Shanghai Electric Group Co Ltd (SIELY)
4.05
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Shanghai Electric Group Max Drawdown (5Y): 78.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.08% |
March 31, 2024 | 78.08% |
February 29, 2024 | 78.08% |
January 31, 2024 | 78.08% |
December 31, 2023 | 78.08% |
November 30, 2023 | 78.08% |
October 31, 2023 | 78.08% |
September 30, 2023 | 78.08% |
August 31, 2023 | 78.08% |
July 31, 2023 | 78.08% |
June 30, 2023 | 78.08% |
May 31, 2023 | 78.08% |
April 30, 2023 | 78.08% |
March 31, 2023 | 78.08% |
February 28, 2023 | 78.08% |
January 31, 2023 | 78.08% |
December 31, 2022 | 78.08% |
November 30, 2022 | 78.08% |
October 31, 2022 | 78.08% |
September 30, 2022 | 78.08% |
August 31, 2022 | 78.08% |
July 31, 2022 | 78.08% |
June 30, 2022 | 78.08% |
May 31, 2022 | 78.08% |
April 30, 2022 | 78.08% |
Date | Value |
---|---|
March 31, 2022 | 78.08% |
February 28, 2022 | 78.08% |
January 31, 2022 | 78.08% |
December 31, 2021 | 78.08% |
November 30, 2021 | 78.08% |
October 31, 2021 | 78.08% |
September 30, 2021 | 78.08% |
August 31, 2021 | 78.08% |
July 31, 2021 | 78.08% |
June 30, 2021 | 78.08% |
May 31, 2021 | 78.08% |
April 30, 2021 | 78.08% |
March 31, 2021 | 78.08% |
February 28, 2021 | 78.08% |
January 31, 2021 | 78.08% |
December 31, 2020 | 78.08% |
November 30, 2020 | 78.08% |
October 31, 2020 | 78.08% |
September 30, 2020 | 78.08% |
August 31, 2020 | 78.08% |
July 31, 2020 | 78.08% |
June 30, 2020 | 78.08% |
May 31, 2020 | 78.08% |
April 30, 2020 | 78.08% |
March 31, 2020 | 78.08% |
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
70.58%
Minimum
May 2019
78.08%
Maximum
Mar 2020
77.04%
Average
78.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.44 |
Beta (5Y) | 0.3516 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.44% |
Historical Sharpe Ratio (5Y) | -0.4593 |
Historical Sortino (5Y) | -0.7765 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.85% |