California Orchards Co (CAOX)
601.00
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
California Orchards Max Drawdown (5Y): 76.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 76.94% |
| March 31, 2024 | 76.94% |
| February 29, 2024 | 76.94% |
| January 31, 2024 | 76.94% |
| December 31, 2023 | 76.94% |
| November 30, 2023 | 76.94% |
| October 31, 2023 | 76.94% |
| September 30, 2023 | 76.94% |
| August 31, 2023 | 76.94% |
| July 31, 2023 | 76.94% |
| June 30, 2023 | 76.94% |
| May 31, 2023 | 76.94% |
| April 30, 2023 | 76.94% |
| March 31, 2023 | 76.94% |
| February 28, 2023 | 76.94% |
| January 31, 2023 | 76.94% |
| December 31, 2022 | 76.94% |
| November 30, 2022 | 76.94% |
| October 31, 2022 | 66.46% |
| September 30, 2022 | 64.15% |
| August 31, 2022 | 58.49% |
| July 31, 2022 | 58.49% |
| June 30, 2022 | 58.49% |
| May 31, 2022 | 58.49% |
| April 30, 2022 | 58.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.49% |
| February 28, 2022 | 58.49% |
| January 31, 2022 | 58.49% |
| December 31, 2021 | 58.49% |
| November 30, 2021 | 53.68% |
| October 31, 2021 | 53.68% |
| September 30, 2021 | 53.68% |
| August 31, 2021 | 53.68% |
| July 31, 2021 | 53.68% |
| June 30, 2021 | 53.68% |
| May 31, 2021 | 53.68% |
| April 30, 2021 | 53.68% |
| March 31, 2021 | 53.68% |
| February 28, 2021 | 53.68% |
| January 31, 2021 | 53.68% |
| December 31, 2020 | 53.68% |
| November 30, 2020 | 53.68% |
| October 31, 2020 | 53.68% |
| September 30, 2020 | 53.68% |
| August 31, 2020 | 53.68% |
| July 31, 2020 | 53.68% |
| June 30, 2020 | 53.68% |
| May 31, 2020 | 53.68% |
| April 30, 2020 | 53.68% |
| March 31, 2020 | 53.68% |
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
42.99%
Minimum
May 2019
76.94%
Maximum
Nov 2022
59.99%
Average
53.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Yasheng Group | 99.52% |
| Alico Inc | 53.78% |
| Cal-Maine Foods Inc | 47.88% |
| S&W Seed Co | 90.56% |
| Limoneira Co | 65.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.31 |
| Beta (5Y) | 0.3533 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.33% |
| Historical Sharpe Ratio (5Y) | -0.5728 |
| Historical Sortino (5Y) | -0.6098 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.20% |