 96.31% |
| April 30, 2026 | 96.31% |
| March 31, 2026 | 96.31% |
| February 28, 2026 | 93.15% |
| January 31, 2026 | 93.15% |
| December 31, 2025 | 93.15% |
| November 30, 2025 | 93.15% |
| October 31, 2025 | 93.15% |
| September 30, 2025 | 93.15% |
| August 31, 2025 | 93.15% |
| July 31, 2025 | 93.15% |
| June 30, 2025 | 93.15% |
| May 31, 2025 | 93.15% |
| April 30, 2025 | 93.15% |
| March 31, 2025 | 93.15% |
| February 28, 2025 | 93.15% |
| January 31, 2025 | 93.15% |
| December 31, 2024 | 93.15% |
| November 30, 2024 | 93.15% |
| October 31, 2024 | 93.15% |
| September 30, 2024 | 93.15% |
| August 31, 2024 | 93.15% |
| Date | Value |
|---|---|
| July 31, 2024 | 93.15% |
| June 30, 2024 | 93.15% |
| May 31, 2024 | 93.15% |
| April 30, 2024 | 93.15% |
| March 31, 2024 | 93.15% |
| February 29, 2024 | 93.15% |
| January 31, 2024 | 93.15% |
| December 31, 2023 | 93.15% |
| November 30, 2023 | 93.15% |
| October 31, 2023 | 93.15% |
| September 30, 2023 | 93.15% |
| August 31, 2023 | 93.15% |
| July 31, 2023 | 91.46% |
| June 30, 2023 | 91.46% |
| May 31, 2023 | 90.93% |
| April 30, 2023 | 90.93% |
| March 31, 2023 | 90.93% |
| February 28, 2023 | 90.93% |
| January 31, 2023 | 90.93% |
| December 31, 2022 | 90.93% |
| November 30, 2022 | 90.93% |
| October 31, 2022 | 90.93% |
| September 30, 2022 | 90.93% |
| August 31, 2022 | 86.28% |
| July 31, 2022 | 86.28% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Country Garden Holdings Co. Ltd. | 100.00% |
| China Evergrande Group | 100.0% |
| Yuzhou Group Holdings Co., Ltd. | 99.98% |
| China SCE Group Holdings Ltd. | -- |
| KWG Group Holdings Ltd. | 99.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.80 |
| Beta (5Y) | 0.2768 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 125.6% |
| Historical Sharpe Ratio (5Y) | -0.4242 |
| Historical Sortino (5Y) | -1.086 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.64% |