Shanghai Pharmaceuticals Holding Co Ltd (SHPMY)
7.00
-0.32
(-4.37%)
USD |
OTCM |
May 06, 16:00
Shanghai Pharmaceuticals Max Drawdown (5Y): 55.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.78% |
March 31, 2024 | 55.78% |
February 29, 2024 | 55.78% |
January 31, 2024 | 55.78% |
December 31, 2023 | 55.78% |
November 30, 2023 | 55.78% |
October 31, 2023 | 55.78% |
September 30, 2023 | 55.78% |
August 31, 2023 | 55.78% |
July 31, 2023 | 55.78% |
June 30, 2023 | 55.78% |
May 31, 2023 | 55.78% |
April 30, 2023 | 55.78% |
March 31, 2023 | 55.78% |
February 28, 2023 | 55.78% |
January 31, 2023 | 55.78% |
December 31, 2022 | 55.78% |
November 30, 2022 | 55.78% |
October 31, 2022 | 55.78% |
September 30, 2022 | 55.78% |
August 31, 2022 | 55.78% |
July 31, 2022 | 55.78% |
June 30, 2022 | 55.78% |
May 31, 2022 | 55.78% |
April 30, 2022 | 55.78% |
Date | Value |
---|---|
March 31, 2022 | 55.78% |
February 28, 2022 | 55.78% |
January 31, 2022 | 55.78% |
December 31, 2021 | 55.78% |
November 30, 2021 | 55.78% |
October 31, 2021 | 55.78% |
September 30, 2021 | 55.78% |
August 31, 2021 | 55.78% |
July 31, 2021 | 55.78% |
June 30, 2021 | 55.78% |
May 31, 2021 | 55.78% |
April 30, 2021 | 55.78% |
March 31, 2021 | 55.78% |
February 28, 2021 | 55.78% |
January 31, 2021 | 55.78% |
December 31, 2020 | 55.78% |
November 30, 2020 | 55.78% |
October 31, 2020 | 55.78% |
September 30, 2020 | 55.78% |
August 31, 2020 | 55.78% |
July 31, 2020 | 55.78% |
June 30, 2020 | 55.78% |
May 31, 2020 | 55.78% |
April 30, 2020 | 55.78% |
March 31, 2020 | 55.78% |
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
45.02%
Minimum
May 2019
55.78%
Maximum
Mar 2020
54.14%
Average
55.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sinovac Biotech Ltd | 25.46% |
CASI Pharmaceuticals Inc | 98.20% |
Zai Lab Ltd | 92.84% |
I-MAB | -- |
Gracell Biotechnologies Inc (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.48 |
Beta (5Y) | 0.6083 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.97% |
Historical Sharpe Ratio (5Y) | -0.1624 |
Historical Sortino (5Y) | -0.2629 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.73% |