Chaoda Modern Agriculture (Holdings) Ltd (CMGHF)
0.003
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Chaoda Modern Agriculture Max Drawdown (5Y): 96.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.70% |
March 31, 2024 | 96.70% |
February 29, 2024 | 96.70% |
January 31, 2024 | 96.70% |
December 31, 2023 | 96.70% |
November 30, 2023 | 96.70% |
October 31, 2023 | 96.70% |
September 30, 2023 | 96.70% |
August 31, 2023 | 96.70% |
July 31, 2023 | 96.70% |
June 30, 2023 | 96.70% |
May 31, 2023 | 96.70% |
April 30, 2023 | 96.70% |
March 31, 2023 | 96.70% |
February 28, 2023 | 96.70% |
January 31, 2023 | 96.70% |
December 31, 2022 | 96.70% |
November 30, 2022 | 96.70% |
October 31, 2022 | 96.70% |
September 30, 2022 | 96.70% |
August 31, 2022 | 96.70% |
July 31, 2022 | 96.70% |
June 30, 2022 | 96.70% |
May 31, 2022 | 96.70% |
April 30, 2022 | 96.70% |
Date | Value |
---|---|
March 31, 2022 | 96.70% |
February 28, 2022 | 96.70% |
January 31, 2022 | 96.70% |
December 31, 2021 | 96.70% |
November 30, 2021 | 96.70% |
October 31, 2021 | 96.70% |
September 30, 2021 | 96.70% |
August 31, 2021 | 96.70% |
July 31, 2021 | 96.70% |
June 30, 2021 | 96.70% |
May 31, 2021 | 96.70% |
April 30, 2021 | 96.70% |
March 31, 2021 | 96.70% |
February 28, 2021 | 96.70% |
January 31, 2021 | 96.70% |
December 31, 2020 | 97.03% |
November 30, 2020 | 97.03% |
October 31, 2020 | 97.03% |
September 30, 2020 | 97.03% |
August 31, 2020 | 97.03% |
July 31, 2020 | 97.03% |
June 30, 2020 | 97.03% |
May 31, 2020 | 97.03% |
April 30, 2020 | 97.03% |
March 31, 2020 | 97.03% |
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
96.70%
Minimum
Jan 2021
98.46%
Maximum
May 2019
96.93%
Average
96.70%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.09 |
Beta (5Y) | 0.5227 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 128.6% |
Historical Sharpe Ratio (5Y) | -0.2042 |
Historical Sortino (5Y) | -0.4963 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.18% |