Zijin Mining Group Co., Ltd. (ZIJMF)
4.21
-0.16
(-3.75%)
USD |
OTCM |
Dec 09, 16:00
Zijin Mining Group Max Drawdown (5Y): 49.17% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| Origin Agritech Ltd. | 96.81% |
| IT Tech Packaging, Inc. | 98.86% |
| Gulf Resources, Inc. (DELISTED) | 94.95% |
| ZK International Group Co., Ltd. | 98.97% |
| ReTo Eco-Solutions, Inc. | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.52 |
| Beta (5Y) | 0.9234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.97% |
| Historical Sharpe Ratio (5Y) | 0.7439 |
| Historical Sortino (5Y) | 1.532 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.27% |