CMOC Group Ltd. (CMCLF)
2.15
-0.20
(-8.51%)
USD |
OTCM |
Aug 25, 16:00
CMOC Group Max Drawdown (5Y) : 64.97% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 64.97% |
| June 30, 2026 | 64.97% |
| May 31, 2026 | 64.97% |
| April 30, 2026 | 64.97% |
| March 31, 2026 | 64.97% |
| February 28, 2026 | 64.97% |
| January 31, 2026 | 64.97% |
| December 31, 2025 | 64.97% |
| November 30, 2025 | 64.97% |
| October 31, 2025 | 64.97% |
| September 30, 2025 | 64.97% |
| August 31, 2025 | 64.97% |
| July 31, 2025 | 64.97% |
| June 30, 2025 | 64.97% |
| May 31, 2025 | 65.18% |
| April 30, 2025 | 67.11% |
| March 31, 2025 | 68.51% |
| February 28, 2025 | 70.95% |
| January 31, 2025 | 70.95% |
| December 31, 2024 | 70.95% |
| November 30, 2024 | 70.95% |
| October 31, 2024 | 70.95% |
| September 30, 2024 | 70.95% |
| August 31, 2024 | 70.95% |
| July 31, 2024 | 71.54% |
| Date | Value |
|---|---|
| June 30, 2024 | 71.54% |
| May 31, 2024 | 71.54% |
| April 30, 2024 | 71.54% |
| March 31, 2024 | 71.54% |
| February 29, 2024 | 71.54% |
| January 31, 2024 | 71.54% |
| December 31, 2023 | 71.54% |
| November 30, 2023 | 71.54% |
| October 31, 2023 | 71.54% |
| September 30, 2023 | 71.54% |
| August 31, 2023 | 71.54% |
| July 31, 2023 | 71.54% |
| June 30, 2023 | 71.54% |
| May 31, 2023 | 71.54% |
| April 30, 2023 | 71.54% |
| March 31, 2023 | 71.54% |
| February 28, 2023 | 71.54% |
| January 31, 2023 | 71.54% |
| December 31, 2022 | 71.54% |
| November 30, 2022 | 71.54% |
| October 31, 2022 | 71.54% |
| September 30, 2022 | 71.54% |
| August 31, 2022 | 71.54% |
| July 31, 2022 | 71.54% |
| June 30, 2022 | 71.54% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Reliance, Inc. | 22.34% |
| Ryerson Holding Corp. | 58.19% |
| thyssenkrupp AG | 87.25% |
| OM Holdings Ltd. | 74.79% |
| Pine Valley Mining Corp. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.67 |
| Beta (5Y) | 0.6754 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.55% |
| Historical Sharpe Ratio (5Y) | 0.4545 |
| Historical Sortino (5Y) | 1.033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.05% |