Chaoda Modern Agriculture (Holdings) Ltd (CMGHY)
0.0884
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Chaoda Modern Agriculture Max Drawdown (5Y): 93.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.30% |
| March 31, 2024 | 93.30% |
| February 29, 2024 | 93.30% |
| January 31, 2024 | 93.30% |
| December 31, 2023 | 93.30% |
| November 30, 2023 | 93.30% |
| October 31, 2023 | 93.30% |
| September 30, 2023 | 93.30% |
| August 31, 2023 | 93.30% |
| July 31, 2023 | 93.30% |
| June 30, 2023 | 93.30% |
| May 31, 2023 | 93.30% |
| April 30, 2023 | 93.30% |
| March 31, 2023 | 93.30% |
| February 28, 2023 | 93.30% |
| January 31, 2023 | 93.30% |
| December 31, 2022 | 93.30% |
| November 30, 2022 | 93.30% |
| October 31, 2022 | 93.30% |
| September 30, 2022 | 93.30% |
| August 31, 2022 | 93.30% |
| July 31, 2022 | 93.30% |
| June 30, 2022 | 93.30% |
| May 31, 2022 | 93.30% |
| April 30, 2022 | 93.30% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.30% |
| February 28, 2022 | 93.30% |
| January 31, 2022 | 93.30% |
| December 31, 2021 | 93.30% |
| November 30, 2021 | 93.30% |
| October 31, 2021 | 93.30% |
| September 30, 2021 | 93.30% |
| August 31, 2021 | 93.30% |
| July 31, 2021 | 93.30% |
| June 30, 2021 | 93.30% |
| May 31, 2021 | 97.12% |
| April 30, 2021 | 97.12% |
| March 31, 2021 | 97.50% |
| February 28, 2021 | 97.50% |
| January 31, 2021 | 97.50% |
| December 31, 2020 | 97.50% |
| November 30, 2020 | 97.50% |
| October 31, 2020 | 97.50% |
| September 30, 2020 | 97.50% |
| August 31, 2020 | 97.50% |
| July 31, 2020 | 97.50% |
| June 30, 2020 | 97.50% |
| May 31, 2020 | 97.50% |
| April 30, 2020 | 97.50% |
| March 31, 2020 | 97.50% |
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
93.30%
Minimum
Jun 2021
98.29%
Maximum
May 2019
95.10%
Average
93.30%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.81 |
| Beta (5Y) | -0.0529 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.49% |
| Historical Sharpe Ratio (5Y) | -0.518 |
| Historical Sortino (5Y) | -0.843 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.00% |