China Everbright Environment Group Ltd. (CHFFF)
0.6708
0.00 (0.00%)
USD |
OTCM |
Jun 09, 16:00
China Everbright Environment Group Max Drawdown (5Y) : 68.38% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 68.38% |
| April 30, 2026 | 68.38% |
| March 31, 2026 | 68.38% |
| February 28, 2026 | 68.38% |
| January 31, 2026 | 68.38% |
| December 31, 2025 | 68.38% |
| November 30, 2025 | 68.38% |
| October 31, 2025 | 68.38% |
| September 30, 2025 | 68.38% |
| August 31, 2025 | 68.38% |
| July 31, 2025 | 68.38% |
| June 30, 2025 | 68.38% |
| May 31, 2025 | 68.52% |
| April 30, 2025 | 70.78% |
| March 31, 2025 | 71.06% |
| February 28, 2025 | 72.97% |
| January 31, 2025 | 72.97% |
| December 31, 2024 | 72.97% |
| November 30, 2024 | 72.97% |
| October 31, 2024 | 72.97% |
| September 30, 2024 | 72.97% |
| August 31, 2024 | 72.97% |
| July 31, 2024 | 72.97% |
| June 30, 2024 | 72.97% |
| May 31, 2024 | 72.97% |
| Date | Value |
|---|---|
| April 30, 2024 | 72.97% |
| March 31, 2024 | 72.97% |
| February 29, 2024 | 72.97% |
| January 31, 2024 | 72.97% |
| December 31, 2023 | 72.97% |
| November 30, 2023 | 72.97% |
| October 31, 2023 | 72.97% |
| September 30, 2023 | 72.97% |
| August 31, 2023 | 72.97% |
| July 31, 2023 | 72.97% |
| June 30, 2023 | 72.97% |
| May 31, 2023 | 72.97% |
| April 30, 2023 | 72.97% |
| March 31, 2023 | 72.97% |
| February 28, 2023 | 72.97% |
| January 31, 2023 | 72.97% |
| December 31, 2022 | 72.97% |
| November 30, 2022 | 72.97% |
| October 31, 2022 | 72.97% |
| September 30, 2022 | 72.97% |
| August 31, 2022 | 72.97% |
| July 31, 2022 | 72.97% |
| June 30, 2022 | 72.97% |
| May 31, 2022 | 72.97% |
| April 30, 2022 | 72.97% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Sino Bioenergy Corp. | 99.59% |
| Capital Environment Holdings Ltd. | 34.59% |
| Empire Diversified Energy, Inc. | 99.78% |
| Global Environmental Energy Corp. | 99.98% |
| Transtech Industries, Inc. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.805 |
| Beta (5Y) | 0.0681 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.57% |
| Historical Sharpe Ratio (5Y) | 0.1349 |
| Historical Sortino (5Y) | 0.2455 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.65% |