Shenzhou International Group Holdings Ltd. (SHZHY)
5.00
-0.15
(-2.91%)
USD |
OTCM |
Aug 26, 16:00
Shenzhou International Group Holdings Max Drawdown (5Y) : 77.42% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 77.42% |
| June 30, 2026 | 77.42% |
| May 31, 2026 | 77.29% |
| April 30, 2026 | 77.29% |
| March 31, 2026 | 77.29% |
| February 28, 2026 | 77.29% |
| January 31, 2026 | 77.29% |
| December 31, 2025 | 77.29% |
| November 30, 2025 | 77.29% |
| October 31, 2025 | 77.29% |
| September 30, 2025 | 77.29% |
| August 31, 2025 | 77.29% |
| July 31, 2025 | 77.29% |
| June 30, 2025 | 77.29% |
| May 31, 2025 | 77.29% |
| April 30, 2025 | 77.29% |
| March 31, 2025 | 73.14% |
| February 28, 2025 | 73.14% |
| January 31, 2025 | 73.14% |
| December 31, 2024 | 73.14% |
| November 30, 2024 | 73.14% |
| October 31, 2024 | 73.14% |
| September 30, 2024 | 73.14% |
| August 31, 2024 | 73.14% |
| July 31, 2024 | 73.14% |
| Date | Value |
|---|---|
| June 30, 2024 | 73.14% |
| May 31, 2024 | 73.14% |
| April 30, 2024 | 73.14% |
| March 31, 2024 | 73.14% |
| February 29, 2024 | 73.14% |
| January 31, 2024 | 73.14% |
| December 31, 2023 | 73.14% |
| November 30, 2023 | 73.14% |
| October 31, 2023 | 73.14% |
| September 30, 2023 | 73.14% |
| August 31, 2023 | 73.14% |
| July 31, 2023 | 73.14% |
| June 30, 2023 | 73.14% |
| May 31, 2023 | 73.14% |
| April 30, 2023 | 73.14% |
| March 31, 2023 | 73.14% |
| February 28, 2023 | 73.14% |
| January 31, 2023 | 73.14% |
| December 31, 2022 | 73.14% |
| November 30, 2022 | 73.14% |
| October 31, 2022 | 73.14% |
| September 30, 2022 | 70.47% |
| August 31, 2022 | 62.05% |
| July 31, 2022 | 60.40% |
| June 30, 2022 | 56.41% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Citychamp Watch & Jewellery Group Ltd. | 95.00% |
| Texwinca Holdings Ltd. | 70.99% |
| Hengdeli Holdings Ltd. | 78.78% |
| Baijin Life Science Holdings Ltd. | 100.0% |
| Pacific Textiles Holdings Ltd. | 75.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.74 |
| Beta (5Y) | 0.5472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.40% |
| Historical Sharpe Ratio (5Y) | -0.6693 |
| Historical Sortino (5Y) | -1.136 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.95% |