Kirin Holdings Co Ltd (KNBWY)
13.69
+0.15
(+1.11%)
USD |
OTCM |
Nov 21, 16:14
Kirin Holdings Max Drawdown (5Y): 48.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.69% |
| September 30, 2024 | 48.69% |
| August 31, 2024 | 48.69% |
| July 31, 2024 | 48.69% |
| June 30, 2024 | 48.69% |
| May 31, 2024 | 48.69% |
| April 30, 2024 | 48.69% |
| March 31, 2024 | 48.69% |
| February 29, 2024 | 48.69% |
| January 31, 2024 | 48.69% |
| December 31, 2023 | 48.69% |
| November 30, 2023 | 48.69% |
| October 31, 2023 | 48.69% |
| September 30, 2023 | 48.69% |
| August 31, 2023 | 48.69% |
| July 31, 2023 | 48.69% |
| June 30, 2023 | 48.69% |
| May 31, 2023 | 48.69% |
| April 30, 2023 | 48.69% |
| March 31, 2023 | 48.69% |
| February 28, 2023 | 48.69% |
| January 31, 2023 | 48.69% |
| December 31, 2022 | 48.69% |
| November 30, 2022 | 48.69% |
| October 31, 2022 | 48.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.69% |
| August 31, 2022 | 48.69% |
| July 31, 2022 | 48.69% |
| June 30, 2022 | 48.69% |
| May 31, 2022 | 48.69% |
| April 30, 2022 | 48.69% |
| March 31, 2022 | 44.64% |
| February 28, 2022 | 42.68% |
| January 31, 2022 | 42.68% |
| December 31, 2021 | 42.68% |
| November 30, 2021 | 41.84% |
| October 31, 2021 | 40.80% |
| September 30, 2021 | 40.80% |
| August 31, 2021 | 40.80% |
| July 31, 2021 | 40.80% |
| June 30, 2021 | 40.80% |
| May 31, 2021 | 40.80% |
| April 30, 2021 | 40.80% |
| March 31, 2021 | 40.80% |
| February 28, 2021 | 40.80% |
| January 31, 2021 | 40.80% |
| December 31, 2020 | 40.80% |
| November 30, 2020 | 40.80% |
| October 31, 2020 | 40.80% |
| September 30, 2020 | 40.80% |
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
32.99%
Minimum
Nov 2019
48.69%
Maximum
Apr 2022
44.54%
Average
48.69%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.227 |
| Beta (5Y) | 0.2136 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.14% |
| Historical Sharpe Ratio (5Y) | -0.306 |
| Historical Sortino (5Y) | -0.5403 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.42% |