Shandong Weigao Group Medical Polymer Co Ltd (SHWGY)
2.71
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Shandong Weigao Group Medical Polymer Max Drawdown (5Y): 78.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.34% |
| March 31, 2024 | 78.34% |
| February 29, 2024 | 78.34% |
| January 31, 2024 | 74.40% |
| December 31, 2023 | 68.35% |
| November 30, 2023 | 68.35% |
| October 31, 2023 | 68.35% |
| September 30, 2023 | 67.29% |
| August 31, 2023 | 64.48% |
| July 31, 2023 | 64.48% |
| June 30, 2023 | 64.48% |
| May 31, 2023 | 64.48% |
| April 30, 2023 | 64.48% |
| March 31, 2023 | 64.48% |
| February 28, 2023 | 64.48% |
| January 31, 2023 | 64.48% |
| December 31, 2022 | 64.48% |
| November 30, 2022 | 64.48% |
| October 31, 2022 | 64.48% |
| September 30, 2022 | 64.48% |
| August 31, 2022 | 64.48% |
| July 31, 2022 | 64.48% |
| June 30, 2022 | 64.48% |
| May 31, 2022 | 64.30% |
| April 30, 2022 | 63.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 61.33% |
| February 28, 2022 | 57.81% |
| January 31, 2022 | 57.81% |
| December 31, 2021 | 57.81% |
| November 30, 2021 | 53.77% |
| October 31, 2021 | 54.47% |
| September 30, 2021 | 54.47% |
| August 31, 2021 | 54.47% |
| July 31, 2021 | 54.47% |
| June 30, 2021 | 54.47% |
| May 31, 2021 | 58.53% |
| April 30, 2021 | 58.90% |
| March 31, 2021 | 59.30% |
| February 28, 2021 | 59.30% |
| January 31, 2021 | 59.30% |
| December 31, 2020 | 63.67% |
| November 30, 2020 | 66.33% |
| October 31, 2020 | 67.03% |
| September 30, 2020 | 67.03% |
| August 31, 2020 | 67.03% |
| July 31, 2020 | 67.03% |
| June 30, 2020 | 67.03% |
| May 31, 2020 | 68.55% |
| April 30, 2020 | 68.55% |
| March 31, 2020 | 68.55% |
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
53.77%
Minimum
Nov 2021
78.34%
Maximum
Feb 2024
64.82%
Average
64.48%
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) | -12.50 |
| Beta (5Y) | 0.3716 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.82% |
| Historical Sharpe Ratio (5Y) | -0.1907 |
| Historical Sortino (5Y) | -0.3039 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.66% |