Zhaojin Mining Industry Co Ltd (ZHAOF)
1.466
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Zhaojin Mining Industry Max Drawdown (5Y): 45.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 45.14% |
| March 31, 2024 | 45.14% |
| February 29, 2024 | 45.14% |
| January 31, 2024 | 45.14% |
| December 31, 2023 | 45.14% |
| November 30, 2023 | 45.14% |
| October 31, 2023 | 45.14% |
| September 30, 2023 | 45.14% |
| August 31, 2023 | 45.14% |
| July 31, 2023 | 45.14% |
| June 30, 2023 | 45.14% |
| May 31, 2023 | 45.14% |
| April 30, 2023 | 45.14% |
| March 31, 2023 | 45.14% |
| February 28, 2023 | 45.14% |
| January 31, 2023 | 45.14% |
| December 31, 2022 | 45.14% |
| November 30, 2022 | 45.14% |
| October 31, 2022 | 45.14% |
| September 30, 2022 | 45.14% |
| August 31, 2022 | 45.14% |
| July 31, 2022 | 45.14% |
| June 30, 2022 | 45.14% |
| May 31, 2022 | 45.14% |
| April 30, 2022 | 45.14% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.14% |
| February 28, 2022 | 52.40% |
| January 31, 2022 | 52.40% |
| December 31, 2021 | 52.40% |
| November 30, 2021 | 52.40% |
| October 31, 2021 | 52.40% |
| September 30, 2021 | 56.20% |
| August 31, 2021 | 56.20% |
| July 31, 2021 | 56.20% |
| June 30, 2021 | 56.20% |
| May 31, 2021 | 56.20% |
| April 30, 2021 | 56.20% |
| March 31, 2021 | 58.28% |
| February 28, 2021 | 61.22% |
| January 31, 2021 | 61.71% |
| December 31, 2020 | 61.71% |
| November 30, 2020 | 71.53% |
| October 31, 2020 | 75.95% |
| September 30, 2020 | 75.95% |
| August 31, 2020 | 75.95% |
| July 31, 2020 | 75.95% |
| June 30, 2020 | 75.95% |
| May 31, 2020 | 75.95% |
| April 30, 2020 | 75.95% |
| March 31, 2020 | 75.95% |
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
45.14%
Minimum
Mar 2022
75.95%
Maximum
May 2019
57.57%
Average
52.40%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.596 |
| Beta (5Y) | 0.0629 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.96% |
| Historical Sharpe Ratio (5Y) | 0.0971 |
| Historical Sortino (5Y) | 0.1979 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.45% |