China Longyuan Power Group Corp Ltd (CLPXY)
7.22
-0.03
(-0.41%)
USD |
OTCM |
May 03, 16:00
China Longyuan Power Group Max Drawdown (5Y): 76.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 76.53% |
| March 31, 2024 | 76.53% |
| February 29, 2024 | 76.53% |
| January 31, 2024 | 76.53% |
| December 31, 2023 | 71.04% |
| November 30, 2023 | 69.25% |
| October 31, 2023 | 68.50% |
| September 30, 2023 | 68.50% |
| August 31, 2023 | 68.50% |
| July 31, 2023 | 60.95% |
| June 30, 2023 | 59.43% |
| May 31, 2023 | 57.99% |
| April 30, 2023 | 57.30% |
| March 31, 2023 | 56.27% |
| February 28, 2023 | 56.27% |
| January 31, 2023 | 56.27% |
| December 31, 2022 | 56.27% |
| November 30, 2022 | 55.61% |
| October 31, 2022 | 53.48% |
| September 30, 2022 | 50.57% |
| August 31, 2022 | 50.57% |
| July 31, 2022 | 50.57% |
| June 30, 2022 | 50.57% |
| May 31, 2022 | 50.57% |
| April 30, 2022 | 50.57% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.57% |
| February 28, 2022 | 50.57% |
| January 31, 2022 | 50.57% |
| December 31, 2021 | 50.57% |
| November 30, 2021 | 50.57% |
| October 31, 2021 | 50.57% |
| September 30, 2021 | 50.57% |
| August 31, 2021 | 50.57% |
| July 31, 2021 | 50.57% |
| June 30, 2021 | 50.57% |
| May 31, 2021 | 50.57% |
| April 30, 2021 | 50.57% |
| March 31, 2021 | 50.57% |
| February 28, 2021 | 50.57% |
| January 31, 2021 | 50.57% |
| December 31, 2020 | 50.57% |
| November 30, 2020 | 50.57% |
| October 31, 2020 | 50.57% |
| September 30, 2020 | 50.57% |
| August 31, 2020 | 50.57% |
| July 31, 2020 | 50.57% |
| June 30, 2020 | 50.57% |
| May 31, 2020 | 50.57% |
| April 30, 2020 | 50.57% |
| March 31, 2020 | 50.57% |
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
50.57%
Minimum
May 2019
76.53%
Maximum
Jan 2024
54.92%
Average
50.57%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3956 |
| Beta (5Y) | 0.0145 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.99% |
| Historical Sharpe Ratio (5Y) | -0.0038 |
| Historical Sortino (5Y) | -0.0088 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.45% |