Longfor Group Holdings Ltd (LGFRY)
16.77
+1.83
(+12.25%)
USD |
OTCM |
May 02, 14:26
Longfor Group Holdings Max Drawdown (5Y): 82.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.06% |
March 31, 2024 | 82.06% |
February 29, 2024 | 82.06% |
January 31, 2024 | 82.06% |
December 31, 2023 | 79.94% |
November 30, 2023 | 79.94% |
October 31, 2023 | 79.94% |
September 30, 2023 | 79.94% |
August 31, 2023 | 79.94% |
July 31, 2023 | 79.94% |
June 30, 2023 | 79.94% |
May 31, 2023 | 79.94% |
April 30, 2023 | 79.94% |
March 31, 2023 | 79.94% |
February 28, 2023 | 79.94% |
January 31, 2023 | 79.94% |
December 31, 2022 | 79.94% |
November 30, 2022 | 79.94% |
October 31, 2022 | 79.94% |
September 30, 2022 | 56.26% |
August 31, 2022 | 56.26% |
July 31, 2022 | 48.20% |
June 30, 2022 | 44.90% |
May 31, 2022 | 44.90% |
April 30, 2022 | 44.90% |
Date | Value |
---|---|
March 31, 2022 | 44.90% |
February 28, 2022 | 41.22% |
January 31, 2022 | 41.22% |
December 31, 2021 | 41.22% |
November 30, 2021 | 41.22% |
October 31, 2021 | 41.22% |
September 30, 2021 | 41.22% |
August 31, 2021 | 37.18% |
July 31, 2021 | 37.18% |
June 30, 2021 | 37.18% |
May 31, 2021 | 37.18% |
April 30, 2021 | 37.18% |
March 31, 2021 | 37.18% |
February 28, 2021 | 37.18% |
January 31, 2021 | 37.18% |
December 31, 2020 | 37.18% |
November 30, 2020 | 37.18% |
October 31, 2020 | 37.18% |
September 30, 2020 | 37.18% |
August 31, 2020 | 37.18% |
July 31, 2020 | 37.18% |
June 30, 2020 | 37.18% |
May 31, 2020 | 37.18% |
April 30, 2020 | 37.18% |
March 31, 2020 | 37.18% |
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
37.18%
Minimum
May 2019
82.06%
Maximum
Jan 2024
52.60%
Average
41.22%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.19 |
Beta (5Y) | 0.5325 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.69% |
Historical Sharpe Ratio (5Y) | -0.2655 |
Historical Sortino (5Y) | -0.4403 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.56% |