Kingdee International Software Group Co Ltd (KGDEY)
100.07
-7.38
(-6.87%)
USD |
OTCM |
Nov 12, 16:00
Kingdee International Software Group Max Drawdown (5Y): 86.64% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.64% |
| August 31, 2024 | 86.32% |
| July 31, 2024 | 86.00% |
| June 30, 2024 | 82.41% |
| May 31, 2024 | 82.41% |
| April 30, 2024 | 82.41% |
| March 31, 2024 | 81.88% |
| February 29, 2024 | 81.88% |
| January 31, 2024 | 80.96% |
| December 31, 2023 | 78.77% |
| November 30, 2023 | 78.77% |
| October 31, 2023 | 78.77% |
| September 30, 2023 | 78.77% |
| August 31, 2023 | 78.77% |
| July 31, 2023 | 78.77% |
| June 30, 2023 | 78.77% |
| May 31, 2023 | 78.77% |
| April 30, 2023 | 78.77% |
| March 31, 2023 | 78.77% |
| February 28, 2023 | 78.77% |
| January 31, 2023 | 78.77% |
| December 31, 2022 | 78.77% |
| November 30, 2022 | 78.77% |
| October 31, 2022 | 78.77% |
| September 30, 2022 | 75.70% |
| Date | Value |
|---|---|
| August 31, 2022 | 68.01% |
| July 31, 2022 | 68.01% |
| June 30, 2022 | 68.01% |
| May 31, 2022 | 68.01% |
| April 30, 2022 | 68.01% |
| March 31, 2022 | 68.01% |
| February 28, 2022 | 56.52% |
| January 31, 2022 | 54.21% |
| December 31, 2021 | 47.89% |
| November 30, 2021 | 45.08% |
| October 31, 2021 | 44.87% |
| September 30, 2021 | 44.87% |
| August 31, 2021 | 44.87% |
| July 31, 2021 | 42.70% |
| June 30, 2021 | 42.70% |
| May 31, 2021 | 42.70% |
| April 30, 2021 | 42.70% |
| March 31, 2021 | 43.76% |
| February 28, 2021 | 44.31% |
| January 31, 2021 | 44.31% |
| December 31, 2020 | 44.31% |
| November 30, 2020 | 44.31% |
| October 31, 2020 | 44.31% |
| September 30, 2020 | 44.31% |
| August 31, 2020 | 44.31% |
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
42.70%
Minimum
Apr 2021
86.64%
Maximum
Sep 2024
62.34%
Average
68.01%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | 99.43% |
| Global Mofy AI Ltd | -- |
| Jiade Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.64 |
| Beta (5Y) | 0.5448 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.65% |
| Historical Sharpe Ratio (5Y) | -0.0856 |
| Historical Sortino (5Y) | -0.1751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.69% |