PetroChina Co Ltd (PCCYF)
0.9422
+0.02
(+1.86%)
USD |
OTCM |
May 07, 12:24
PetroChina Max Drawdown (5Y): 71.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.33% |
March 31, 2024 | 71.33% |
February 29, 2024 | 71.33% |
January 31, 2024 | 71.33% |
December 31, 2023 | 71.33% |
November 30, 2023 | 71.33% |
October 31, 2023 | 71.33% |
September 30, 2023 | 71.33% |
August 31, 2023 | 71.33% |
July 31, 2023 | 71.33% |
June 30, 2023 | 71.33% |
May 31, 2023 | 71.33% |
April 30, 2023 | 71.33% |
March 31, 2023 | 71.33% |
February 28, 2023 | 71.33% |
January 31, 2023 | 71.33% |
December 31, 2022 | 71.33% |
November 30, 2022 | 71.33% |
October 31, 2022 | 71.33% |
September 30, 2022 | 71.33% |
August 31, 2022 | 71.33% |
July 31, 2022 | 71.33% |
June 30, 2022 | 71.33% |
May 31, 2022 | 71.33% |
April 30, 2022 | 71.33% |
Date | Value |
---|---|
March 31, 2022 | 71.33% |
February 28, 2022 | 71.33% |
January 31, 2022 | 71.33% |
December 31, 2021 | 71.33% |
November 30, 2021 | 71.33% |
October 31, 2021 | 71.33% |
September 30, 2021 | 71.33% |
August 31, 2021 | 71.33% |
July 31, 2021 | 71.33% |
June 30, 2021 | 71.33% |
May 31, 2021 | 71.33% |
April 30, 2021 | 71.33% |
March 31, 2021 | 71.33% |
February 28, 2021 | 71.33% |
January 31, 2021 | 71.33% |
December 31, 2020 | 71.33% |
November 30, 2020 | 71.33% |
October 31, 2020 | 71.33% |
September 30, 2020 | 71.33% |
August 31, 2020 | 71.33% |
July 31, 2020 | 71.33% |
June 30, 2020 | 71.33% |
May 31, 2020 | 71.33% |
April 30, 2020 | 71.33% |
March 31, 2020 | 71.33% |
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
67.40%
Minimum
May 2019
71.33%
Maximum
Mar 2020
70.68%
Average
71.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Recon Technology Ltd | 99.40% |
China Petroleum & Chemical Corp | 57.80% |
Sinopec Oilfield Service Corp | 83.33% |
SPT Energy Group Inc | -- |
Sinopec Shanghai Petrochemical Co Ltd | 88.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.122 |
Beta (5Y) | 0.8306 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.85% |
Historical Sharpe Ratio (5Y) | 0.3839 |
Historical Sortino (5Y) | 0.676 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.64% |