Shandong Weigao Group Medical Polymer Co Ltd (SHWGF)
0.9575
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Shandong Weigao Group Medical Polymer Max Drawdown (5Y): 67.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.36% |
March 31, 2024 | 67.36% |
February 29, 2024 | 67.36% |
January 31, 2024 | 67.36% |
December 31, 2023 | 67.36% |
November 30, 2023 | 67.03% |
October 31, 2023 | 64.66% |
September 30, 2023 | 64.66% |
August 31, 2023 | 64.66% |
July 31, 2023 | 64.66% |
June 30, 2023 | 64.66% |
May 31, 2023 | 64.66% |
April 30, 2023 | 64.66% |
March 31, 2023 | 64.66% |
February 28, 2023 | 64.66% |
January 31, 2023 | 64.66% |
December 31, 2022 | 64.66% |
November 30, 2022 | 64.66% |
October 31, 2022 | 64.66% |
September 30, 2022 | 64.66% |
August 31, 2022 | 64.66% |
July 31, 2022 | 64.66% |
June 30, 2022 | 64.66% |
May 31, 2022 | 64.49% |
April 30, 2022 | 64.49% |
Date | Value |
---|---|
March 31, 2022 | 59.99% |
February 28, 2022 | 56.66% |
January 31, 2022 | 56.66% |
December 31, 2021 | 57.98% |
November 30, 2021 | 57.98% |
October 31, 2021 | 57.98% |
September 30, 2021 | 57.98% |
August 31, 2021 | 57.98% |
July 31, 2021 | 57.98% |
June 30, 2021 | 57.98% |
May 31, 2021 | 59.81% |
April 30, 2021 | 60.18% |
March 31, 2021 | 60.18% |
February 28, 2021 | 60.18% |
January 31, 2021 | 60.18% |
December 31, 2020 | 60.18% |
November 30, 2020 | 76.26% |
October 31, 2020 | 76.26% |
September 30, 2020 | 76.26% |
August 31, 2020 | 76.26% |
July 31, 2020 | 76.26% |
June 30, 2020 | 76.26% |
May 31, 2020 | 78.38% |
April 30, 2020 | 78.38% |
March 31, 2020 | 84.93% |
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
56.66%
Minimum
Jan 2022
84.93%
Maximum
May 2019
68.67%
Average
64.66%
Median
Jun 2022
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) | -1.650 |
Beta (5Y) | 0.2261 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.52% |
Historical Sharpe Ratio (5Y) | 0.0183 |
Historical Sortino (5Y) | 0.0264 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.20% |