China Chemical Corp (CHCC)
0.0002
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
China Chemical Max Drawdown (5Y): 99.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.71% |
| March 31, 2024 | 99.71% |
| February 29, 2024 | 99.71% |
| January 31, 2024 | 99.71% |
| December 31, 2023 | 99.71% |
| November 30, 2023 | 99.71% |
| October 31, 2023 | 99.71% |
| September 30, 2023 | 99.71% |
| August 31, 2023 | 99.71% |
| July 31, 2023 | 99.71% |
| June 30, 2023 | 99.71% |
| May 31, 2023 | 99.71% |
| April 30, 2023 | 99.71% |
| March 31, 2023 | 99.71% |
| February 28, 2023 | 99.71% |
| January 31, 2023 | 99.71% |
| December 31, 2022 | 99.71% |
| November 30, 2022 | 99.71% |
| October 31, 2022 | 99.71% |
| September 30, 2022 | 99.71% |
| August 31, 2022 | 99.71% |
| July 31, 2022 | 99.71% |
| June 30, 2022 | 99.71% |
| May 31, 2022 | 99.71% |
| April 30, 2022 | 99.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.71% |
| February 28, 2022 | 99.71% |
| January 31, 2022 | 99.71% |
| December 31, 2021 | 99.71% |
| November 30, 2021 | 98.87% |
| October 31, 2021 | 99.07% |
| September 30, 2021 | 99.07% |
| August 31, 2021 | 99.07% |
| July 31, 2021 | 99.11% |
| June 30, 2021 | 99.11% |
| May 31, 2021 | 99.58% |
| April 30, 2021 | 99.58% |
| March 31, 2021 | 99.58% |
| February 28, 2021 | 99.58% |
| January 31, 2021 | 99.88% |
| December 31, 2020 | 99.88% |
| November 30, 2020 | 99.88% |
| October 31, 2020 | 99.88% |
| September 30, 2020 | 99.88% |
| August 31, 2020 | 99.88% |
| July 31, 2020 | 99.88% |
| June 30, 2020 | 99.88% |
| May 31, 2020 | 99.88% |
| April 30, 2020 | 99.88% |
| March 31, 2020 | 99.88% |
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
98.87%
Minimum
Nov 2021
99.88%
Maximum
May 2019
99.70%
Average
99.71%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| General Steel Holdings Inc | 100.00% |
| China Clean Energy Inc | 99.88% |
| Humatech Inc | 99.75% |
| China Gengsheng Minerals Inc | 100.00% |
| Molecular Data Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -87.43 |
| Beta (5Y) | 2.297 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 229.1% |
| Historical Sharpe Ratio (5Y) | -0.2699 |
| Historical Sortino (5Y) | -0.7724 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 63.07% |