Uni-President China Holdings Ltd (UPCHY)
95.00
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Uni-President China Holdings Max Drawdown (5Y): 49.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.36% |
| March 31, 2024 | 49.36% |
| February 29, 2024 | 49.36% |
| January 31, 2024 | 47.87% |
| December 31, 2023 | 39.75% |
| November 30, 2023 | 39.66% |
| October 31, 2023 | 37.51% |
| September 30, 2023 | 37.51% |
| August 31, 2023 | 37.51% |
| July 31, 2023 | 37.51% |
| June 30, 2023 | 37.51% |
| May 31, 2023 | 37.51% |
| April 30, 2023 | 37.51% |
| March 31, 2023 | 37.51% |
| February 28, 2023 | 37.51% |
| January 31, 2023 | 37.51% |
| December 31, 2022 | 37.51% |
| November 30, 2022 | 37.51% |
| October 31, 2022 | 37.51% |
| September 30, 2022 | 34.26% |
| August 31, 2022 | 34.26% |
| July 31, 2022 | 34.26% |
| June 30, 2022 | 34.26% |
| May 31, 2022 | 34.26% |
| April 30, 2022 | 34.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.04% |
| February 28, 2022 | 34.04% |
| January 31, 2022 | 34.04% |
| December 31, 2021 | 37.06% |
| November 30, 2021 | 37.06% |
| October 31, 2021 | 37.06% |
| September 30, 2021 | 37.06% |
| August 31, 2021 | 37.06% |
| July 31, 2021 | 37.06% |
| June 30, 2021 | 37.06% |
| May 31, 2021 | 37.06% |
| April 30, 2021 | 37.06% |
| March 31, 2021 | 37.06% |
| February 28, 2021 | 37.06% |
| January 31, 2021 | 37.06% |
| December 31, 2020 | 37.06% |
| November 30, 2020 | 37.06% |
| October 31, 2020 | 37.06% |
| September 30, 2020 | 37.06% |
| August 31, 2020 | 37.06% |
| July 31, 2020 | 37.06% |
| June 30, 2020 | 37.06% |
| May 31, 2020 | 37.06% |
| April 30, 2020 | 37.06% |
| March 31, 2020 | 37.06% |
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
34.04%
Minimum
Jan 2022
49.36%
Maximum
Feb 2024
37.69%
Average
37.06%
Median
Jan 2020
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) | -4.469 |
| Beta (5Y) | 0.2688 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.18% |
| Historical Sharpe Ratio (5Y) | -0.0505 |
| Historical Sortino (5Y) | -0.0748 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.29% |