ReTo Eco-Solutions Inc (RETO)
1.335
+0.06
(+4.71%)
USD |
NASDAQ |
May 03, 16:00
1.34
0.00 (0.00%)
After-Hours: 20:00
ReTo Eco-Solutions Max Drawdown (5Y): 99.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.71% |
| March 31, 2024 | 99.67% |
| February 29, 2024 | 99.03% |
| January 31, 2024 | 98.85% |
| December 31, 2023 | 98.84% |
| November 30, 2023 | 98.33% |
| October 31, 2023 | 98.33% |
| September 30, 2023 | 98.26% |
| August 31, 2023 | 97.75% |
| July 31, 2023 | 97.75% |
| June 30, 2023 | 97.75% |
| May 31, 2023 | 97.04% |
| April 30, 2023 | 97.04% |
| March 31, 2023 | 97.04% |
| February 28, 2023 | 97.04% |
| January 31, 2023 | 97.04% |
| December 31, 2022 | 97.04% |
| November 30, 2022 | 97.04% |
| October 31, 2022 | 97.04% |
| September 30, 2022 | 96.31% |
| August 31, 2022 | 95.91% |
| July 31, 2022 | 95.91% |
| June 30, 2022 | 95.91% |
| May 31, 2022 | 95.91% |
| April 30, 2022 | 95.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.91% |
| February 28, 2022 | 95.91% |
| January 31, 2022 | 95.91% |
| December 31, 2021 | 95.91% |
| November 30, 2021 | 95.91% |
| October 31, 2021 | 95.91% |
| September 30, 2021 | 95.91% |
| August 31, 2021 | 95.91% |
| July 31, 2021 | 95.91% |
| June 30, 2021 | 95.91% |
| May 31, 2021 | 95.91% |
| April 30, 2021 | 95.91% |
| March 31, 2021 | 95.91% |
| February 28, 2021 | 95.91% |
| January 31, 2021 | 95.91% |
| December 31, 2020 | 95.91% |
| November 30, 2020 | 95.91% |
| October 31, 2020 | 95.91% |
| September 30, 2020 | 95.91% |
| August 31, 2020 | 95.91% |
| July 31, 2020 | 95.91% |
| June 30, 2020 | 95.91% |
| May 31, 2020 | 95.91% |
| April 30, 2020 | 95.91% |
| March 31, 2020 | 95.55% |
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
89.23%
Minimum
May 2019
99.71%
Maximum
Apr 2024
95.88%
Average
95.91%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Origin Agritech Ltd | 94.19% |
| Austin Gold Corp | -- |
| Gulf Resources Inc | 84.50% |
| CN Energy Group Inc | -- |
| Critical Metals Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.87 |
| Beta (5Y) | 1.038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 152.0% |
| Historical Sharpe Ratio (5Y) | -0.4296 |
| Historical Sortino (5Y) | -1.138 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.13% |