China Gas Holdings Ltd (CGHOF)
0.925
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Gas Holdings Max Drawdown (5Y): 77.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.69% |
| March 31, 2024 | 77.69% |
| February 29, 2024 | 77.69% |
| January 31, 2024 | 77.69% |
| December 31, 2023 | 77.69% |
| November 30, 2023 | 77.69% |
| October 31, 2023 | 77.69% |
| September 30, 2023 | 77.69% |
| August 31, 2023 | 75.51% |
| July 31, 2023 | 75.51% |
| June 30, 2023 | 75.51% |
| May 31, 2023 | 75.51% |
| April 30, 2023 | 75.51% |
| March 31, 2023 | 75.51% |
| February 28, 2023 | 75.51% |
| January 31, 2023 | 75.51% |
| December 31, 2022 | 75.51% |
| November 30, 2022 | 75.51% |
| October 31, 2022 | 75.51% |
| September 30, 2022 | 73.37% |
| August 31, 2022 | 73.37% |
| July 31, 2022 | 73.37% |
| June 30, 2022 | 73.37% |
| May 31, 2022 | 73.37% |
| April 30, 2022 | 72.18% |
| Date | Value |
|---|---|
| March 31, 2022 | 71.94% |
| February 28, 2022 | 59.81% |
| January 31, 2022 | 59.37% |
| December 31, 2021 | 59.37% |
| November 30, 2021 | 59.37% |
| October 31, 2021 | 43.30% |
| September 30, 2021 | 41.22% |
| August 31, 2021 | 41.22% |
| July 31, 2021 | 41.22% |
| June 30, 2021 | 41.22% |
| May 31, 2021 | 41.22% |
| April 30, 2021 | 41.22% |
| March 31, 2021 | 41.22% |
| February 28, 2021 | 41.22% |
| January 31, 2021 | 41.22% |
| December 31, 2020 | 41.22% |
| November 30, 2020 | 43.53% |
| October 31, 2020 | 43.53% |
| September 30, 2020 | 43.53% |
| August 31, 2020 | 43.53% |
| July 31, 2020 | 43.53% |
| June 30, 2020 | 43.53% |
| May 31, 2020 | 43.53% |
| April 30, 2020 | 43.53% |
| March 31, 2020 | 43.53% |
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
41.22%
Minimum
Dec 2020
77.69%
Maximum
Sep 2023
58.06%
Average
51.45%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.46 |
| Beta (5Y) | -0.0373 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.51% |
| Historical Sharpe Ratio (5Y) | -0.54 |
| Historical Sortino (5Y) | -0.7439 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.24% |