China Rare Earth Holdings Ltd (CREQF)
0.045
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Rare Earth Holdings Max Drawdown (5Y): 84.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.38% |
| March 31, 2024 | 84.38% |
| February 29, 2024 | 84.38% |
| January 31, 2024 | 84.38% |
| December 31, 2023 | 83.58% |
| November 30, 2023 | 83.58% |
| October 31, 2023 | 83.58% |
| September 30, 2023 | 84.49% |
| August 31, 2023 | 84.49% |
| July 31, 2023 | 84.49% |
| June 30, 2023 | 84.49% |
| May 31, 2023 | 84.49% |
| April 30, 2023 | 84.49% |
| March 31, 2023 | 84.49% |
| February 28, 2023 | 84.49% |
| January 31, 2023 | 84.49% |
| December 31, 2022 | 84.49% |
| November 30, 2022 | 84.49% |
| October 31, 2022 | 84.49% |
| September 30, 2022 | 84.49% |
| August 31, 2022 | 84.49% |
| July 31, 2022 | 84.49% |
| June 30, 2022 | 84.49% |
| May 31, 2022 | 84.49% |
| April 30, 2022 | 84.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.49% |
| February 28, 2022 | 84.49% |
| January 31, 2022 | 84.49% |
| December 31, 2021 | 84.49% |
| November 30, 2021 | 84.49% |
| October 31, 2021 | 84.49% |
| September 30, 2021 | 84.49% |
| August 31, 2021 | 84.49% |
| July 31, 2021 | 84.49% |
| June 30, 2021 | 84.49% |
| May 31, 2021 | 84.49% |
| April 30, 2021 | 84.49% |
| March 31, 2021 | 84.49% |
| February 28, 2021 | 84.49% |
| January 31, 2021 | 84.49% |
| December 31, 2020 | 85.95% |
| November 30, 2020 | 87.25% |
| October 31, 2020 | 87.25% |
| September 30, 2020 | 87.25% |
| August 31, 2020 | 87.25% |
| July 31, 2020 | 87.25% |
| June 30, 2020 | 87.25% |
| May 31, 2020 | 87.25% |
| April 30, 2020 | 87.25% |
| March 31, 2020 | 87.25% |
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
83.58%
Minimum
Oct 2023
87.25%
Maximum
May 2019
85.34%
Average
84.49%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Origin Agritech Ltd | 94.19% |
| IT Tech Packaging Inc | 98.54% |
| Gulf Resources Inc | 84.50% |
| ReTo Eco-Solutions Inc | 99.71% |
| CN Energy Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.713 |
| Beta (5Y) | -0.2495 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.50% |
| Historical Sharpe Ratio (5Y) | -0.1082 |
| Historical Sortino (5Y) | -0.2529 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.38% |