Chorus Ltd (CHRYY)
21.26
-0.24
(-1.12%)
USD |
OTCM |
May 17, 15:15
Chorus Max Drawdown (5Y): 31.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 31.40% |
March 31, 2024 | 31.40% |
February 29, 2024 | 31.40% |
January 31, 2024 | 31.40% |
December 31, 2023 | 31.40% |
November 30, 2023 | 31.40% |
October 31, 2023 | 31.40% |
September 30, 2023 | 31.40% |
August 31, 2023 | 31.40% |
July 31, 2023 | 31.40% |
June 30, 2023 | 31.40% |
May 31, 2023 | 31.40% |
April 30, 2023 | 31.40% |
March 31, 2023 | 31.40% |
February 28, 2023 | 31.40% |
January 31, 2023 | 31.40% |
December 31, 2022 | 31.40% |
November 30, 2022 | 31.40% |
October 31, 2022 | 31.40% |
September 30, 2022 | 31.40% |
August 31, 2022 | 31.40% |
July 31, 2022 | 31.40% |
June 30, 2022 | 31.40% |
May 31, 2022 | 31.40% |
April 30, 2022 | 31.40% |
Date | Value |
---|---|
March 31, 2022 | 31.40% |
February 28, 2022 | 31.40% |
January 31, 2022 | 31.40% |
December 31, 2021 | 31.40% |
November 30, 2021 | 31.40% |
October 31, 2021 | 31.40% |
September 30, 2021 | 31.40% |
August 31, 2021 | 31.40% |
July 31, 2021 | 31.40% |
June 30, 2021 | 30.78% |
May 31, 2021 | 29.66% |
April 30, 2021 | 29.66% |
March 31, 2021 | 29.66% |
February 28, 2021 | 29.66% |
January 31, 2021 | 29.66% |
December 31, 2020 | 29.66% |
November 30, 2020 | 29.66% |
October 31, 2020 | 29.66% |
September 30, 2020 | 29.66% |
August 31, 2020 | 29.66% |
July 31, 2020 | 32.17% |
June 30, 2020 | 40.43% |
May 31, 2020 | 40.43% |
April 30, 2020 | 40.43% |
March 31, 2020 | 40.43% |
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
29.66%
Minimum
Aug 2020
46.44%
Maximum
May 2019
33.50%
Average
31.40%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Spark New Zealand Ltd | 30.15% |
Sky Network Television Ltd | -- |
NZME Ltd | -- |
Inuvo Inc | 95.07% |
Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.936 |
Beta (5Y) | 0.7204 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.53% |
Historical Sharpe Ratio (5Y) | 0.1542 |
Historical Sortino (5Y) | 0.2986 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |