Zoomlion Heavy Industry Science and Technology Co Ltd (ZLIOF)
0.5515
0.00 (0.00%)
USD |
OTCM |
May 20, 16:00
Zoomlion Heavy Industry Science and Technology Max Drawdown (5Y): 78.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.87% |
| March 31, 2024 | 78.87% |
| February 29, 2024 | 78.87% |
| January 31, 2024 | 78.87% |
| December 31, 2023 | 78.87% |
| November 30, 2023 | 78.87% |
| October 31, 2023 | 78.87% |
| September 30, 2023 | 78.87% |
| August 31, 2023 | 78.87% |
| July 31, 2023 | 78.87% |
| June 30, 2023 | 78.87% |
| May 31, 2023 | 78.87% |
| April 30, 2023 | 78.87% |
| March 31, 2023 | 78.87% |
| February 28, 2023 | 78.87% |
| January 31, 2023 | 78.87% |
| December 31, 2022 | 78.87% |
| November 30, 2022 | 78.87% |
| October 31, 2022 | 78.87% |
| September 30, 2022 | 73.29% |
| August 31, 2022 | 68.84% |
| July 31, 2022 | 68.84% |
| June 30, 2022 | 68.84% |
| May 31, 2022 | 67.28% |
| April 30, 2022 | 66.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.90% |
| February 28, 2022 | 67.90% |
| January 31, 2022 | 67.90% |
| December 31, 2021 | 67.90% |
| November 30, 2021 | 67.90% |
| October 31, 2021 | 67.90% |
| September 30, 2021 | 69.13% |
| August 31, 2021 | 69.13% |
| July 31, 2021 | 73.32% |
| June 30, 2021 | 78.39% |
| May 31, 2021 | 78.39% |
| April 30, 2021 | 78.39% |
| March 31, 2021 | 79.76% |
| February 28, 2021 | 80.47% |
| January 31, 2021 | 80.47% |
| December 31, 2020 | 81.88% |
| November 30, 2020 | 81.88% |
| October 31, 2020 | 81.88% |
| September 30, 2020 | 81.88% |
| August 31, 2020 | 81.88% |
| July 31, 2020 | 81.88% |
| June 30, 2020 | 81.88% |
| May 31, 2020 | 81.88% |
| April 30, 2020 | 81.88% |
| March 31, 2020 | 81.88% |
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
66.60%
Minimum
Apr 2022
81.88%
Maximum
May 2019
77.41%
Average
78.87%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.944 |
| Beta (5Y) | 0.3665 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.26% |
| Historical Sharpe Ratio (5Y) | 0.2373 |
| Historical Sortino (5Y) | 0.4147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.39% |