Yip's Chemical Holdings Ltd (YIPCF)
0.1877
0.00 (0.00%)
USD |
OTCM |
May 21, 16:00
Yip's Chemical Holdings Max Drawdown (5Y): 66.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.04% |
| March 31, 2024 | 66.04% |
| February 29, 2024 | 66.04% |
| January 31, 2024 | 66.04% |
| December 31, 2023 | 66.04% |
| November 30, 2023 | 53.49% |
| October 31, 2023 | 56.13% |
| September 30, 2023 | 56.13% |
| August 31, 2023 | 56.13% |
| July 31, 2023 | 56.13% |
| June 30, 2023 | 56.13% |
| May 31, 2023 | 56.13% |
| April 30, 2023 | 56.13% |
| March 31, 2023 | 56.13% |
| February 28, 2023 | 56.13% |
| January 31, 2023 | 58.89% |
| December 31, 2022 | 59.85% |
| November 30, 2022 | 59.85% |
| October 31, 2022 | 64.31% |
| September 30, 2022 | 65.90% |
| August 31, 2022 | 65.90% |
| July 31, 2022 | 65.90% |
| June 30, 2022 | 65.90% |
| May 31, 2022 | 65.90% |
| April 30, 2022 | 65.90% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.90% |
| February 28, 2022 | 65.90% |
| January 31, 2022 | 65.90% |
| December 31, 2021 | 65.90% |
| November 30, 2021 | 65.90% |
| October 31, 2021 | 65.90% |
| September 30, 2021 | 65.90% |
| August 31, 2021 | 65.90% |
| July 31, 2021 | 65.90% |
| June 30, 2021 | 65.90% |
| May 31, 2021 | 65.90% |
| April 30, 2021 | 67.03% |
| March 31, 2021 | 67.76% |
| February 28, 2021 | 68.32% |
| January 31, 2021 | 69.37% |
| December 31, 2020 | 69.37% |
| November 30, 2020 | 73.39% |
| October 31, 2020 | 73.89% |
| September 30, 2020 | 73.89% |
| August 31, 2020 | 73.89% |
| July 31, 2020 | 73.89% |
| June 30, 2020 | 73.89% |
| May 31, 2020 | 73.89% |
| April 30, 2020 | 73.89% |
| March 31, 2020 | 73.89% |
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
53.49%
Minimum
Nov 2023
73.89%
Maximum
May 2019
66.62%
Average
65.90%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.43 |
| Beta (5Y) | 0.4526 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.43% |
| Historical Sharpe Ratio (5Y) | -0.1663 |
| Historical Sortino (5Y) | -0.229 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.14% |