Want Want China Holdings Ltd (WWNTY)
30.12
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Want Want China Holdings Max Drawdown (5Y): 42.52% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 42.52% |
| April 30, 2024 | 42.52% |
| March 31, 2024 | 42.52% |
| February 29, 2024 | 39.54% |
| January 31, 2024 | 39.54% |
| December 31, 2023 | 47.43% |
| November 30, 2023 | 47.43% |
| October 31, 2023 | 47.43% |
| September 30, 2023 | 47.43% |
| August 31, 2023 | 47.43% |
| July 31, 2023 | 50.03% |
| June 30, 2023 | 50.03% |
| May 31, 2023 | 50.03% |
| April 30, 2023 | 50.03% |
| March 31, 2023 | 50.03% |
| February 28, 2023 | 50.03% |
| January 31, 2023 | 51.78% |
| December 31, 2022 | 51.78% |
| November 30, 2022 | 51.78% |
| October 31, 2022 | 51.78% |
| September 30, 2022 | 51.78% |
| August 31, 2022 | 51.78% |
| July 31, 2022 | 56.01% |
| June 30, 2022 | 56.93% |
| May 31, 2022 | 58.12% |
| Date | Value |
|---|---|
| April 30, 2022 | 58.12% |
| March 31, 2022 | 58.67% |
| February 28, 2022 | 58.67% |
| January 31, 2022 | 58.67% |
| December 31, 2021 | 58.67% |
| November 30, 2021 | 58.67% |
| October 31, 2021 | 60.49% |
| September 30, 2021 | 60.84% |
| August 31, 2021 | 61.43% |
| July 31, 2021 | 61.43% |
| June 30, 2021 | 61.43% |
| May 31, 2021 | 61.51% |
| April 30, 2021 | 61.51% |
| March 31, 2021 | 61.51% |
| February 28, 2021 | 61.51% |
| January 31, 2021 | 61.51% |
| December 31, 2020 | 61.51% |
| November 30, 2020 | 61.51% |
| October 31, 2020 | 61.51% |
| September 30, 2020 | 61.51% |
| August 31, 2020 | 61.51% |
| July 31, 2020 | 61.51% |
| June 30, 2020 | 61.51% |
| May 31, 2020 | 61.51% |
| April 30, 2020 | 61.51% |
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
39.54%
Minimum
Jan 2024
61.51%
Maximum
Jun 2019
55.98%
Average
58.67%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.789 |
| Beta (5Y) | 0.3393 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.12% |
| Historical Sharpe Ratio (5Y) | -0.125 |
| Historical Sortino (5Y) | -0.1568 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |