Lee & Man Paper Manufacturing Ltd (LMPMY)
2.940
-0.14
(-4.54%)
USD |
OTCM |
May 31, 16:00
Lee & Man Paper Manufacturing Max Drawdown (5Y): 73.49% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 73.49% |
April 30, 2024 | 73.49% |
March 31, 2024 | 73.49% |
February 29, 2024 | 73.49% |
January 31, 2024 | 73.49% |
December 31, 2023 | 72.37% |
November 30, 2023 | 72.37% |
October 31, 2023 | 72.06% |
September 30, 2023 | 69.22% |
August 31, 2023 | 69.22% |
July 31, 2023 | 69.22% |
June 30, 2023 | 69.22% |
May 31, 2023 | 69.22% |
April 30, 2023 | 69.22% |
March 31, 2023 | 69.22% |
February 28, 2023 | 69.22% |
January 31, 2023 | 69.22% |
December 31, 2022 | 69.22% |
November 30, 2022 | 69.22% |
October 31, 2022 | 69.22% |
September 30, 2022 | 68.32% |
August 31, 2022 | 66.45% |
July 31, 2022 | 62.37% |
June 30, 2022 | 61.31% |
May 31, 2022 | 59.58% |
Date | Value |
---|---|
April 30, 2022 | 59.58% |
March 31, 2022 | 59.58% |
February 28, 2022 | 59.58% |
January 31, 2022 | 59.58% |
December 31, 2021 | 59.58% |
November 30, 2021 | 59.58% |
October 31, 2021 | 59.58% |
September 30, 2021 | 59.58% |
August 31, 2021 | 59.58% |
July 31, 2021 | 59.58% |
June 30, 2021 | 59.58% |
May 31, 2021 | 59.58% |
April 30, 2021 | 59.58% |
March 31, 2021 | 59.58% |
February 28, 2021 | 59.58% |
January 31, 2021 | 59.58% |
December 31, 2020 | 59.58% |
November 30, 2020 | 59.58% |
October 31, 2020 | 59.58% |
September 30, 2020 | 59.58% |
August 31, 2020 | 59.58% |
July 31, 2020 | 59.58% |
June 30, 2020 | 59.58% |
May 31, 2020 | 59.58% |
April 30, 2020 | 59.58% |
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
50.94%
Minimum
Jul 2019
73.49%
Maximum
Jan 2024
63.36%
Average
59.58%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.76 |
Beta (5Y) | 0.4187 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.21% |
Historical Sharpe Ratio (5Y) | -0.3239 |
Historical Sortino (5Y) | -0.5965 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.75% |