Euro Tech Holdings Co Ltd (CLWT)

1.50 -0.03 (-1.96%) USD  |  NASDAQ  |  Dec 24, 16:00
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Euro Tech Holdings Max Drawdown (5Y): 65.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Max Drawdown (5Y) Benchmarks

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China Natural Resources Inc 96.01%
Highway Holdings Ltd 72.46%
Intelligent Living Application Group Inc --
WANG & LEE Group Inc --
Roma Green Finance Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.607
Beta (5Y) 0.5977
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 53.89%
Historical Sharpe Ratio (5Y) 0.2336
Historical Sortino (5Y) 0.5145
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.88%