China Resources Building Materials Technology Holdings Ltd (CARCY)
5.79
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
China Resources Building Materials Technology Holdings Max Drawdown (5Y): 90.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.06% |
| March 31, 2024 | 88.46% |
| February 29, 2024 | 87.69% |
| January 31, 2024 | 87.22% |
| December 31, 2023 | 83.84% |
| November 30, 2023 | 82.86% |
| October 31, 2023 | 82.86% |
| September 30, 2023 | 78.75% |
| August 31, 2023 | 75.44% |
| July 31, 2023 | 71.59% |
| June 30, 2023 | 68.60% |
| May 31, 2023 | 68.23% |
| April 30, 2023 | 68.23% |
| March 31, 2023 | 68.23% |
| February 28, 2023 | 68.23% |
| January 31, 2023 | 68.23% |
| December 31, 2022 | 68.23% |
| November 30, 2022 | 68.23% |
| October 31, 2022 | 68.23% |
| September 30, 2022 | 53.06% |
| August 31, 2022 | 53.06% |
| July 31, 2022 | 53.06% |
| June 30, 2022 | 53.06% |
| May 31, 2022 | 48.48% |
| April 30, 2022 | 48.48% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.48% |
| February 28, 2022 | 48.48% |
| January 31, 2022 | 48.48% |
| December 31, 2021 | 48.48% |
| November 30, 2021 | 47.14% |
| October 31, 2021 | 41.92% |
| September 30, 2021 | 44.09% |
| August 31, 2021 | 44.09% |
| July 31, 2021 | 47.88% |
| June 30, 2021 | 47.88% |
| May 31, 2021 | 57.68% |
| April 30, 2021 | 58.93% |
| March 31, 2021 | 58.93% |
| February 28, 2021 | 61.19% |
| January 31, 2021 | 68.02% |
| December 31, 2020 | 73.89% |
| November 30, 2020 | 74.35% |
| October 31, 2020 | 74.35% |
| September 30, 2020 | 74.35% |
| August 31, 2020 | 74.35% |
| July 31, 2020 | 74.35% |
| June 30, 2020 | 74.35% |
| May 31, 2020 | 74.35% |
| April 30, 2020 | 74.35% |
| March 31, 2020 | 74.35% |
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
41.92%
Minimum
Oct 2021
90.06%
Maximum
Apr 2024
66.85%
Average
70.09%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.89 |
| Beta (5Y) | 0.1436 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.51% |
| Historical Sharpe Ratio (5Y) | -0.7809 |
| Historical Sortino (5Y) | -1.128 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.77% |