China Resources Gas Group Ltd (CGASY)
27.27
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Resources Gas Group Max Drawdown (5Y): 52.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.27% |
| March 31, 2024 | 52.27% |
| February 29, 2024 | 52.27% |
| January 31, 2024 | 52.27% |
| December 31, 2023 | 52.27% |
| November 30, 2023 | 52.27% |
| October 31, 2023 | 52.27% |
| September 30, 2023 | 52.27% |
| August 31, 2023 | 38.37% |
| July 31, 2023 | 38.37% |
| June 30, 2023 | 38.37% |
| May 31, 2023 | 38.37% |
| April 30, 2023 | 38.37% |
| March 31, 2023 | 38.37% |
| February 28, 2023 | 21.60% |
| January 31, 2023 | 21.60% |
| December 31, 2022 | 21.60% |
| November 30, 2022 | 21.60% |
| October 31, 2022 | 21.60% |
| September 30, 2022 | 21.60% |
| August 31, 2022 | 21.60% |
| July 31, 2022 | 21.60% |
| June 30, 2022 | 21.60% |
| May 31, 2022 | 21.60% |
| April 30, 2022 | 21.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 21.60% |
| February 28, 2022 | 21.60% |
| January 31, 2022 | 21.60% |
| December 31, 2021 | 21.60% |
| November 30, 2021 | 21.60% |
| October 31, 2021 | 17.91% |
| September 30, 2021 | 17.91% |
| August 31, 2021 | 17.91% |
| July 31, 2021 | 17.91% |
| June 30, 2021 | 17.91% |
| May 31, 2021 | 17.91% |
| April 30, 2021 | 17.91% |
| March 31, 2021 | 17.91% |
| February 28, 2021 | 17.91% |
| January 31, 2021 | 17.91% |
| December 31, 2020 | 17.91% |
| November 30, 2020 | 17.91% |
| October 31, 2020 | 17.91% |
| September 30, 2020 | 17.91% |
| August 31, 2020 | 17.91% |
| July 31, 2020 | 17.91% |
| June 30, 2020 | 14.65% |
| May 31, 2020 | 14.65% |
| April 30, 2020 | 14.65% |
| March 31, 2020 | 11.39% |
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
11.39%
Minimum
May 2019
52.27%
Maximum
Sep 2023
24.16%
Average
19.75%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.61 |
| Beta (5Y) | -0.0161 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.33% |
| Historical Sharpe Ratio (5Y) | -0.5051 |
| Historical Sortino (5Y) | -0.5601 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.60% |