China SXT Pharmaceuticals Inc (SXTC)
0.388
0.00 (0.00%)
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NASDAQ |
Nov 22, 13:45
China SXT Pharmaceuticals Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Sinovac Biotech Ltd | 0.00% |
| CASI Pharmaceuticals Inc | 98.20% |
| Zai Lab Ltd | -- |
| 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% |