China TMK Battery Systems Inc (DFEL)
0.7501
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China TMK Battery Systems Max Drawdown (5Y): 91.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.07% |
| March 31, 2024 | 91.07% |
| February 29, 2024 | 91.07% |
| January 31, 2024 | 91.07% |
| December 31, 2023 | 91.07% |
| November 30, 2023 | 90.00% |
| October 31, 2023 | 90.00% |
| September 30, 2023 | 90.00% |
| August 31, 2023 | 90.00% |
| July 31, 2023 | 90.00% |
| June 30, 2023 | 90.00% |
| May 31, 2023 | 90.00% |
| April 30, 2023 | 90.00% |
| March 31, 2023 | 90.00% |
| February 28, 2023 | 90.00% |
| January 31, 2023 | 90.00% |
| December 31, 2022 | 90.00% |
| November 30, 2022 | 90.00% |
| October 31, 2022 | 90.00% |
| September 30, 2022 | 90.00% |
| August 31, 2022 | 90.00% |
| July 31, 2022 | 90.00% |
| June 30, 2022 | 90.00% |
| May 31, 2022 | 90.00% |
| April 30, 2022 | 90.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.00% |
| February 28, 2022 | 97.50% |
| January 31, 2022 | 98.33% |
| December 31, 2021 | 99.34% |
| November 30, 2021 | 99.34% |
| October 31, 2021 | 99.34% |
| September 30, 2021 | 99.53% |
| August 31, 2021 | 99.53% |
| July 31, 2021 | 99.53% |
| June 30, 2021 | 99.53% |
| May 31, 2021 | 99.53% |
| April 30, 2021 | 99.53% |
| March 31, 2021 | 99.53% |
| February 28, 2021 | 99.68% |
| January 31, 2021 | 99.68% |
| December 31, 2020 | 99.68% |
| November 30, 2020 | 99.68% |
| October 31, 2020 | 99.68% |
| September 30, 2020 | 99.68% |
| August 31, 2020 | 99.68% |
| July 31, 2020 | 99.68% |
| June 30, 2020 | 99.68% |
| May 31, 2020 | 99.68% |
| April 30, 2020 | 99.68% |
| March 31, 2020 | 99.68% |
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
90.00%
Minimum
Apr 2022
99.68%
Maximum
May 2019
95.57%
Average
99.34%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| CBAK Energy Technology Inc | 93.42% |
| Advanced Energy Industries Inc | 62.28% |
| Plug Power Inc | 96.84% |
| Ultralife Corp | 67.97% |
| Ideal Power Inc | 98.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.08 |
| Beta (5Y) | -0.4076 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 224.0% |
| Historical Sharpe Ratio (5Y) | -0.168 |
| Historical Sortino (5Y) | -0.6562 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.42% |