Shenzhou International Group Holdings Ltd (SHZHY)
10.65
+0.12
(+1.14%)
USD |
OTCM |
May 03, 16:00
Shenzhou International Group Holdings Max Drawdown (5Y): 73.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 56.41% |
| April 30, 2022 | 56.41% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.41% |
| February 28, 2022 | 36.66% |
| January 31, 2022 | 36.66% |
| December 31, 2021 | 36.66% |
| November 30, 2021 | 36.66% |
| October 31, 2021 | 36.66% |
| September 30, 2021 | 36.66% |
| August 31, 2021 | 36.66% |
| July 31, 2021 | 36.66% |
| June 30, 2021 | 36.66% |
| May 31, 2021 | 36.66% |
| April 30, 2021 | 36.66% |
| March 31, 2021 | 36.66% |
| February 28, 2021 | 36.66% |
| January 31, 2021 | 36.66% |
| December 31, 2020 | 36.66% |
| November 30, 2020 | 36.66% |
| October 31, 2020 | 36.66% |
| September 30, 2020 | 36.66% |
| August 31, 2020 | 36.66% |
| July 31, 2020 | 36.66% |
| June 30, 2020 | 36.66% |
| May 31, 2020 | 36.66% |
| April 30, 2020 | 36.66% |
| March 31, 2020 | 36.66% |
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
22.32%
Minimum
May 2019
73.14%
Maximum
Oct 2022
48.52%
Average
36.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.20 |
| Beta (5Y) | 0.7113 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.07% |
| Historical Sharpe Ratio (5Y) | -0.1529 |
| Historical Sortino (5Y) | -0.2746 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.57% |