China Gas Holdings Ltd (CGHLY)
22.15
+0.47
(+2.17%)
USD |
OTCM |
Sep 26, 16:00
China Gas Holdings Max Drawdown (5Y): 79.16% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 79.16% |
| July 31, 2024 | 79.16% |
| June 30, 2024 | 79.16% |
| May 31, 2024 | 79.16% |
| April 30, 2024 | 79.16% |
| March 31, 2024 | 79.16% |
| February 29, 2024 | 79.16% |
| January 31, 2024 | 79.16% |
| December 31, 2023 | 79.16% |
| November 30, 2023 | 79.16% |
| October 31, 2023 | 79.16% |
| September 30, 2023 | 79.16% |
| August 31, 2023 | 79.16% |
| July 31, 2023 | 79.16% |
| June 30, 2023 | 79.16% |
| May 31, 2023 | 79.16% |
| April 30, 2023 | 79.16% |
| March 31, 2023 | 79.16% |
| February 28, 2023 | 79.16% |
| January 31, 2023 | 79.16% |
| December 31, 2022 | 79.16% |
| November 30, 2022 | 79.16% |
| October 31, 2022 | 79.16% |
| September 30, 2022 | 74.31% |
| August 31, 2022 | 74.31% |
| Date | Value |
|---|---|
| July 31, 2022 | 74.31% |
| June 30, 2022 | 74.31% |
| May 31, 2022 | 74.31% |
| April 30, 2022 | 74.15% |
| March 31, 2022 | 72.70% |
| February 28, 2022 | 63.53% |
| January 31, 2022 | 61.70% |
| December 31, 2021 | 61.46% |
| November 30, 2021 | 60.69% |
| October 31, 2021 | 46.11% |
| September 30, 2021 | 42.91% |
| August 31, 2021 | 42.91% |
| July 31, 2021 | 42.91% |
| June 30, 2021 | 42.91% |
| May 31, 2021 | 42.91% |
| April 30, 2021 | 42.91% |
| March 31, 2021 | 42.91% |
| February 28, 2021 | 42.91% |
| January 31, 2021 | 42.91% |
| December 31, 2020 | 42.91% |
| November 30, 2020 | 42.91% |
| October 31, 2020 | 42.91% |
| September 30, 2020 | 42.91% |
| August 31, 2020 | 42.91% |
| July 31, 2020 | 42.91% |
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
42.91%
Minimum
Sep 2019
79.16%
Maximum
Oct 2022
61.76%
Average
68.12%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.75 |
| Beta (5Y) | 0.2655 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.29% |
| Historical Sharpe Ratio (5Y) | -0.72 |
| Historical Sortino (5Y) | -1.218 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.11% |