China Oilfield Services Ltd (CHOLF)
1.001
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
China Oilfield Services Max Drawdown (5Y): 66.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.09% |
| March 31, 2024 | 68.99% |
| February 29, 2024 | 68.99% |
| January 31, 2024 | 68.99% |
| December 31, 2023 | 68.99% |
| November 30, 2023 | 70.82% |
| October 31, 2023 | 72.21% |
| September 30, 2023 | 72.21% |
| August 31, 2023 | 72.21% |
| July 31, 2023 | 72.21% |
| June 30, 2023 | 72.21% |
| May 31, 2023 | 72.21% |
| April 30, 2023 | 72.21% |
| March 31, 2023 | 72.21% |
| February 28, 2023 | 72.21% |
| January 31, 2023 | 72.21% |
| December 31, 2022 | 72.21% |
| November 30, 2022 | 72.21% |
| October 31, 2022 | 72.21% |
| September 30, 2022 | 72.21% |
| August 31, 2022 | 72.21% |
| July 31, 2022 | 72.21% |
| June 30, 2022 | 72.21% |
| May 31, 2022 | 73.76% |
| April 30, 2022 | 73.76% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.76% |
| February 28, 2022 | 73.76% |
| January 31, 2022 | 73.76% |
| December 31, 2021 | 73.76% |
| November 30, 2021 | 73.76% |
| October 31, 2021 | 73.76% |
| September 30, 2021 | 73.76% |
| August 31, 2021 | 73.76% |
| July 31, 2021 | 75.74% |
| June 30, 2021 | 75.96% |
| May 31, 2021 | 75.96% |
| April 30, 2021 | 75.96% |
| March 31, 2021 | 76.64% |
| February 28, 2021 | 76.64% |
| January 31, 2021 | 77.58% |
| December 31, 2020 | 77.90% |
| November 30, 2020 | 79.18% |
| October 31, 2020 | 80.14% |
| September 30, 2020 | 80.14% |
| August 31, 2020 | 80.14% |
| July 31, 2020 | 80.14% |
| June 30, 2020 | 80.14% |
| May 31, 2020 | 80.14% |
| April 30, 2020 | 80.14% |
| March 31, 2020 | 80.14% |
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
66.09%
Minimum
Apr 2024
80.14%
Maximum
May 2019
75.20%
Average
73.76%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Recon Technology Ltd | 99.40% |
| China Petroleum & Chemical Corp | 57.80% |
| PetroChina Co Ltd | 71.33% |
| Sinopec Oilfield Service Corp | 83.33% |
| SPT Energy Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.367 |
| Beta (5Y) | 0.4448 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.39% |
| Historical Sharpe Ratio (5Y) | -0.0081 |
| Historical Sortino (5Y) | -0.0111 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.51% |