Towngas Smart Energy Co Ltd (TGASF)
0.4050
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Towngas Smart Energy Max Drawdown (5Y): 61.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.31% |
| March 31, 2024 | 61.31% |
| February 29, 2024 | 61.31% |
| January 31, 2024 | 61.31% |
| December 31, 2023 | 61.31% |
| November 30, 2023 | 61.31% |
| October 31, 2023 | 61.31% |
| September 30, 2023 | 61.31% |
| August 31, 2023 | 61.31% |
| July 31, 2023 | 61.31% |
| June 30, 2023 | 61.31% |
| May 31, 2023 | 61.31% |
| April 30, 2023 | 61.31% |
| March 31, 2023 | 61.31% |
| February 28, 2023 | 61.31% |
| January 31, 2023 | 61.31% |
| December 31, 2022 | 61.31% |
| November 30, 2022 | 61.31% |
| October 31, 2022 | 61.31% |
| September 30, 2022 | 60.34% |
| August 31, 2022 | 60.34% |
| July 31, 2022 | 60.34% |
| June 30, 2022 | 60.34% |
| May 31, 2022 | 60.34% |
| April 30, 2022 | 60.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 60.34% |
| February 28, 2022 | 60.34% |
| January 31, 2022 | 60.34% |
| December 31, 2021 | 60.34% |
| November 30, 2021 | 60.34% |
| October 31, 2021 | 60.34% |
| September 30, 2021 | 62.35% |
| August 31, 2021 | 62.35% |
| July 31, 2021 | 62.35% |
| June 30, 2021 | 62.35% |
| May 31, 2021 | 62.35% |
| April 30, 2021 | 62.35% |
| March 31, 2021 | 62.35% |
| February 28, 2021 | 62.35% |
| January 31, 2021 | 62.35% |
| December 31, 2020 | 62.35% |
| November 30, 2020 | 63.51% |
| October 31, 2020 | 65.72% |
| September 30, 2020 | 65.72% |
| August 31, 2020 | 65.72% |
| July 31, 2020 | 65.72% |
| June 30, 2020 | 65.72% |
| May 31, 2020 | 65.72% |
| April 30, 2020 | 65.72% |
| March 31, 2020 | 65.72% |
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
60.34%
Minimum
Oct 2021
65.72%
Maximum
May 2019
62.65%
Average
61.31%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.90 |
| Beta (5Y) | 0.202 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.77% |
| Historical Sharpe Ratio (5Y) | -0.3084 |
| Historical Sortino (5Y) | -0.4531 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.65% |