Nan Hai Corp Ltd (NANHF)
0.025
0.00 (0.00%)
USD |
OTCM |
May 21, 16:00
Nan Hai Max Drawdown (5Y): 93.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.75% |
March 31, 2024 | 93.75% |
February 29, 2024 | 93.75% |
January 31, 2024 | 93.75% |
December 31, 2023 | 93.75% |
November 30, 2023 | 93.75% |
October 31, 2023 | 93.75% |
September 30, 2023 | 93.75% |
August 31, 2023 | 93.75% |
July 31, 2023 | 93.75% |
June 30, 2023 | 93.75% |
May 31, 2023 | 93.75% |
April 30, 2023 | 93.75% |
March 31, 2023 | 93.75% |
February 28, 2023 | 93.75% |
January 31, 2023 | 93.75% |
December 31, 2022 | 93.75% |
November 30, 2022 | 93.75% |
October 31, 2022 | 93.75% |
September 30, 2022 | 93.75% |
August 31, 2022 | 93.75% |
July 31, 2022 | 93.75% |
June 30, 2022 | 93.75% |
May 31, 2022 | 93.75% |
April 30, 2022 | 93.75% |
Date | Value |
---|---|
March 31, 2022 | 93.75% |
February 28, 2022 | 93.75% |
January 31, 2022 | 93.75% |
December 31, 2021 | 93.75% |
November 30, 2021 | 93.75% |
October 31, 2021 | 93.75% |
September 30, 2021 | 93.75% |
August 31, 2021 | 93.75% |
July 31, 2021 | 93.75% |
June 30, 2021 | 93.75% |
May 31, 2021 | 93.75% |
April 30, 2021 | 93.75% |
March 31, 2021 | 93.75% |
February 28, 2021 | 93.75% |
January 31, 2021 | 93.75% |
December 31, 2020 | 93.75% |
November 30, 2020 | 93.75% |
October 31, 2020 | 93.75% |
September 30, 2020 | 93.75% |
August 31, 2020 | 90.00% |
July 31, 2020 | 90.00% |
June 30, 2020 | 90.00% |
May 31, 2020 | 90.00% |
April 30, 2020 | 83.33% |
March 31, 2020 | 83.33% |
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
83.33%
Minimum
Feb 2020
93.75%
Maximum
Sep 2020
92.92%
Average
93.75%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
PCCW Ltd | 31.15% |
APT Satellite Holdings Ltd | 76.84% |
iClick Interactive Asia Group Ltd | 99.36% |
Ucloudlink Group Inc | -- |
VS Media Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -41.94 |
Beta (5Y) | 5.384 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 242.8% |
Historical Sharpe Ratio (5Y) | 0.0744 |
Historical Sortino (5Y) | 0.3823 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.50% |