China National Building Material Co., Ltd. (CBUMY)
20.94
+0.25
(+1.21%)
USD |
OTCM |
Oct 01, 16:00
China National Building Material Max Drawdown (5Y) : 79.61% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 79.61% |
| August 31, 2026 | 79.61% |
| July 31, 2026 | 79.61% |
| June 30, 2026 | 79.61% |
| May 31, 2026 | 79.61% |
| April 30, 2026 | 79.61% |
| March 31, 2026 | 79.61% |
| February 28, 2026 | 79.61% |
| January 31, 2026 | 79.61% |
| December 31, 2025 | 79.61% |
| November 30, 2025 | 79.61% |
| October 31, 2025 | 79.61% |
| September 30, 2025 | 79.61% |
| August 31, 2025 | 79.61% |
| July 31, 2025 | 79.61% |
| June 30, 2025 | 79.61% |
| May 31, 2025 | 79.61% |
| April 30, 2025 | 79.61% |
| March 31, 2025 | 79.61% |
| February 28, 2025 | 79.61% |
| January 31, 2025 | 79.61% |
| December 31, 2024 | 79.61% |
| November 30, 2024 | 79.61% |
| October 31, 2024 | 79.61% |
| September 30, 2024 | 79.61% |
| Date | Value |
|---|---|
| August 31, 2024 | 77.35% |
| July 31, 2024 | 75.37% |
| June 30, 2024 | 75.37% |
| May 31, 2024 | 75.37% |
| April 30, 2024 | 75.37% |
| March 31, 2024 | 75.37% |
| February 29, 2024 | 74.57% |
| January 31, 2024 | 74.57% |
| December 31, 2023 | 71.31% |
| November 30, 2023 | 68.94% |
| October 31, 2023 | 68.94% |
| September 30, 2023 | 63.40% |
| August 31, 2023 | 62.08% |
| July 31, 2023 | 59.98% |
| June 30, 2023 | 59.65% |
| May 31, 2023 | 59.65% |
| April 30, 2023 | 58.26% |
| March 31, 2023 | 58.26% |
| February 28, 2023 | 58.26% |
| January 31, 2023 | 58.26% |
| December 31, 2022 | 58.26% |
| November 30, 2022 | 58.26% |
| October 31, 2022 | 51.56% |
| September 30, 2022 | 49.47% |
| August 31, 2022 | 47.39% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| ReTo Eco-Solutions, Inc. | 100.00% |
| Anhui Conch Cement Co., Ltd. | 69.06% |
| Asia Cement (China) Holdings Corp. | 50.72% |
| West China Cement Ltd. | 63.57% |
| Zhixin Group Holding Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.83 |
| Beta (5Y) | 0.5279 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.81% |
| Historical Sharpe Ratio (5Y) | -0.4006 |
| Historical Sortino (5Y) | -0.7877 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.34% |