Euro Tech Holdings Co Ltd (CLWT)
1.43
-0.02
(-1.38%)
USD |
NASDAQ |
Nov 22, 16:00
1.34
-0.09
(-6.29%)
After-Hours: 20:00
Euro Tech Holdings Max Drawdown (5Y): 65.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.02% |
| September 30, 2024 | 65.02% |
| August 31, 2024 | 65.02% |
| July 31, 2024 | 65.02% |
| June 30, 2024 | 65.02% |
| May 31, 2024 | 65.02% |
| April 30, 2024 | 65.02% |
| March 31, 2024 | 65.02% |
| February 29, 2024 | 65.02% |
| January 31, 2024 | 65.02% |
| December 31, 2023 | 65.02% |
| November 30, 2023 | 65.98% |
| October 31, 2023 | 65.98% |
| September 30, 2023 | 65.98% |
| August 31, 2023 | 65.98% |
| July 31, 2023 | 65.98% |
| June 30, 2023 | 65.98% |
| May 31, 2023 | 65.98% |
| April 30, 2023 | 65.98% |
| March 31, 2023 | 65.98% |
| February 28, 2023 | 65.98% |
| January 31, 2023 | 65.98% |
| December 31, 2022 | 65.98% |
| November 30, 2022 | 65.98% |
| October 31, 2022 | 65.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.98% |
| August 31, 2022 | 65.98% |
| July 31, 2022 | 65.98% |
| June 30, 2022 | 65.98% |
| May 31, 2022 | 65.98% |
| April 30, 2022 | 65.98% |
| March 31, 2022 | 65.98% |
| February 28, 2022 | 65.98% |
| January 31, 2022 | 65.98% |
| December 31, 2021 | 65.98% |
| November 30, 2021 | 65.98% |
| October 31, 2021 | 65.98% |
| September 30, 2021 | 65.98% |
| August 31, 2021 | 65.98% |
| July 31, 2021 | 65.98% |
| June 30, 2021 | 66.21% |
| May 31, 2021 | 70.57% |
| April 30, 2021 | 71.26% |
| March 31, 2021 | 71.26% |
| February 28, 2021 | 71.26% |
| January 31, 2021 | 71.26% |
| December 31, 2020 | 71.26% |
| November 30, 2020 | 71.26% |
| October 31, 2020 | 71.50% |
| September 30, 2020 | 73.70% |
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
65.02%
Minimum
Dec 2023
82.81%
Maximum
Nov 2019
68.78%
Average
65.98%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.177 |
| Beta (5Y) | 0.6122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.71% |
| Historical Sharpe Ratio (5Y) | 0.2249 |
| Historical Sortino (5Y) | 0.4846 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.88% |