China Longyuan Power Group Corp Ltd (CLPXF)
0.75
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
China Longyuan Power Group Max Drawdown (5Y): 74.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.21% |
March 31, 2024 | 74.21% |
February 29, 2024 | 74.21% |
January 31, 2024 | 74.21% |
December 31, 2023 | 69.04% |
November 30, 2023 | 67.19% |
October 31, 2023 | 57.17% |
September 30, 2023 | 57.17% |
August 31, 2023 | 57.17% |
July 31, 2023 | 57.17% |
June 30, 2023 | 57.11% |
May 31, 2023 | 57.11% |
April 30, 2023 | 57.11% |
March 31, 2023 | 57.11% |
February 28, 2023 | 57.11% |
January 31, 2023 | 57.11% |
December 31, 2022 | 57.11% |
November 30, 2022 | 57.11% |
October 31, 2022 | 57.11% |
September 30, 2022 | 57.11% |
August 31, 2022 | 57.11% |
July 31, 2022 | 57.11% |
June 30, 2022 | 57.11% |
May 31, 2022 | 57.11% |
April 30, 2022 | 57.11% |
Date | Value |
---|---|
March 31, 2022 | 57.11% |
February 28, 2022 | 57.11% |
January 31, 2022 | 57.11% |
December 31, 2021 | 57.11% |
November 30, 2021 | 57.11% |
October 31, 2021 | 57.11% |
September 30, 2021 | 57.11% |
August 31, 2021 | 57.11% |
July 31, 2021 | 57.11% |
June 30, 2021 | 57.11% |
May 31, 2021 | 57.11% |
April 30, 2021 | 57.11% |
March 31, 2021 | 57.11% |
February 28, 2021 | 57.11% |
January 31, 2021 | 57.11% |
December 31, 2020 | 62.80% |
November 30, 2020 | 62.80% |
October 31, 2020 | 62.80% |
September 30, 2020 | 62.80% |
August 31, 2020 | 62.80% |
July 31, 2020 | 62.80% |
June 30, 2020 | 62.80% |
May 31, 2020 | 62.80% |
April 30, 2020 | 62.80% |
March 31, 2020 | 62.80% |
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
57.11%
Minimum
Jan 2021
74.21%
Maximum
Jan 2024
60.52%
Average
57.14%
Median
Max Drawdown (5Y) Benchmarks
Smart Powerr Corp | 98.46% |
Huaneng Power International Inc | 67.49% |
Datang International Power Generation Co Ltd | 70.27% |
CGN Power Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.602 |
Beta (5Y) | -0.0363 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.06% |
Historical Sharpe Ratio (5Y) | 0.0213 |
Historical Sortino (5Y) | 0.041 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.97% |