China Natural Resources Inc (CHNR)

0.5751 +0.01 (+2.01%) USD  |  NASDAQ  |  Dec 24, 16:00
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China Natural Resources Max Drawdown (5Y): 96.01% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Euro Tech Holdings Co Ltd 65.02%
Highway Holdings Ltd 72.46%
Intelligent Living Application Group Inc --
WANG & LEE Group Inc --
Roma Green Finance Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -53.95
Beta (5Y) 0.7022
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 80.33%
Historical Sharpe Ratio (5Y) -0.5549
Historical Sortino (5Y) -1.184
Monthly Value at Risk (VaR) 5% (5Y Lookback) 33.47%