Lenovo Group Ltd (LNVGF)

1.18 +0.02 (+1.29%) USD  |  OTCM  |  Dec 16, 13:46
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Lenovo Group Max Drawdown (5Y): 68.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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TROOPS Inc 95.10%
CLPS Inc 94.25%
MMTEC Inc 99.83%
Infobird Co Ltd --
Global Engine Group Holding Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.7744
Beta (5Y) 0.9893
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.67%
Historical Sharpe Ratio (5Y) 0.3357
Historical Sortino (5Y) 0.6357
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.80%