Xinyi Glass Holdings Ltd (XYIGY)
25.06
+0.10
(+0.40%)
USD |
OTCM |
May 17, 16:00
Xinyi Glass Holdings Max Drawdown (5Y): 78.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.99% |
| March 31, 2024 | 78.99% |
| February 29, 2024 | 78.99% |
| January 31, 2024 | 78.08% |
| December 31, 2023 | 72.29% |
| November 30, 2023 | 69.81% |
| October 31, 2023 | 69.81% |
| September 30, 2023 | 67.26% |
| August 31, 2023 | 67.26% |
| July 31, 2023 | 67.26% |
| June 30, 2023 | 67.26% |
| May 31, 2023 | 67.26% |
| April 30, 2023 | 67.26% |
| March 31, 2023 | 67.26% |
| February 28, 2023 | 67.26% |
| January 31, 2023 | 67.26% |
| December 31, 2022 | 67.26% |
| November 30, 2022 | 67.26% |
| October 31, 2022 | 67.26% |
| September 30, 2022 | 63.39% |
| August 31, 2022 | 53.69% |
| July 31, 2022 | 51.19% |
| June 30, 2022 | 51.19% |
| May 31, 2022 | 51.19% |
| April 30, 2022 | 51.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.84% |
| February 28, 2022 | 43.30% |
| January 31, 2022 | 43.30% |
| December 31, 2021 | 41.78% |
| November 30, 2021 | 40.43% |
| October 31, 2021 | 40.43% |
| September 30, 2021 | 40.43% |
| August 31, 2021 | 40.43% |
| July 31, 2021 | 40.43% |
| June 30, 2021 | 40.43% |
| May 31, 2021 | 40.43% |
| April 30, 2021 | 40.43% |
| March 31, 2021 | 40.43% |
| February 28, 2021 | 40.43% |
| January 31, 2021 | 40.43% |
| December 31, 2020 | 44.53% |
| November 30, 2020 | 52.36% |
| October 31, 2020 | 52.36% |
| September 30, 2020 | 52.36% |
| August 31, 2020 | 52.36% |
| July 31, 2020 | 53.10% |
| June 30, 2020 | 57.89% |
| May 31, 2020 | 57.89% |
| April 30, 2020 | 60.22% |
| March 31, 2020 | 60.22% |
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
40.43%
Minimum
Jan 2021
78.99%
Maximum
Feb 2024
57.01%
Average
60.22%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.581 |
| Beta (5Y) | 0.6068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.28% |
| Historical Sharpe Ratio (5Y) | 0.0482 |
| Historical Sortino (5Y) | 0.0895 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.84% |