Xiamen Lutong International Travel Agency Co Ltd (LTGJ)
0.0002
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Xiamen Lutong International Travel Agency Max Drawdown (5Y): 99.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.97% |
| March 31, 2024 | 99.97% |
| February 29, 2024 | 99.97% |
| January 31, 2024 | 99.97% |
| December 31, 2023 | 99.97% |
| November 30, 2023 | 99.97% |
| October 31, 2023 | 99.97% |
| September 30, 2023 | 99.97% |
| August 31, 2023 | 99.97% |
| July 31, 2023 | 99.97% |
| June 30, 2023 | 99.97% |
| May 31, 2023 | 99.97% |
| April 30, 2023 | 99.97% |
| March 31, 2023 | 99.97% |
| February 28, 2023 | 99.97% |
| January 31, 2023 | 99.97% |
| December 31, 2022 | 99.97% |
| November 30, 2022 | 99.97% |
| October 31, 2022 | 97.00% |
| September 30, 2022 | 98.00% |
| August 31, 2022 | 98.00% |
| July 31, 2022 | 98.00% |
| June 30, 2022 | 98.00% |
| May 31, 2022 | 98.00% |
| April 30, 2022 | 98.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.00% |
| February 28, 2022 | 98.00% |
| January 31, 2022 | 98.00% |
| December 31, 2021 | 99.27% |
| November 30, 2021 | 99.27% |
| October 31, 2021 | 99.53% |
| September 30, 2021 | 99.53% |
| August 31, 2021 | 99.53% |
| July 31, 2021 | 99.53% |
| June 30, 2021 | 99.53% |
| May 31, 2021 | 99.53% |
| April 30, 2021 | 99.53% |
| March 31, 2021 | 99.53% |
| February 28, 2021 | 99.76% |
| January 31, 2021 | 99.76% |
| December 31, 2020 | 99.76% |
| November 30, 2020 | 99.76% |
| October 31, 2020 | 99.76% |
| September 30, 2020 | 99.76% |
| August 31, 2020 | 99.76% |
| July 31, 2020 | 99.76% |
| June 30, 2020 | 99.76% |
| May 31, 2020 | 99.76% |
| April 30, 2020 | 99.76% |
| March 31, 2020 | 99.76% |
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
97.00%
Minimum
Oct 2022
99.97%
Maximum
Nov 2022
99.47%
Average
99.76%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Victoria Lake Inc | 100.00% |
| Providence Resources Inc | 97.11% |
| Yong Bai Chao New Retail Corp | 99.92% |
| Baiyu Holdings Inc | 99.89% |
| Eureka Acquisition Corp (Unit) | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -80.88 |
| Beta (5Y) | 0.276 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 248.2% |
| Historical Sharpe Ratio (5Y) | -0.3135 |
| Historical Sortino (5Y) | -0.8909 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 70.59% |