PICC Property and Casualty Co Ltd (PPCCY)
32.16
0.00 (0.00%)
USD |
OTCM |
May 24, 16:00
PICC Property and Casualty Max Drawdown (5Y): 65.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.24% |
March 31, 2024 | 65.24% |
February 29, 2024 | 65.24% |
January 31, 2024 | 65.24% |
December 31, 2023 | 65.24% |
November 30, 2023 | 65.24% |
October 31, 2023 | 65.24% |
September 30, 2023 | 65.24% |
August 31, 2023 | 65.24% |
July 31, 2023 | 65.24% |
June 30, 2023 | 65.24% |
May 31, 2023 | 65.24% |
April 30, 2023 | 65.24% |
March 31, 2023 | 65.24% |
February 28, 2023 | 65.24% |
January 31, 2023 | 65.24% |
December 31, 2022 | 65.24% |
November 30, 2022 | 65.24% |
October 31, 2022 | 65.24% |
September 30, 2022 | 65.24% |
August 31, 2022 | 65.24% |
July 31, 2022 | 65.24% |
June 30, 2022 | 65.24% |
May 31, 2022 | 65.24% |
April 30, 2022 | 65.24% |
Date | Value |
---|---|
March 31, 2022 | 65.24% |
February 28, 2022 | 65.24% |
January 31, 2022 | 65.24% |
December 31, 2021 | 65.24% |
November 30, 2021 | 65.24% |
October 31, 2021 | 65.24% |
September 30, 2021 | 65.24% |
August 31, 2021 | 65.24% |
July 31, 2021 | 65.24% |
June 30, 2021 | 65.24% |
May 31, 2021 | 65.24% |
April 30, 2021 | 65.24% |
March 31, 2021 | 65.24% |
February 28, 2021 | 65.24% |
January 31, 2021 | 65.24% |
December 31, 2020 | 65.24% |
November 30, 2020 | 65.24% |
October 31, 2020 | 65.24% |
September 30, 2020 | 64.91% |
August 31, 2020 | 60.97% |
July 31, 2020 | 60.97% |
June 30, 2020 | 60.97% |
May 31, 2020 | 60.97% |
April 30, 2020 | 60.97% |
March 31, 2020 | 60.97% |
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
55.81%
Minimum
May 2019
65.24%
Maximum
Oct 2020
63.24%
Average
65.24%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Fanhua Inc | 87.52% |
The9 Ltd | 99.57% |
Dunxin Financial Holdings Ltd | 99.32% |
Baiyu Holdings Inc | 99.89% |
NiSun International Enterprise Development Group Co Ltd | 99.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.034 |
Beta (5Y) | 0.2549 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.15% |
Historical Sharpe Ratio (5Y) | 0.2016 |
Historical Sortino (5Y) | 0.4231 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.09% |