Yue Yuen Industrial (Holdings) Ltd. (YUEIY)
8.40
-0.41
(-4.65%)
USD |
OTCM |
Nov 13, 16:00
Yue Yuen Industrial Max Drawdown (5Y) : 73.50% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 73.50% |
| September 30, 2026 | 73.50% |
| August 31, 2026 | 73.50% |
| July 31, 2026 | 73.50% |
| June 30, 2026 | 73.50% |
| May 31, 2026 | 73.50% |
| April 30, 2026 | 73.50% |
| March 31, 2026 | 73.50% |
| February 28, 2026 | 73.50% |
| January 31, 2026 | 73.50% |
| December 31, 2025 | 73.50% |
| November 30, 2025 | 73.50% |
| October 31, 2025 | 73.50% |
| September 30, 2025 | 73.50% |
| August 31, 2025 | 73.50% |
| July 31, 2025 | 73.50% |
| June 30, 2025 | 73.50% |
| May 31, 2025 | 73.50% |
| April 30, 2025 | 73.50% |
| March 31, 2025 | 73.50% |
| February 28, 2025 | 73.50% |
| January 31, 2025 | 73.50% |
| December 31, 2024 | 73.50% |
| November 30, 2024 | 73.50% |
| October 31, 2024 | 73.50% |
| Date | Value |
|---|---|
| September 30, 2024 | 73.50% |
| August 31, 2024 | 73.50% |
| July 31, 2024 | 73.50% |
| June 30, 2024 | 73.50% |
| May 31, 2024 | 73.50% |
| April 30, 2024 | 73.50% |
| March 31, 2024 | 73.50% |
| February 29, 2024 | 73.50% |
| January 31, 2024 | 73.50% |
| December 31, 2023 | 73.50% |
| November 30, 2023 | 73.50% |
| October 31, 2023 | 73.50% |
| September 30, 2023 | 73.50% |
| August 31, 2023 | 73.50% |
| July 31, 2023 | 73.50% |
| June 30, 2023 | 73.50% |
| May 31, 2023 | 73.50% |
| April 30, 2023 | 73.50% |
| March 31, 2023 | 73.50% |
| February 28, 2023 | 73.50% |
| January 31, 2023 | 73.50% |
| December 31, 2022 | 73.50% |
| November 30, 2022 | 73.50% |
| October 31, 2022 | 73.50% |
| September 30, 2022 | 70.92% |
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
| Kingmaker Footwear Holdings Ltd. | 68.99% |
| Citychamp Watch & Jewellery Group Ltd. | 95.00% |
| Hengdeli Holdings Ltd. | 78.00% |
| Baijin Life Science Holdings Ltd. | 100.0% |
| Crocs, Inc. | 73.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.248 |
| Beta (5Y) | 0.6893 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.63% |
| Historical Sharpe Ratio (5Y) | 0.0101 |
| Historical Sortino (5Y) | 0.0186 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.20% |