Ping An Insurance (Group) Co. of China Ltd (PIAIF)

6.30 +0.07 (+1.12%) USD  |  OTCM  |  Mar 05, 10:46
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Ping An Insurance (Group) Co. of China Max Drawdown (5Y): 67.58% for Feb. 28, 2025

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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AIX Inc 98.32%
The9 Ltd 99.57%
Eason Technology Ltd 99.98%
Baiyu Holdings Inc 99.98%
LexinFintech Holdings Ltd 93.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.36
Beta (5Y) 0.3934
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.66%
Historical Sharpe Ratio (5Y) -0.1955
Historical Sortino (5Y) -0.4859
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.46%