China Coal Energy Co Ltd (CCOZF)
1.006
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
China Coal Energy Max Drawdown (5Y): 63.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 63.51% |
| March 31, 2024 | 63.51% |
| February 29, 2024 | 63.51% |
| January 31, 2024 | 63.51% |
| December 31, 2023 | 63.51% |
| November 30, 2023 | 63.51% |
| October 31, 2023 | 63.51% |
| September 30, 2023 | 63.51% |
| August 31, 2023 | 63.51% |
| July 31, 2023 | 63.51% |
| June 30, 2023 | 63.51% |
| May 31, 2023 | 63.51% |
| April 30, 2023 | 63.51% |
| March 31, 2023 | 63.51% |
| February 28, 2023 | 63.51% |
| January 31, 2023 | 63.51% |
| December 31, 2022 | 63.51% |
| November 30, 2022 | 63.51% |
| October 31, 2022 | 63.51% |
| September 30, 2022 | 63.51% |
| August 31, 2022 | 63.51% |
| July 31, 2022 | 63.51% |
| June 30, 2022 | 63.51% |
| May 31, 2022 | 63.51% |
| April 30, 2022 | 63.51% |
| Date | Value |
|---|---|
| March 31, 2022 | 63.51% |
| February 28, 2022 | 63.51% |
| January 31, 2022 | 63.51% |
| December 31, 2021 | 63.51% |
| November 30, 2021 | 63.51% |
| October 31, 2021 | 63.51% |
| September 30, 2021 | 63.51% |
| August 31, 2021 | 63.51% |
| July 31, 2021 | 63.51% |
| June 30, 2021 | 63.51% |
| May 31, 2021 | 63.51% |
| April 30, 2021 | 63.51% |
| March 31, 2021 | 70.62% |
| February 28, 2021 | 74.06% |
| January 31, 2021 | 74.06% |
| December 31, 2020 | 79.67% |
| November 30, 2020 | 79.67% |
| October 31, 2020 | 79.67% |
| September 30, 2020 | 79.67% |
| August 31, 2020 | 79.67% |
| July 31, 2020 | 79.67% |
| June 30, 2020 | 79.67% |
| May 31, 2020 | 79.67% |
| April 30, 2020 | 79.67% |
| March 31, 2020 | 79.67% |
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
63.51%
Minimum
Apr 2021
79.67%
Maximum
May 2019
69.37%
Average
63.51%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Recon Technology Ltd | 99.40% |
| China Petroleum & Chemical Corp | 57.80% |
| PetroChina Co Ltd | 71.33% |
| Sinopec Oilfield Service Corp | 83.33% |
| SPT Energy Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.56 |
| Beta (5Y) | 0.163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.12% |
| Historical Sharpe Ratio (5Y) | 0.4148 |
| Historical Sortino (5Y) | 0.8735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |