China SXT Pharmaceuticals Inc (SXTC)
0.43
-0.03
(-6.54%)
USD |
NASDAQ |
Nov 14, 16:00
0.43
0.00 (0.00%)
After-Hours: 18:13
China SXT Pharmaceuticals Max Drawdown (5Y): 99.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.99% |
| September 30, 2024 | 99.99% |
| August 31, 2024 | 99.99% |
| July 31, 2024 | 99.99% |
| June 30, 2024 | 99.99% |
| May 31, 2024 | 99.99% |
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 99.99% |
| October 31, 2023 | 99.99% |
| September 30, 2023 | 99.99% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.98% |
| June 30, 2023 | 99.98% |
| May 31, 2023 | 99.98% |
| April 30, 2023 | 99.98% |
| March 31, 2023 | 99.97% |
| February 28, 2023 | 99.96% |
| January 31, 2023 | 99.95% |
| December 31, 2022 | 99.95% |
| November 30, 2022 | 99.94% |
| October 31, 2022 | 99.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.92% |
| August 31, 2022 | 99.87% |
| July 31, 2022 | 99.85% |
| June 30, 2022 | 99.83% |
| May 31, 2022 | 99.81% |
| April 30, 2022 | 99.73% |
| March 31, 2022 | 99.73% |
| February 28, 2022 | 99.73% |
| January 31, 2022 | 99.63% |
| December 31, 2021 | 98.82% |
| November 30, 2021 | 98.52% |
| October 31, 2021 | 98.10% |
| September 30, 2021 | 98.06% |
| August 31, 2021 | 98.06% |
| July 31, 2021 | 98.06% |
| June 30, 2021 | 98.06% |
| May 31, 2021 | 98.06% |
| April 30, 2021 | 98.06% |
| March 31, 2021 | 98.06% |
| February 28, 2021 | 98.06% |
| January 31, 2021 | 98.06% |
| December 31, 2020 | 98.06% |
| November 30, 2020 | 98.06% |
| October 31, 2020 | 98.06% |
| September 30, 2020 | 98.06% |
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
93.31%
Minimum
Nov 2019
99.99%
Maximum
Oct 2023
98.75%
Average
99.77%
Median
Max Drawdown (5Y) Benchmarks
| Sinovac Biotech Ltd | 0.00% |
| CASI Pharmaceuticals Inc | 98.20% |
| Zai Lab Ltd | 92.84% |
| Adagene Inc | -- |
| LakeShore Biopharma Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -98.36 |
| Beta (5Y) | 1.159 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.61% |
| Historical Sharpe Ratio (5Y) | -0.8544 |
| Historical Sortino (5Y) | -1.535 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.00% |