China Dili Group (RNHEF)
0.0004
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
China Dili Group Max Drawdown (5Y): 99.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 99.92% |
February 29, 2024 | 99.92% |
January 31, 2024 | 99.92% |
December 31, 2023 | 99.92% |
November 30, 2023 | 96.73% |
October 31, 2023 | 96.73% |
September 30, 2023 | 96.73% |
August 31, 2023 | 96.73% |
July 31, 2023 | 96.73% |
June 30, 2023 | 96.73% |
May 31, 2023 | 96.73% |
April 30, 2023 | 96.73% |
March 31, 2023 | 96.73% |
February 28, 2023 | 96.73% |
January 31, 2023 | 96.73% |
December 31, 2022 | 96.73% |
November 30, 2022 | 96.73% |
October 31, 2022 | 96.73% |
September 30, 2022 | 96.73% |
August 31, 2022 | 96.73% |
July 31, 2022 | 96.73% |
June 30, 2022 | 96.73% |
May 31, 2022 | 96.73% |
April 30, 2022 | 96.73% |
March 31, 2022 | 96.73% |
Date | Value |
---|---|
February 28, 2022 | 96.73% |
January 31, 2022 | 96.73% |
December 31, 2021 | 96.73% |
November 30, 2021 | 96.73% |
October 31, 2021 | 96.73% |
September 30, 2021 | 96.73% |
August 31, 2021 | 96.73% |
July 31, 2021 | 96.73% |
June 30, 2021 | 96.73% |
May 31, 2021 | 96.73% |
April 30, 2021 | 96.73% |
March 31, 2021 | 96.73% |
February 28, 2021 | 96.73% |
January 31, 2021 | 96.73% |
December 31, 2020 | 96.73% |
November 30, 2020 | 96.73% |
October 31, 2020 | 96.73% |
September 30, 2020 | 96.73% |
August 31, 2020 | 96.73% |
July 31, 2020 | 96.73% |
June 30, 2020 | 96.73% |
May 31, 2020 | 96.73% |
April 30, 2020 | 96.73% |
March 31, 2020 | 96.73% |
February 29, 2020 | 96.73% |
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
90.48%
Minimum
Apr 2019
99.92%
Maximum
Dec 2023
96.84%
Average
96.73%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 35.42% |
Sino Land Co Ltd | 45.89% |
The Wharf (Holdings) Ltd | 85.66% |
Tian An China Investments Co Ltd | 36.84% |
Kerry Properties Ltd | 51.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -81.30 |
Beta (5Y) | 0.4021 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 158.7% |
Historical Sharpe Ratio (5Y) | -0.4793 |
Historical Sortino (5Y) | -1.034 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 55.00% |