TravelSky Technology Ltd (TSYHY)
14.00
-0.34
(-2.34%)
USD |
OTCM |
May 22, 15:45
TravelSky Technology Max Drawdown (5Y): 64.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.71% |
| March 31, 2024 | 64.71% |
| February 29, 2024 | 64.71% |
| January 31, 2024 | 64.71% |
| December 31, 2023 | 58.99% |
| November 30, 2023 | 58.99% |
| October 31, 2023 | 58.99% |
| September 30, 2023 | 58.99% |
| August 31, 2023 | 58.99% |
| July 31, 2023 | 58.99% |
| June 30, 2023 | 58.99% |
| May 31, 2023 | 58.99% |
| April 30, 2023 | 58.99% |
| March 31, 2023 | 58.99% |
| February 28, 2023 | 58.99% |
| January 31, 2023 | 58.99% |
| December 31, 2022 | 58.99% |
| November 30, 2022 | 58.99% |
| October 31, 2022 | 58.99% |
| September 30, 2022 | 58.99% |
| August 31, 2022 | 58.99% |
| July 31, 2022 | 58.99% |
| June 30, 2022 | 58.99% |
| May 31, 2022 | 58.99% |
| April 30, 2022 | 58.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.17% |
| February 28, 2022 | 54.80% |
| January 31, 2022 | 54.80% |
| December 31, 2021 | 54.80% |
| November 30, 2021 | 54.80% |
| October 31, 2021 | 54.80% |
| September 30, 2021 | 54.80% |
| August 31, 2021 | 54.80% |
| July 31, 2021 | 54.80% |
| June 30, 2021 | 54.80% |
| May 31, 2021 | 54.80% |
| April 30, 2021 | 54.80% |
| March 31, 2021 | 54.80% |
| February 28, 2021 | 54.80% |
| January 31, 2021 | 54.80% |
| December 31, 2020 | 54.80% |
| November 30, 2020 | 54.80% |
| October 31, 2020 | 54.80% |
| September 30, 2020 | 54.80% |
| August 31, 2020 | 54.80% |
| July 31, 2020 | 54.80% |
| June 30, 2020 | 54.80% |
| May 31, 2020 | 54.80% |
| April 30, 2020 | 54.80% |
| March 31, 2020 | 54.80% |
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
49.79%
Minimum
May 2019
64.71%
Maximum
Jan 2024
56.14%
Average
54.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | -- |
| Global Mofy Metaverse Ltd | -- |
| Jiade Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.73 |
| Beta (5Y) | 0.2549 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.37% |
| Historical Sharpe Ratio (5Y) | -0.362 |
| Historical Sortino (5Y) | -0.5123 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.53% |