CMOC Group Ltd (CMCLF)
0.9212
-0.03
(-3.63%)
USD |
OTCM |
May 02, 13:43
CMOC Group Max Drawdown (5Y): 68.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.42% |
March 31, 2024 | 68.42% |
February 29, 2024 | 68.42% |
January 31, 2024 | 68.42% |
December 31, 2023 | 68.42% |
November 30, 2023 | 68.42% |
October 31, 2023 | 68.42% |
September 30, 2023 | 68.42% |
August 31, 2023 | 68.42% |
July 31, 2023 | 68.42% |
June 30, 2023 | 68.42% |
May 31, 2023 | 68.42% |
April 30, 2023 | 68.42% |
March 31, 2023 | 68.42% |
February 28, 2023 | 68.42% |
January 31, 2023 | 68.42% |
December 31, 2022 | 68.42% |
November 30, 2022 | 68.42% |
October 31, 2022 | 68.42% |
September 30, 2022 | 68.42% |
August 31, 2022 | 68.42% |
July 31, 2022 | 68.42% |
June 30, 2022 | 68.42% |
May 31, 2022 | 68.42% |
April 30, 2022 | 68.42% |
Date | Value |
---|---|
March 31, 2022 | 68.42% |
February 28, 2022 | 68.42% |
January 31, 2022 | 68.42% |
December 31, 2021 | 68.42% |
November 30, 2021 | 68.42% |
October 31, 2021 | 68.42% |
September 30, 2021 | 68.42% |
August 31, 2021 | 68.42% |
July 31, 2021 | 68.42% |
June 30, 2021 | 68.42% |
May 31, 2021 | 68.42% |
April 30, 2021 | 68.42% |
March 31, 2021 | 68.42% |
February 28, 2021 | 68.42% |
January 31, 2021 | 68.42% |
December 31, 2020 | 68.42% |
November 30, 2020 | 68.42% |
October 31, 2020 | 68.42% |
September 30, 2020 | 68.42% |
August 31, 2020 | 68.42% |
July 31, 2020 | 68.42% |
June 30, 2020 | 68.42% |
May 31, 2020 | 68.42% |
April 30, 2020 | 68.42% |
March 31, 2020 | 68.42% |
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
64.76%
Minimum
May 2019
68.42%
Maximum
Aug 2019
68.25%
Average
68.42%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Origin Agritech Ltd | 94.19% |
IT Tech Packaging Inc | 98.54% |
Gulf Resources Inc | 84.50% |
ReTo Eco-Solutions Inc | 99.71% |
CN Energy Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.378 |
Beta (5Y) | 1.015 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.36% |
Historical Sharpe Ratio (5Y) | 0.3878 |
Historical Sortino (5Y) | 0.8171 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.19% |