Industrial And Commercial Bank Of China Ltd (IDCBF)
0.505
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Industrial And Commercial Bank Of China Max Drawdown (5Y): 41.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 41.98% |
| February 29, 2024 | 41.98% |
| January 31, 2024 | 41.98% |
| December 31, 2023 | 41.98% |
| November 30, 2023 | 41.98% |
| October 31, 2023 | 41.98% |
| September 30, 2023 | 41.98% |
| August 31, 2023 | 41.98% |
| July 31, 2023 | 41.98% |
| June 30, 2023 | 41.98% |
| May 31, 2023 | 41.98% |
| April 30, 2023 | 41.98% |
| March 31, 2023 | 41.98% |
| February 28, 2023 | 41.98% |
| January 31, 2023 | 41.98% |
| December 31, 2022 | 41.98% |
| November 30, 2022 | 41.98% |
| October 31, 2022 | 38.44% |
| September 30, 2022 | 38.44% |
| August 31, 2022 | 38.44% |
| July 31, 2022 | 38.44% |
| June 30, 2022 | 38.44% |
| May 31, 2022 | 38.44% |
| April 30, 2022 | 38.44% |
| March 31, 2022 | 38.44% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.44% |
| January 31, 2022 | 38.44% |
| December 31, 2021 | 38.44% |
| November 30, 2021 | 38.44% |
| October 31, 2021 | 38.44% |
| September 30, 2021 | 38.44% |
| August 31, 2021 | 38.44% |
| July 31, 2021 | 38.44% |
| June 30, 2021 | 38.44% |
| May 31, 2021 | 38.44% |
| April 30, 2021 | 38.44% |
| March 31, 2021 | 39.14% |
| February 28, 2021 | 42.71% |
| January 31, 2021 | 42.71% |
| December 31, 2020 | 42.71% |
| November 30, 2020 | 45.34% |
| October 31, 2020 | 45.34% |
| September 30, 2020 | 45.34% |
| August 31, 2020 | 45.34% |
| July 31, 2020 | 45.34% |
| June 30, 2020 | 45.34% |
| May 31, 2020 | 45.34% |
| April 30, 2020 | 45.34% |
| March 31, 2020 | 45.34% |
| February 29, 2020 | 45.34% |
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
38.44%
Minimum
Apr 2021
45.34%
Maximum
Apr 2019
41.97%
Average
41.98%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.764 |
| Beta (5Y) | 0.0399 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.88% |
| Historical Sharpe Ratio (5Y) | -0.1418 |
| Historical Sortino (5Y) | -0.272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.59% |