Shenzhen Investment Holdings Bay Area Development Co Ltd (SIHBY)
2.22
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Shenzhen Investment Holdings Bay Area Development Max Drawdown (5Y): 70.36% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 70.36% |
| April 30, 2024 | 70.36% |
| March 31, 2024 | 70.36% |
| February 29, 2024 | 70.36% |
| January 31, 2024 | 70.36% |
| December 31, 2023 | 70.36% |
| November 30, 2023 | 70.36% |
| October 31, 2023 | 70.36% |
| September 30, 2023 | 70.36% |
| August 31, 2023 | 70.36% |
| July 31, 2023 | 70.36% |
| June 30, 2023 | 70.36% |
| May 31, 2023 | 70.36% |
| April 30, 2023 | 70.36% |
| March 31, 2023 | 70.36% |
| February 28, 2023 | 70.36% |
| January 31, 2023 | 70.36% |
| December 31, 2022 | 70.36% |
| November 30, 2022 | 70.36% |
| October 31, 2022 | 68.50% |
| September 30, 2022 | 61.33% |
| August 31, 2022 | 54.02% |
| July 31, 2022 | 54.02% |
| June 30, 2022 | 54.02% |
| May 31, 2022 | 54.02% |
| Date | Value |
|---|---|
| April 30, 2022 | 54.02% |
| March 31, 2022 | 54.02% |
| February 28, 2022 | 54.02% |
| January 31, 2022 | 54.02% |
| December 31, 2021 | 54.02% |
| November 30, 2021 | 54.02% |
| October 31, 2021 | 54.02% |
| September 30, 2021 | 54.02% |
| August 31, 2021 | 54.02% |
| July 31, 2021 | 54.02% |
| June 30, 2021 | 48.97% |
| May 31, 2021 | 48.97% |
| April 30, 2021 | 48.97% |
| March 31, 2021 | 48.97% |
| February 28, 2021 | 48.97% |
| January 31, 2021 | 48.97% |
| December 31, 2020 | 48.97% |
| November 30, 2020 | 48.97% |
| October 31, 2020 | 47.54% |
| September 30, 2020 | 47.54% |
| August 31, 2020 | 47.54% |
| July 31, 2020 | 47.54% |
| June 30, 2020 | 47.54% |
| May 31, 2020 | 43.73% |
| April 30, 2020 | 43.73% |
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
43.73%
Minimum
Jun 2019
70.36%
Maximum
Nov 2022
56.29%
Average
54.02%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.96 |
| Beta (5Y) | 0.6832 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.26% |
| Historical Sharpe Ratio (5Y) | -0.2682 |
| Historical Sortino (5Y) | -0.419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.51% |