Ping An Insurance (Group) Co. of China Ltd (PNGAY)
8.056
+0.07
(+0.83%)
USD |
OTCM |
Apr 19, 15:59
Ping An Insurance (Group) Co. of China Max Drawdown (5Y): 66.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 52.42% |
| Date | Value |
|---|---|
| February 28, 2022 | 49.75% |
| January 31, 2022 | 49.75% |
| December 31, 2021 | 49.75% |
| November 30, 2021 | 49.75% |
| October 31, 2021 | 49.75% |
| September 30, 2021 | 49.75% |
| August 31, 2021 | 40.78% |
| July 31, 2021 | 36.36% |
| June 30, 2021 | 35.04% |
| May 31, 2021 | 38.72% |
| April 30, 2021 | 43.78% |
| March 31, 2021 | 45.09% |
| February 28, 2021 | 45.09% |
| January 31, 2021 | 45.09% |
| December 31, 2020 | 45.09% |
| November 30, 2020 | 47.94% |
| October 31, 2020 | 47.94% |
| September 30, 2020 | 47.94% |
| August 31, 2020 | 47.94% |
| July 31, 2020 | 47.94% |
| June 30, 2020 | 47.94% |
| May 31, 2020 | 47.94% |
| April 30, 2020 | 47.94% |
| March 31, 2020 | 47.94% |
| February 29, 2020 | 47.94% |
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
35.04%
Minimum
Jun 2021
66.90%
Maximum
Oct 2022
53.65%
Average
49.75%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Fanhua Inc | 83.15% |
| 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) | -22.49 |
| Beta (5Y) | 0.4749 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.51% |
| Historical Sharpe Ratio (5Y) | -0.4722 |
| Historical Sortino (5Y) | -0.9047 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.42% |