China New Energy Group Co (CNER)
0.0120
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
China New Energy Group Max Drawdown (5Y): 99.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.00% |
| February 29, 2024 | 99.00% |
| January 31, 2024 | 99.00% |
| December 31, 2023 | 99.00% |
| November 30, 2023 | 99.00% |
| October 31, 2023 | 99.00% |
| September 30, 2023 | 99.00% |
| August 31, 2023 | 99.00% |
| July 31, 2023 | 99.00% |
| June 30, 2023 | 99.00% |
| May 31, 2023 | 99.00% |
| April 30, 2023 | 99.00% |
| March 31, 2023 | 99.00% |
| February 28, 2023 | 99.00% |
| January 31, 2023 | 99.00% |
| December 31, 2022 | 99.00% |
| November 30, 2022 | 99.00% |
| October 31, 2022 | 99.00% |
| September 30, 2022 | 99.00% |
| August 31, 2022 | 99.00% |
| July 31, 2022 | 99.00% |
| June 30, 2022 | 99.00% |
| May 31, 2022 | 99.00% |
| April 30, 2022 | 99.00% |
| March 31, 2022 | 99.00% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.00% |
| January 31, 2022 | 99.00% |
| December 31, 2021 | 99.00% |
| November 30, 2021 | 99.00% |
| October 31, 2021 | 99.25% |
| September 30, 2021 | 99.45% |
| August 31, 2021 | 99.55% |
| July 31, 2021 | 99.55% |
| June 30, 2021 | 99.55% |
| May 31, 2021 | 99.55% |
| April 30, 2021 | 99.65% |
| March 31, 2021 | 99.75% |
| February 28, 2021 | 99.75% |
| January 31, 2021 | 99.75% |
| December 31, 2020 | 99.75% |
| November 30, 2020 | 99.75% |
| October 31, 2020 | 99.75% |
| September 30, 2020 | 99.75% |
| August 31, 2020 | 99.75% |
| July 31, 2020 | 99.75% |
| June 30, 2020 | 99.75% |
| May 31, 2020 | 99.75% |
| April 30, 2020 | 99.75% |
| March 31, 2020 | 99.75% |
| February 29, 2020 | 99.75% |
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
99.00%
Minimum
Nov 2021
99.75%
Maximum
May 2019
99.35%
Average
99.25%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| CVS Health Corp | 48.63% |
| The Joint Corp | 93.13% |
| SCWorx Corp | 99.34% |
| AirSculpt Technologies Inc | -- |
| Enhabit Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 44.15 |
| Beta (5Y) | -0.4007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 250.8% |
| Historical Sharpe Ratio (5Y) | 0.1552 |
| Historical Sortino (5Y) | 0.567 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.98% |