TravelSky Technology Ltd (TSYHF)
1.34
-0.05
(-3.60%)
USD |
OTCM |
May 06, 13:30
TravelSky Technology Max Drawdown (5Y): 64.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.19% |
March 31, 2024 | 64.19% |
February 29, 2024 | 64.19% |
January 31, 2024 | 64.19% |
December 31, 2023 | 57.01% |
November 30, 2023 | 57.01% |
October 31, 2023 | 57.01% |
September 30, 2023 | 57.01% |
August 31, 2023 | 57.01% |
July 31, 2023 | 57.01% |
June 30, 2023 | 57.01% |
May 31, 2023 | 57.01% |
April 30, 2023 | 57.01% |
March 31, 2023 | 57.01% |
February 28, 2023 | 57.01% |
January 31, 2023 | 57.01% |
December 31, 2022 | 57.01% |
November 30, 2022 | 57.01% |
October 31, 2022 | 57.01% |
September 30, 2022 | 57.01% |
August 31, 2022 | 57.01% |
July 31, 2022 | 57.01% |
June 30, 2022 | 57.01% |
May 31, 2022 | 57.01% |
April 30, 2022 | 56.30% |
Date | Value |
---|---|
March 31, 2022 | 56.04% |
February 28, 2022 | 55.42% |
January 31, 2022 | 55.42% |
December 31, 2021 | 55.42% |
November 30, 2021 | 55.42% |
October 31, 2021 | 55.42% |
September 30, 2021 | 55.42% |
August 31, 2021 | 55.42% |
July 31, 2021 | 55.42% |
June 30, 2021 | 55.42% |
May 31, 2021 | 55.42% |
April 30, 2021 | 55.42% |
March 31, 2021 | 55.42% |
February 28, 2021 | 55.42% |
January 31, 2021 | 55.42% |
December 31, 2020 | 55.42% |
November 30, 2020 | 55.42% |
October 31, 2020 | 55.42% |
September 30, 2020 | 55.42% |
August 31, 2020 | 55.42% |
July 31, 2020 | 55.42% |
June 30, 2020 | 55.42% |
May 31, 2020 | 55.42% |
April 30, 2020 | 55.42% |
March 31, 2020 | 55.42% |
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
43.70%
Minimum
May 2019
64.19%
Maximum
Jan 2024
54.61%
Average
55.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Baijiayun Group Ltd | 95.51% |
VNET Group Inc | 96.67% |
GDS Holdings Ltd | 95.63% |
9F Inc | -- |
Global Mofy Metaverse Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.97 |
Beta (5Y) | 0.1688 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.72% |
Historical Sharpe Ratio (5Y) | -0.3296 |
Historical Sortino (5Y) | -0.4614 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.18% |