Datang International Power Generation Co Ltd (DIPGF)
0.21
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
Datang International Power Generation Max Drawdown (5Y): 70.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.27% |
March 31, 2024 | 70.27% |
February 29, 2024 | 70.27% |
January 31, 2024 | 70.27% |
December 31, 2023 | 70.27% |
November 30, 2023 | 70.27% |
October 31, 2023 | 70.27% |
September 30, 2023 | 70.27% |
August 31, 2023 | 70.27% |
July 31, 2023 | 70.27% |
June 30, 2023 | 70.27% |
May 31, 2023 | 70.27% |
April 30, 2023 | 70.27% |
March 31, 2023 | 70.27% |
February 28, 2023 | 70.27% |
January 31, 2023 | 70.27% |
December 31, 2022 | 70.27% |
November 30, 2022 | 70.27% |
October 31, 2022 | 70.27% |
September 30, 2022 | 70.27% |
August 31, 2022 | 70.27% |
July 31, 2022 | 70.27% |
June 30, 2022 | 70.27% |
May 31, 2022 | 70.27% |
April 30, 2022 | 70.27% |
Date | Value |
---|---|
March 31, 2022 | 70.27% |
February 28, 2022 | 70.27% |
January 31, 2022 | 70.27% |
December 31, 2021 | 70.27% |
November 30, 2021 | 70.27% |
October 31, 2021 | 70.27% |
September 30, 2021 | 70.27% |
August 31, 2021 | 70.27% |
July 31, 2021 | 70.27% |
June 30, 2021 | 70.27% |
May 31, 2021 | 70.27% |
April 30, 2021 | 70.27% |
March 31, 2021 | 70.27% |
February 28, 2021 | 70.27% |
January 31, 2021 | 70.27% |
December 31, 2020 | 70.27% |
November 30, 2020 | 70.27% |
October 31, 2020 | 70.27% |
September 30, 2020 | 70.27% |
August 31, 2020 | 70.27% |
July 31, 2020 | 70.27% |
June 30, 2020 | 70.27% |
May 31, 2020 | 67.06% |
April 30, 2020 | 67.06% |
March 31, 2020 | 64.29% |
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
64.29%
Minimum
May 2019
70.27%
Maximum
Jun 2020
69.07%
Average
70.27%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Smart Powerr Corp | 98.46% |
China Longyuan Power Group Corp Ltd | 76.53% |
Shunfeng International Clean Energy Ltd | 98.53% |
Huaneng Power International Inc | 67.49% |
CGN Power Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9554 |
Beta (5Y) | -0.2933 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.32% |
Historical Sharpe Ratio (5Y) | -0.0953 |
Historical Sortino (5Y) | -0.1343 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.50% |