Ping An Insurance (Group) Co. of China Ltd (PIAIF)
4.67
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Ping An Insurance (Group) Co. of China Max Drawdown (5Y): 67.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.58% |
| March 31, 2024 | 67.58% |
| February 29, 2024 | 67.58% |
| January 31, 2024 | 67.58% |
| December 31, 2023 | 67.58% |
| November 30, 2023 | 67.58% |
| October 31, 2023 | 67.58% |
| September 30, 2023 | 67.58% |
| August 31, 2023 | 67.58% |
| July 31, 2023 | 67.58% |
| June 30, 2023 | 67.58% |
| May 31, 2023 | 67.58% |
| April 30, 2023 | 67.58% |
| March 31, 2023 | 67.58% |
| February 28, 2023 | 67.58% |
| January 31, 2023 | 67.58% |
| December 31, 2022 | 67.58% |
| November 30, 2022 | 67.58% |
| October 31, 2022 | 67.58% |
| September 30, 2022 | 58.88% |
| August 31, 2022 | 55.30% |
| July 31, 2022 | 53.96% |
| June 30, 2022 | 53.96% |
| May 31, 2022 | 53.96% |
| April 30, 2022 | 52.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.00% |
| February 28, 2022 | 49.29% |
| January 31, 2022 | 49.29% |
| December 31, 2021 | 49.29% |
| November 30, 2021 | 49.29% |
| October 31, 2021 | 49.29% |
| September 30, 2021 | 49.29% |
| August 31, 2021 | 39.92% |
| July 31, 2021 | 36.19% |
| June 30, 2021 | 33.59% |
| May 31, 2021 | 35.34% |
| April 30, 2021 | 40.15% |
| March 31, 2021 | 41.26% |
| February 28, 2021 | 43.04% |
| January 31, 2021 | 43.04% |
| December 31, 2020 | 43.04% |
| November 30, 2020 | 44.14% |
| October 31, 2020 | 44.14% |
| September 30, 2020 | 44.14% |
| August 31, 2020 | 44.14% |
| July 31, 2020 | 44.14% |
| June 30, 2020 | 44.14% |
| May 31, 2020 | 44.14% |
| April 30, 2020 | 44.14% |
| March 31, 2020 | 44.14% |
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
33.59%
Minimum
Jun 2021
67.58%
Maximum
Oct 2022
52.57%
Average
49.29%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Fanhua Inc | 87.32% |
| The9 Ltd | 99.57% |
| Dunxin Financial Holdings Ltd | 99.32% |
| NiSun International Enterprise Development Group Co Ltd | 99.09% |
| LexinFintech Holdings Ltd | 93.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.42 |
| Beta (5Y) | 0.4648 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.34% |
| Historical Sharpe Ratio (5Y) | -0.4728 |
| Historical Sortino (5Y) | -0.8911 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.53% |