China Coal Energy Co Ltd (CCOZY)
20.00
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Coal Energy Max Drawdown (5Y): 59.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.85% |
March 31, 2024 | 59.85% |
February 29, 2024 | 59.85% |
January 31, 2024 | 59.85% |
December 31, 2023 | 59.85% |
November 30, 2023 | 59.85% |
October 31, 2023 | 59.85% |
September 30, 2023 | 59.85% |
August 31, 2023 | 59.85% |
July 31, 2023 | 59.85% |
June 30, 2023 | 59.85% |
May 31, 2023 | 59.85% |
April 30, 2023 | 59.85% |
March 31, 2023 | 59.85% |
February 28, 2023 | 59.85% |
January 31, 2023 | 59.85% |
December 31, 2022 | 59.85% |
November 30, 2022 | 59.85% |
October 31, 2022 | 59.85% |
September 30, 2022 | 59.85% |
August 31, 2022 | 59.85% |
July 31, 2022 | 59.85% |
June 30, 2022 | 59.85% |
May 31, 2022 | 59.85% |
April 30, 2022 | 59.85% |
Date | Value |
---|---|
March 31, 2022 | 59.85% |
February 28, 2022 | 59.85% |
January 31, 2022 | 59.85% |
December 31, 2021 | 59.85% |
November 30, 2021 | 59.85% |
October 31, 2021 | 59.85% |
September 30, 2021 | 59.85% |
August 31, 2021 | 59.85% |
July 31, 2021 | 59.85% |
June 30, 2021 | 59.85% |
May 31, 2021 | 59.85% |
April 30, 2021 | 59.85% |
March 31, 2021 | 59.85% |
February 28, 2021 | 59.85% |
January 31, 2021 | 68.61% |
December 31, 2020 | 68.61% |
November 30, 2020 | 75.37% |
October 31, 2020 | 76.28% |
September 30, 2020 | 76.28% |
August 31, 2020 | 76.28% |
July 31, 2020 | 76.28% |
June 30, 2020 | 76.28% |
May 31, 2020 | 76.28% |
April 30, 2020 | 76.28% |
March 31, 2020 | 76.28% |
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
59.85%
Minimum
Feb 2021
76.28%
Maximum
May 2019
65.33%
Average
59.85%
Median
Feb 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) | 20.46 |
Beta (5Y) | -0.0193 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.53% |
Historical Sharpe Ratio (5Y) | 0.4007 |
Historical Sortino (5Y) | 0.8178 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |