China SXT Pharmaceuticals Inc (SXTC)
1.01
-0.03
(-2.88%)
USD |
NASDAQ |
May 02, 16:00
1.01
0.00 (0.00%)
After-Hours: 20:00
China SXT Pharmaceuticals Max Drawdown (5Y): 99.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 97.49% |
July 31, 2020 | 96.89% |
June 30, 2020 | 96.89% |
May 31, 2020 | 96.89% |
April 30, 2020 | 96.89% |
March 31, 2020 | 95.62% |
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
68.28%
Minimum
May 2019
99.99%
Maximum
Oct 2023
96.85%
Average
98.31%
Median
Max Drawdown (5Y) Benchmarks
Jin Medical International Ltd | -- |
Sinovac Biotech Ltd | 25.46% |
CASI Pharmaceuticals Inc | 98.20% |
Zai Lab Ltd | 92.84% |
I-MAB | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -98.40 |
Beta (5Y) | 1.099 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.07% |
Historical Sharpe Ratio (5Y) | -0.8785 |
Historical Sortino (5Y) | -1.580 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.45% |