Shanghai Fosun Pharmaceutical (Group) Co Ltd (SFOSF)
1.55
+0.02
(+1.17%)
USD |
OTCM |
Apr 29, 16:00
Shanghai Fosun Pharmaceutical Max Drawdown (5Y): 83.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 83.02% |
February 29, 2024 | 83.02% |
January 31, 2024 | 82.32% |
December 31, 2023 | 78.30% |
November 30, 2023 | 77.18% |
October 31, 2023 | 77.18% |
September 30, 2023 | 76.63% |
August 31, 2023 | 76.63% |
July 31, 2023 | 76.63% |
June 30, 2023 | 76.63% |
May 31, 2023 | 76.63% |
April 30, 2023 | 76.63% |
March 31, 2023 | 76.63% |
February 28, 2023 | 76.63% |
January 31, 2023 | 76.63% |
December 31, 2022 | 76.63% |
November 30, 2022 | 76.63% |
October 31, 2022 | 76.63% |
September 30, 2022 | 75.61% |
August 31, 2022 | 67.55% |
July 31, 2022 | 64.83% |
June 30, 2022 | 64.83% |
May 31, 2022 | 64.83% |
April 30, 2022 | 64.83% |
March 31, 2022 | 64.83% |
Date | Value |
---|---|
February 28, 2022 | 64.56% |
January 31, 2022 | 64.56% |
December 31, 2021 | 64.56% |
November 30, 2021 | 64.56% |
October 31, 2021 | 64.56% |
September 30, 2021 | 64.56% |
August 31, 2021 | 64.56% |
July 31, 2021 | 64.56% |
June 30, 2021 | 64.56% |
May 31, 2021 | 64.56% |
April 30, 2021 | 64.56% |
March 31, 2021 | 64.56% |
February 28, 2021 | 64.56% |
January 31, 2021 | 64.56% |
December 31, 2020 | 64.56% |
November 30, 2020 | 64.56% |
October 31, 2020 | 64.56% |
September 30, 2020 | 64.56% |
August 31, 2020 | 64.56% |
July 31, 2020 | 64.56% |
June 30, 2020 | 64.56% |
May 31, 2020 | 64.56% |
April 30, 2020 | 64.56% |
March 31, 2020 | 64.56% |
February 29, 2020 | 61.48% |
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
60.26%
Minimum
Apr 2019
83.02%
Maximum
Feb 2024
68.13%
Average
64.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sinovac Biotech Ltd | 25.46% |
CASI Pharmaceuticals Inc | 98.20% |
Zai Lab Ltd | 91.68% |
I-MAB | -- |
Gracell Biotechnologies Inc (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.99 |
Beta (5Y) | 0.5953 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.82% |
Historical Sharpe Ratio (5Y) | -0.2882 |
Historical Sortino (5Y) | -0.6411 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.35% |