Tian Ge Interactive Holdings Ltd (TGRVF)
0.11
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Tian Ge Interactive Holdings Max Drawdown (5Y): 86.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.88% |
March 31, 2024 | 86.88% |
February 29, 2024 | 86.88% |
January 31, 2024 | 86.88% |
December 31, 2023 | 86.88% |
November 30, 2023 | 86.88% |
October 31, 2023 | 86.88% |
September 30, 2023 | 86.88% |
August 31, 2023 | 86.88% |
July 31, 2023 | 86.88% |
June 30, 2023 | 86.88% |
May 31, 2023 | 86.88% |
April 30, 2023 | 86.88% |
March 31, 2023 | 86.88% |
February 28, 2023 | 86.88% |
January 31, 2023 | 86.88% |
December 31, 2022 | 86.88% |
November 30, 2022 | 86.88% |
October 31, 2022 | 86.88% |
September 30, 2022 | 86.88% |
August 31, 2022 | 86.88% |
July 31, 2022 | 86.88% |
June 30, 2022 | 86.88% |
May 31, 2022 | 86.88% |
April 30, 2022 | 86.88% |
Date | Value |
---|---|
March 31, 2022 | 86.88% |
February 28, 2022 | 86.88% |
January 31, 2022 | 86.88% |
December 31, 2021 | 86.88% |
November 30, 2021 | 86.88% |
October 31, 2021 | 86.88% |
September 30, 2021 | 86.88% |
August 31, 2021 | 86.88% |
July 31, 2021 | 86.88% |
June 30, 2021 | 86.88% |
May 31, 2021 | 86.88% |
April 30, 2021 | 86.88% |
March 31, 2021 | 86.88% |
February 28, 2021 | 86.88% |
January 31, 2021 | 86.88% |
December 31, 2020 | 86.88% |
November 30, 2020 | 25.00% |
October 31, 2020 | 25.00% |
September 30, 2020 | 25.00% |
August 31, 2020 | 25.00% |
July 31, 2020 | 25.00% |
June 30, 2020 | 25.00% |
May 31, 2020 | 25.00% |
April 30, 2020 | 25.00% |
March 31, 2020 | 25.00% |
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
25.00%
Minimum
May 2019
86.88%
Maximum
Dec 2020
67.28%
Average
86.88%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
AirNet Technology Inc | 98.09% |
ZW Data Action Technologies Inc | 97.74% |
Xunlei Ltd | 95.79% |
WiMi Hologram Cloud Inc | -- |
Cheer Holding Inc | 97.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.84 |
Beta (5Y) | -0.3508 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.32% |
Historical Sharpe Ratio (5Y) | -0.556 |
Historical Sortino (5Y) | -0.6875 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.96% |