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

11.59 -0.24 (-2.03%) USD  |  OTCM  |  Dec 16, 15:54
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Ping An Insurance (Group) Co. of China Max Drawdown (5Y): 66.90% for Nov. 30, 2024

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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Bank Of China Ltd 40.86%
China Construction Bank Corp 38.46%
The9 Ltd 99.57%
UP Fintech Holding Ltd 93.65%
Highest Performances Holdings Inc 96.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -15.89
Beta (5Y) 0.4146
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.55%
Historical Sharpe Ratio (5Y) -0.2434
Historical Sortino (5Y) -0.5814
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.59%