China Longyuan Power Group Corp Ltd (CLPXY)

8.44 -0.15 (-1.75%) USD  |  OTCM  |  Dec 27, 16:00
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China Longyuan Power Group Max Drawdown (5Y): 76.53% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Median

Max Drawdown (5Y) Benchmarks

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Smart Powerr Corp 98.37%
Shunfeng International Clean Energy Ltd 98.78%
Huaneng Power International Inc 67.49%
Datang International Power Generation Co Ltd 74.12%
CGN Power Co Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.698
Beta (5Y) 0.0130
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 64.54%
Historical Sharpe Ratio (5Y) 0.0755
Historical Sortino (5Y) 0.1807
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.30%