Tingyi (Cayman Islands) Holding Corp (TCYMF)
1.176
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Tingyi Max Drawdown (5Y): 45.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 45.51% |
| March 31, 2024 | 45.51% |
| February 29, 2024 | 45.51% |
| January 31, 2024 | 45.51% |
| December 31, 2023 | 49.18% |
| November 30, 2023 | 54.95% |
| October 31, 2023 | 54.95% |
| September 30, 2023 | 54.95% |
| August 31, 2023 | 54.95% |
| July 31, 2023 | 54.95% |
| June 30, 2023 | 54.95% |
| May 31, 2023 | 54.95% |
| April 30, 2023 | 54.95% |
| March 31, 2023 | 54.95% |
| February 28, 2023 | 54.95% |
| January 31, 2023 | 54.95% |
| December 31, 2022 | 54.95% |
| November 30, 2022 | 54.95% |
| October 31, 2022 | 54.95% |
| September 30, 2022 | 54.95% |
| August 31, 2022 | 54.95% |
| July 31, 2022 | 54.95% |
| June 30, 2022 | 54.95% |
| May 31, 2022 | 55.12% |
| April 30, 2022 | 55.12% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.48% |
| February 28, 2022 | 56.48% |
| January 31, 2022 | 56.48% |
| December 31, 2021 | 62.60% |
| November 30, 2021 | 64.30% |
| October 31, 2021 | 64.30% |
| September 30, 2021 | 64.30% |
| August 31, 2021 | 64.30% |
| July 31, 2021 | 64.30% |
| June 30, 2021 | 64.53% |
| May 31, 2021 | 70.96% |
| April 30, 2021 | 70.96% |
| March 31, 2021 | 74.01% |
| February 28, 2021 | 74.01% |
| January 31, 2021 | 74.01% |
| December 31, 2020 | 74.01% |
| November 30, 2020 | 74.01% |
| October 31, 2020 | 74.01% |
| September 30, 2020 | 74.01% |
| August 31, 2020 | 74.01% |
| July 31, 2020 | 74.01% |
| June 30, 2020 | 74.01% |
| May 31, 2020 | 74.01% |
| April 30, 2020 | 74.01% |
| March 31, 2020 | 74.01% |
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
45.51%
Minimum
Jan 2024
74.01%
Maximum
May 2019
63.21%
Average
64.30%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Tantech Holdings Ltd | 99.94% |
| 51 Talk Online Education Group | 97.64% |
| Shineco Inc | 99.65% |
| TDH Holdings Inc | 99.69% |
| Farmmi Inc | 99.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9214 |
| Beta (5Y) | -0.1393 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.56% |
| Historical Sharpe Ratio (5Y) | -0.0247 |
| Historical Sortino (5Y) | -0.0332 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.53% |