Zoomlion Heavy Industry Science and Technology Co Ltd (ZLIOY)
7.382
+1.08
(+17.18%)
USD |
OTCM |
Nov 04, 16:00
Zoomlion Heavy Industry Science and Technology Max Drawdown (5Y): 78.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 78.33% |
| August 31, 2024 | 78.33% |
| July 31, 2024 | 78.33% |
| June 30, 2024 | 78.33% |
| May 31, 2024 | 78.33% |
| April 30, 2024 | 78.33% |
| March 31, 2024 | 78.33% |
| February 29, 2024 | 78.33% |
| January 31, 2024 | 78.33% |
| December 31, 2023 | 78.33% |
| November 30, 2023 | 78.33% |
| October 31, 2023 | 78.33% |
| September 30, 2023 | 78.33% |
| August 31, 2023 | 78.33% |
| July 31, 2023 | 78.33% |
| June 30, 2023 | 78.33% |
| May 31, 2023 | 78.33% |
| April 30, 2023 | 78.33% |
| March 31, 2023 | 78.33% |
| February 28, 2023 | 78.33% |
| January 31, 2023 | 78.33% |
| December 31, 2022 | 78.33% |
| November 30, 2022 | 78.33% |
| October 31, 2022 | 78.33% |
| September 30, 2022 | 76.72% |
| Date | Value |
|---|---|
| August 31, 2022 | 70.46% |
| July 31, 2022 | 67.01% |
| June 30, 2022 | 67.01% |
| May 31, 2022 | 67.01% |
| April 30, 2022 | 66.25% |
| March 31, 2022 | 66.75% |
| February 28, 2022 | 68.18% |
| January 31, 2022 | 68.18% |
| December 31, 2021 | 68.18% |
| November 30, 2021 | 68.18% |
| October 31, 2021 | 68.18% |
| September 30, 2021 | 68.18% |
| August 31, 2021 | 73.06% |
| July 31, 2021 | 73.06% |
| June 30, 2021 | 73.06% |
| May 31, 2021 | 75.16% |
| April 30, 2021 | 77.11% |
| March 31, 2021 | 80.06% |
| February 28, 2021 | 80.06% |
| January 31, 2021 | 80.06% |
| December 31, 2020 | 80.06% |
| November 30, 2020 | 81.46% |
| October 31, 2020 | 81.46% |
| September 30, 2020 | 81.46% |
| August 31, 2020 | 81.46% |
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
66.25%
Minimum
Apr 2022
81.46%
Maximum
Nov 2019
76.63%
Average
78.33%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.127 |
| Beta (5Y) | 0.653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.72% |
| Historical Sharpe Ratio (5Y) | 0.0796 |
| Historical Sortino (5Y) | 0.147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.13% |