China Railway Group Ltd (CRWOF)
0.5087
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
China Railway Group Max Drawdown (5Y): 99.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.98% |
March 31, 2024 | 99.98% |
February 29, 2024 | 99.98% |
January 31, 2024 | 99.98% |
December 31, 2023 | 99.98% |
November 30, 2023 | 99.98% |
October 31, 2023 | 99.98% |
September 30, 2023 | 99.98% |
August 31, 2023 | 99.98% |
July 31, 2023 | 99.98% |
June 30, 2023 | 99.98% |
May 31, 2023 | 99.98% |
April 30, 2023 | 99.98% |
March 31, 2023 | 99.98% |
February 28, 2023 | 99.98% |
January 31, 2023 | 99.98% |
December 31, 2022 | 99.98% |
November 30, 2022 | 99.98% |
October 31, 2022 | 99.98% |
September 30, 2022 | 99.98% |
August 31, 2022 | 99.98% |
July 31, 2022 | 99.98% |
June 30, 2022 | 99.98% |
May 31, 2022 | 99.98% |
April 30, 2022 | 99.98% |
Date | Value |
---|---|
March 31, 2022 | 99.98% |
February 28, 2022 | 99.98% |
January 31, 2022 | 99.98% |
December 31, 2021 | 99.98% |
November 30, 2021 | 99.98% |
October 31, 2021 | 99.98% |
September 30, 2021 | 99.98% |
August 31, 2021 | 99.98% |
July 31, 2021 | 99.98% |
June 30, 2021 | 99.98% |
May 31, 2021 | 99.98% |
April 30, 2021 | 99.98% |
March 31, 2021 | 99.98% |
February 28, 2021 | 99.98% |
January 31, 2021 | 99.98% |
December 31, 2020 | 99.98% |
November 30, 2020 | 99.98% |
October 31, 2020 | 99.98% |
September 30, 2020 | 65.00% |
August 31, 2020 | 65.00% |
July 31, 2020 | 65.00% |
June 30, 2020 | 65.00% |
May 31, 2020 | 65.00% |
April 30, 2020 | 65.00% |
March 31, 2020 | 65.00% |
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
60.74%
Minimum
May 2019
99.98%
Maximum
Oct 2020
89.43%
Average
99.98%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15568.19 |
Beta (5Y) | 1396.13 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.37K% |
Historical Sharpe Ratio (5Y) | -0.0002 |
Historical Sortino (5Y) | -0.182 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.81% |