COSCO SHIPPING Ports Ltd (CSPKF)
0.6501
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
COSCO SHIPPING Ports Max Drawdown (5Y): 99.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.86% |
March 31, 2024 | 99.86% |
February 29, 2024 | 99.86% |
January 31, 2024 | 99.86% |
December 31, 2023 | 99.86% |
November 30, 2023 | 99.86% |
October 31, 2023 | 99.86% |
September 30, 2023 | 99.86% |
August 31, 2023 | 99.86% |
July 31, 2023 | 99.86% |
June 30, 2023 | 99.86% |
May 31, 2023 | 99.86% |
April 30, 2023 | 99.86% |
March 31, 2023 | 99.86% |
February 28, 2023 | 99.86% |
January 31, 2023 | 99.86% |
December 31, 2022 | 99.86% |
November 30, 2022 | 99.86% |
October 31, 2022 | 99.86% |
September 30, 2022 | 99.86% |
August 31, 2022 | 99.86% |
July 31, 2022 | 99.86% |
June 30, 2022 | 99.86% |
May 31, 2022 | 99.86% |
April 30, 2022 | 99.86% |
Date | Value |
---|---|
March 31, 2022 | 99.86% |
February 28, 2022 | 99.86% |
January 31, 2022 | 99.86% |
December 31, 2021 | 99.86% |
November 30, 2021 | 99.86% |
October 31, 2021 | 99.86% |
September 30, 2021 | 99.86% |
August 31, 2021 | 99.86% |
July 31, 2021 | 99.86% |
June 30, 2021 | 99.86% |
May 31, 2021 | 99.86% |
April 30, 2021 | 99.86% |
March 31, 2021 | 99.86% |
February 28, 2021 | 99.86% |
January 31, 2021 | 62.58% |
December 31, 2020 | 62.58% |
November 30, 2020 | 62.58% |
October 31, 2020 | 62.58% |
September 30, 2020 | 62.58% |
August 31, 2020 | 62.58% |
July 31, 2020 | 62.58% |
June 30, 2020 | 62.58% |
May 31, 2020 | 62.58% |
April 30, 2020 | 62.58% |
March 31, 2020 | 58.00% |
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
46.10%
Minimum
May 2019
99.86%
Maximum
Feb 2021
83.99%
Average
99.86%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.764 |
Beta (5Y) | 0.4173 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.04K% |
Historical Sharpe Ratio (5Y) | -0.0006 |
Historical Sortino (5Y) | -0.1787 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |