MicroPort Scientific Corp (MCRPF)
0.70
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
MicroPort Scientific Max Drawdown (5Y): 92.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.46% |
| March 31, 2024 | 91.54% |
| February 29, 2024 | 91.38% |
| January 31, 2024 | 91.38% |
| December 31, 2023 | 89.24% |
| November 30, 2023 | 84.93% |
| October 31, 2023 | 84.93% |
| September 30, 2023 | 82.35% |
| August 31, 2023 | 82.35% |
| July 31, 2023 | 82.35% |
| June 30, 2023 | 82.35% |
| May 31, 2023 | 81.91% |
| April 30, 2023 | 81.91% |
| March 31, 2023 | 81.91% |
| February 28, 2023 | 81.91% |
| January 31, 2023 | 81.91% |
| December 31, 2022 | 81.91% |
| November 30, 2022 | 81.91% |
| October 31, 2022 | 81.91% |
| September 30, 2022 | 81.91% |
| August 31, 2022 | 81.91% |
| July 31, 2022 | 81.91% |
| June 30, 2022 | 81.91% |
| May 31, 2022 | 81.91% |
| April 30, 2022 | 81.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.32% |
| February 28, 2022 | 71.26% |
| January 31, 2022 | 65.77% |
| December 31, 2021 | 63.18% |
| November 30, 2021 | 54.57% |
| October 31, 2021 | 52.01% |
| September 30, 2021 | 52.01% |
| August 31, 2021 | 52.01% |
| July 31, 2021 | 52.01% |
| June 30, 2021 | 52.01% |
| May 31, 2021 | 52.01% |
| April 30, 2021 | 52.01% |
| March 31, 2021 | 52.01% |
| February 28, 2021 | 52.01% |
| January 31, 2021 | 52.01% |
| December 31, 2020 | 52.01% |
| November 30, 2020 | 52.01% |
| October 31, 2020 | 52.01% |
| September 30, 2020 | 58.10% |
| August 31, 2020 | 58.10% |
| July 31, 2020 | 58.10% |
| June 30, 2020 | 58.10% |
| May 31, 2020 | 58.10% |
| April 30, 2020 | 58.10% |
| March 31, 2020 | 58.10% |
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
52.01%
Minimum
Oct 2020
92.46%
Maximum
Apr 2024
68.36%
Average
58.10%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Sinovac Biotech Ltd | 25.46% |
| CASI Pharmaceuticals Inc | 98.20% |
| Zai Lab Ltd | 92.84% |
| I-MAB | -- |
| Gracell Biotechnologies Inc (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.460 |
| Beta (5Y) | -0.0864 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.30% |
| Historical Sharpe Ratio (5Y) | -0.1041 |
| Historical Sortino (5Y) | -0.2151 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.32% |