Lenovo Group Ltd (LNVGY)
23.72
+0.54
(+2.31%)
USD |
OTCM |
Nov 21, 16:00
Lenovo Group Max Drawdown (5Y): 64.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.02% |
| September 30, 2024 | 64.02% |
| August 31, 2024 | 64.02% |
| July 31, 2024 | 64.02% |
| June 30, 2024 | 64.02% |
| May 31, 2024 | 64.02% |
| April 30, 2024 | 64.02% |
| March 31, 2024 | 64.02% |
| February 29, 2024 | 64.02% |
| January 31, 2024 | 64.02% |
| December 31, 2023 | 64.02% |
| November 30, 2023 | 64.02% |
| October 31, 2023 | 64.02% |
| September 30, 2023 | 64.02% |
| August 31, 2023 | 64.02% |
| July 31, 2023 | 64.02% |
| June 30, 2023 | 64.02% |
| May 31, 2023 | 64.02% |
| April 30, 2023 | 66.20% |
| March 31, 2023 | 66.45% |
| February 28, 2023 | 70.43% |
| January 31, 2023 | 70.52% |
| December 31, 2022 | 70.52% |
| November 30, 2022 | 70.52% |
| October 31, 2022 | 70.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.52% |
| August 31, 2022 | 70.52% |
| July 31, 2022 | 70.52% |
| June 30, 2022 | 70.52% |
| May 31, 2022 | 70.52% |
| April 30, 2022 | 70.52% |
| March 31, 2022 | 70.52% |
| February 28, 2022 | 70.52% |
| January 31, 2022 | 70.52% |
| December 31, 2021 | 70.52% |
| November 30, 2021 | 70.52% |
| October 31, 2021 | 70.52% |
| September 30, 2021 | 70.52% |
| August 31, 2021 | 70.52% |
| July 31, 2021 | 70.52% |
| June 30, 2021 | 70.52% |
| May 31, 2021 | 70.52% |
| April 30, 2021 | 70.52% |
| March 31, 2021 | 70.52% |
| February 28, 2021 | 70.52% |
| January 31, 2021 | 70.52% |
| December 31, 2020 | 70.52% |
| November 30, 2020 | 70.52% |
| October 31, 2020 | 70.52% |
| September 30, 2020 | 70.52% |
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
64.02%
Minimum
May 2023
70.52%
Maximum
Nov 2019
68.43%
Average
70.52%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| TROOPS Inc | 95.10% |
| CLPS Inc | -- |
| MMTEC Inc | -- |
| Infobird Co Ltd | -- |
| Global Engine Group Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.536 |
| Beta (5Y) | 0.8150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.33% |
| Historical Sharpe Ratio (5Y) | 0.4127 |
| Historical Sortino (5Y) | 0.8204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.64% |