MingZhu Logistics Holdings Ltd. (YGMZF)
0.0035
0.00 (0.00%)
USD |
OTCM |
Aug 27, 16:00
MingZhu Logistics Holdings Max Drawdown (5Y) : 100.00% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 100.00% |
| June 30, 2026 | 100.00% |
| May 31, 2026 | 100.00% |
| April 30, 2026 | 100.00% |
| March 31, 2026 | 100.00% |
| February 28, 2026 | 100.00% |
| January 31, 2026 | 100.00% |
| December 31, 2025 | 100.00% |
| November 30, 2025 | 100.00% |
| October 31, 2025 | 99.96% |
| September 30, 2025 | 99.78% |
| August 31, 2025 | 99.78% |
| July 31, 2025 | 99.76% |
| June 30, 2025 | 99.76% |
| May 31, 2025 | 99.76% |
| April 30, 2025 | 99.76% |
| March 31, 2025 | 99.76% |
| February 28, 2025 | 99.76% |
| January 31, 2025 | 99.76% |
| December 31, 2024 | 99.69% |
| November 30, 2024 | 99.68% |
| October 31, 2024 | 99.68% |
| September 30, 2024 | 99.68% |
| August 31, 2024 | 99.68% |
| July 31, 2024 | 99.54% |
| Date | Value |
|---|---|
| June 30, 2024 | 99.09% |
| May 31, 2024 | 99.04% |
| April 30, 2024 | 98.92% |
| March 31, 2024 | 98.90% |
| February 29, 2024 | 98.87% |
| January 31, 2024 | 98.87% |
| December 31, 2023 | 98.87% |
| November 30, 2023 | 98.87% |
| October 31, 2023 | 98.87% |
| September 30, 2023 | 98.80% |
| August 31, 2023 | 98.49% |
| July 31, 2023 | 97.93% |
| June 30, 2023 | 97.62% |
| May 31, 2023 | 97.62% |
| April 30, 2023 | 97.62% |
| March 31, 2023 | 97.62% |
| February 28, 2023 | 97.62% |
| January 31, 2023 | 97.62% |
| December 31, 2022 | 97.62% |
| November 30, 2022 | 96.21% |
| October 31, 2022 | 96.21% |
| September 30, 2022 | 96.21% |
| August 31, 2022 | 96.21% |
| July 31, 2022 | 96.21% |
| June 30, 2022 | 96.21% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Covenant Logistics Group, Inc. | 47.55% |
| Heartland Express, Inc. | 64.85% |
| J.B. Hunt Transport Services, Inc. | 42.41% |
| Knight-Swift Transportation Holdings, Inc. | 38.04% |
| Landstar System, Inc. | 38.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -105.02 |
| Beta (5Y) | 1.142 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 108.5% |
| Historical Sharpe Ratio (5Y) | -0.8709 |
| Historical Sortino (5Y) | -1.204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 68.04% |