China Natural Resources Inc (CHNR)
0.9691
-0.03
(-2.85%)
USD |
NASDAQ |
May 03, 16:00
0.9649
0.00 (0.00%)
After-Hours: 20:00
China Natural Resources Max Drawdown (5Y): 93.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.74% |
| March 31, 2024 | 93.74% |
| February 29, 2024 | 93.74% |
| January 31, 2024 | 93.02% |
| December 31, 2023 | 89.50% |
| November 30, 2023 | 88.47% |
| October 31, 2023 | 88.47% |
| September 30, 2023 | 88.43% |
| August 31, 2023 | 88.43% |
| July 31, 2023 | 88.43% |
| June 30, 2023 | 88.43% |
| May 31, 2023 | 88.43% |
| April 30, 2023 | 88.43% |
| March 31, 2023 | 88.43% |
| February 28, 2023 | 88.43% |
| January 31, 2023 | 88.43% |
| December 31, 2022 | 88.43% |
| November 30, 2022 | 88.43% |
| October 31, 2022 | 87.64% |
| September 30, 2022 | 87.02% |
| August 31, 2022 | 87.02% |
| July 31, 2022 | 87.02% |
| June 30, 2022 | 87.02% |
| May 31, 2022 | 87.02% |
| April 30, 2022 | 87.02% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.02% |
| February 28, 2022 | 87.02% |
| January 31, 2022 | 87.02% |
| December 31, 2021 | 87.02% |
| November 30, 2021 | 87.02% |
| October 31, 2021 | 87.02% |
| September 30, 2021 | 87.02% |
| August 31, 2021 | 87.02% |
| July 31, 2021 | 87.02% |
| June 30, 2021 | 87.02% |
| May 31, 2021 | 87.02% |
| April 30, 2021 | 89.63% |
| March 31, 2021 | 89.63% |
| February 28, 2021 | 89.63% |
| January 31, 2021 | 89.63% |
| December 31, 2020 | 92.13% |
| November 30, 2020 | 94.55% |
| October 31, 2020 | 94.55% |
| September 30, 2020 | 94.55% |
| August 31, 2020 | 94.55% |
| July 31, 2020 | 94.55% |
| June 30, 2020 | 94.55% |
| May 31, 2020 | 94.55% |
| April 30, 2020 | 94.55% |
| March 31, 2020 | 94.55% |
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
87.02%
Minimum
May 2021
94.55%
Maximum
May 2019
90.46%
Average
88.47%
Median
Oct 2023
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.97 |
| Beta (5Y) | 0.7388 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.92% |
| Historical Sharpe Ratio (5Y) | -0.4606 |
| Historical Sortino (5Y) | -0.9471 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.61% |