Ping An Insurance (Group) Co. of China Ltd. (PNGAY)
14.55
+0.11
(+0.76%)
USD |
OTCM |
Jun 10, 16:00
Ping An Insurance (Group) Co. of China Max Drawdown (5Y) : 66.90% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 66.90% |
| April 30, 2026 | 66.90% |
| March 31, 2026 | 66.90% |
| February 28, 2026 | 66.90% |
| January 31, 2026 | 66.90% |
| December 31, 2025 | 66.90% |
| November 30, 2025 | 66.90% |
| October 31, 2025 | 66.90% |
| September 30, 2025 | 66.90% |
| August 31, 2025 | 66.90% |
| July 31, 2025 | 66.90% |
| June 30, 2025 | 66.90% |
| May 31, 2025 | 66.90% |
| April 30, 2025 | 66.90% |
| March 31, 2025 | 66.90% |
| February 28, 2025 | 66.90% |
| January 31, 2025 | 66.90% |
| December 31, 2024 | 66.90% |
| November 30, 2024 | 66.90% |
| October 31, 2024 | 66.90% |
| September 30, 2024 | 66.90% |
| August 31, 2024 | 66.90% |
| July 31, 2024 | 66.90% |
| June 30, 2024 | 66.90% |
| May 31, 2024 | 66.90% |
| Date | Value |
|---|---|
| April 30, 2024 | 66.90% |
| March 31, 2024 | 66.90% |
| February 29, 2024 | 66.90% |
| January 31, 2024 | 66.90% |
| December 31, 2023 | 66.90% |
| November 30, 2023 | 66.90% |
| October 31, 2023 | 66.90% |
| September 30, 2023 | 66.90% |
| August 31, 2023 | 66.90% |
| July 31, 2023 | 66.90% |
| June 30, 2023 | 66.90% |
| May 31, 2023 | 66.90% |
| April 30, 2023 | 66.90% |
| March 31, 2023 | 66.90% |
| February 28, 2023 | 66.90% |
| January 31, 2023 | 66.90% |
| December 31, 2022 | 66.90% |
| November 30, 2022 | 66.90% |
| October 31, 2022 | 66.90% |
| September 30, 2022 | 59.47% |
| August 31, 2022 | 55.56% |
| July 31, 2022 | 54.20% |
| June 30, 2022 | 54.20% |
| May 31, 2022 | 54.20% |
| April 30, 2022 | 52.42% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| China Life Insurance Co. Ltd. | 65.30% |
| China Pacific Insurance (Group) Co., Ltd. | 58.99% |
| The People's Insurance Co. (Group) of China Ltd. | 75.00% |
| Atlantic American Corp. | 79.32% |
| Aflac, Inc. | 19.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.896 |
| Beta (5Y) | 0.3249 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.97% |
| Historical Sharpe Ratio (5Y) | -0.1267 |
| Historical Sortino (5Y) | -0.3021 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.59% |