ZTE Corp (ZTCOF)
2.19
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
ZTE Max Drawdown (5Y): 61.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.34% |
| March 31, 2024 | 61.34% |
| February 29, 2024 | 61.34% |
| January 31, 2024 | 61.34% |
| December 31, 2023 | 61.34% |
| November 30, 2023 | 61.34% |
| October 31, 2023 | 61.34% |
| September 30, 2023 | 61.34% |
| August 31, 2023 | 61.34% |
| July 31, 2023 | 65.21% |
| June 30, 2023 | 65.21% |
| May 31, 2023 | 65.21% |
| April 30, 2023 | 65.21% |
| March 31, 2023 | 65.45% |
| February 28, 2023 | 65.45% |
| January 31, 2023 | 65.45% |
| December 31, 2022 | 65.45% |
| November 30, 2022 | 65.45% |
| October 31, 2022 | 65.45% |
| September 30, 2022 | 65.45% |
| August 31, 2022 | 65.45% |
| July 31, 2022 | 65.45% |
| June 30, 2022 | 65.45% |
| May 31, 2022 | 65.45% |
| April 30, 2022 | 65.45% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.45% |
| February 28, 2022 | 65.45% |
| January 31, 2022 | 65.45% |
| December 31, 2021 | 65.45% |
| November 30, 2021 | 65.45% |
| October 31, 2021 | 65.45% |
| September 30, 2021 | 65.45% |
| August 31, 2021 | 65.45% |
| July 31, 2021 | 65.45% |
| June 30, 2021 | 65.45% |
| May 31, 2021 | 65.45% |
| April 30, 2021 | 65.45% |
| March 31, 2021 | 65.45% |
| February 28, 2021 | 65.45% |
| January 31, 2021 | 65.45% |
| December 31, 2020 | 65.45% |
| November 30, 2020 | 65.45% |
| October 31, 2020 | 65.45% |
| September 30, 2020 | 65.45% |
| August 31, 2020 | 65.45% |
| July 31, 2020 | 65.45% |
| June 30, 2020 | 65.45% |
| May 31, 2020 | 65.45% |
| April 30, 2020 | 65.45% |
| March 31, 2020 | 65.45% |
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
61.34%
Minimum
Aug 2023
65.45%
Maximum
May 2019
64.82%
Average
65.45%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | -- |
| Global Mofy Metaverse Ltd | -- |
| Jiade Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.21 |
| Beta (5Y) | 0.6592 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.15% |
| Historical Sharpe Ratio (5Y) | -0.2234 |
| Historical Sortino (5Y) | -0.4228 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.66% |