China Natural Resources Inc (CHNR)
0.6303
-0.02
(-2.43%)
USD |
NASDAQ |
Nov 22, 16:00
0.6328
0.00 (0.00%)
After-Hours: 20:00
China Natural Resources Max Drawdown (5Y): 96.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.01% |
| September 30, 2024 | 96.01% |
| August 31, 2024 | 95.98% |
| July 31, 2024 | 95.59% |
| June 30, 2024 | 95.20% |
| May 31, 2024 | 93.74% |
| April 30, 2024 | 93.74% |
| March 31, 2024 | 93.74% |
| February 29, 2024 | 93.74% |
| January 31, 2024 | 93.02% |
| December 31, 2023 | 90.84% |
| November 30, 2023 | 90.84% |
| October 31, 2023 | 90.84% |
| September 30, 2023 | 90.84% |
| August 31, 2023 | 90.84% |
| July 31, 2023 | 90.84% |
| June 30, 2023 | 90.84% |
| May 31, 2023 | 90.84% |
| April 30, 2023 | 90.84% |
| March 31, 2023 | 90.84% |
| February 28, 2023 | 90.84% |
| January 31, 2023 | 90.84% |
| December 31, 2022 | 90.84% |
| November 30, 2022 | 89.45% |
| October 31, 2022 | 87.64% |
| Date | Value |
|---|---|
| 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% |
| 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 | 89.80% |
| May 31, 2021 | 89.80% |
| April 30, 2021 | 89.80% |
| March 31, 2021 | 90.12% |
| February 28, 2021 | 92.89% |
| January 31, 2021 | 94.71% |
| December 31, 2020 | 94.71% |
| November 30, 2020 | 94.71% |
| October 31, 2020 | 94.71% |
| September 30, 2020 | 94.71% |
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
Jul 2021
96.01%
Maximum
Sep 2024
91.38%
Average
90.84%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.27 |
| Beta (5Y) | 0.7952 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.55% |
| Historical Sharpe Ratio (5Y) | -0.4842 |
| Historical Sortino (5Y) | -1.024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.98% |