Industrial And Commercial Bank Of China Ltd (IDCBY)
12.07
+0.03
(+0.25%)
USD |
OTCM |
May 20, 15:58
Industrial And Commercial Bank Of China Max Drawdown (5Y): 38.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.28% |
March 31, 2024 | 38.28% |
February 29, 2024 | 38.28% |
January 31, 2024 | 38.28% |
December 31, 2023 | 38.28% |
November 30, 2023 | 38.28% |
October 31, 2023 | 38.28% |
September 30, 2023 | 38.28% |
August 31, 2023 | 38.28% |
July 31, 2023 | 38.28% |
June 30, 2023 | 38.28% |
May 31, 2023 | 38.28% |
April 30, 2023 | 38.28% |
March 31, 2023 | 38.28% |
February 28, 2023 | 38.28% |
January 31, 2023 | 38.28% |
December 31, 2022 | 38.28% |
November 30, 2022 | 38.28% |
October 31, 2022 | 38.00% |
September 30, 2022 | 36.60% |
August 31, 2022 | 36.60% |
July 31, 2022 | 36.60% |
June 30, 2022 | 36.60% |
May 31, 2022 | 36.60% |
April 30, 2022 | 36.60% |
Date | Value |
---|---|
March 31, 2022 | 36.60% |
February 28, 2022 | 36.60% |
January 31, 2022 | 36.60% |
December 31, 2021 | 36.60% |
November 30, 2021 | 36.60% |
October 31, 2021 | 36.60% |
September 30, 2021 | 36.60% |
August 31, 2021 | 36.60% |
July 31, 2021 | 36.60% |
June 30, 2021 | 36.60% |
May 31, 2021 | 36.60% |
April 30, 2021 | 36.60% |
March 31, 2021 | 39.45% |
February 28, 2021 | 43.14% |
January 31, 2021 | 43.14% |
December 31, 2020 | 43.14% |
November 30, 2020 | 43.80% |
October 31, 2020 | 43.80% |
September 30, 2020 | 43.80% |
August 31, 2020 | 43.80% |
July 31, 2020 | 43.80% |
June 30, 2020 | 43.80% |
May 31, 2020 | 43.80% |
April 30, 2020 | 43.80% |
March 31, 2020 | 43.80% |
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
36.60%
Minimum
Apr 2021
43.80%
Maximum
May 2019
39.78%
Average
38.28%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.023 |
Beta (5Y) | 0.1622 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.50% |
Historical Sharpe Ratio (5Y) | -0.1136 |
Historical Sortino (5Y) | -0.2129 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.78% |