Charles & Colvard Ltd (CTHR)
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NASDAQ |
Apr 29, 16:00
Charles & Colvard Max Drawdown (5Y): 91.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.81% |
| February 29, 2024 | 91.81% |
| January 31, 2024 | 91.81% |
| December 31, 2023 | 91.81% |
| November 30, 2023 | 91.81% |
| October 31, 2023 | 90.44% |
| September 30, 2023 | 84.37% |
| August 31, 2023 | 80.76% |
| July 31, 2023 | 83.61% |
| June 30, 2023 | 83.81% |
| May 31, 2023 | 85.42% |
| April 30, 2023 | 87.55% |
| March 31, 2023 | 87.67% |
| February 28, 2023 | 87.67% |
| January 31, 2023 | 87.67% |
| December 31, 2022 | 87.67% |
| November 30, 2022 | 87.67% |
| October 31, 2022 | 87.67% |
| September 30, 2022 | 87.67% |
| August 31, 2022 | 89.84% |
| July 31, 2022 | 89.84% |
| June 30, 2022 | 89.84% |
| May 31, 2022 | 89.96% |
| April 30, 2022 | 90.08% |
| March 31, 2022 | 90.08% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.08% |
| January 31, 2022 | 90.08% |
| December 31, 2021 | 90.08% |
| November 30, 2021 | 90.08% |
| October 31, 2021 | 90.08% |
| September 30, 2021 | 90.08% |
| August 31, 2021 | 90.08% |
| July 31, 2021 | 90.08% |
| June 30, 2021 | 90.08% |
| May 31, 2021 | 90.08% |
| April 30, 2021 | 90.08% |
| March 31, 2021 | 90.08% |
| February 28, 2021 | 90.08% |
| January 31, 2021 | 90.08% |
| December 31, 2020 | 90.08% |
| November 30, 2020 | 90.69% |
| October 31, 2020 | 90.69% |
| September 30, 2020 | 90.69% |
| August 31, 2020 | 90.69% |
| July 31, 2020 | 90.69% |
| June 30, 2020 | 90.69% |
| May 31, 2020 | 90.69% |
| April 30, 2020 | 90.69% |
| March 31, 2020 | 90.69% |
| February 29, 2020 | 90.69% |
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
80.76%
Minimum
Aug 2023
91.81%
Maximum
Nov 2023
89.56%
Average
90.08%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Maiden Lane Jewelry Ltd | -- |
| Sunstock Inc | 100.00% |
| Brilliant Earth Group Inc | -- |
| Adamas One Corp | -- |
| OneWater Marine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.34 |
| Beta (5Y) | 0.9115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.87% |
| Historical Sharpe Ratio (5Y) | -0.3614 |
| Historical Sortino (5Y) | -0.6337 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.02% |