China Resources Power Holdings Co Ltd (CRPJF)
1.80
0.00 (0.00%)
USD |
OTCM |
Jun 21, 16:00
China Resources Power Holdings Max Drawdown (5Y): 63.92% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 63.92% |
| April 30, 2024 | 63.92% |
| March 31, 2024 | 63.92% |
| February 29, 2024 | 63.92% |
| January 31, 2024 | 63.92% |
| December 31, 2023 | 63.92% |
| November 30, 2023 | 63.92% |
| October 31, 2023 | 63.92% |
| September 30, 2023 | 63.92% |
| August 31, 2023 | 63.92% |
| July 31, 2023 | 63.92% |
| June 30, 2023 | 63.92% |
| May 31, 2023 | 63.92% |
| April 30, 2023 | 63.92% |
| March 31, 2023 | 63.92% |
| February 28, 2023 | 63.92% |
| January 31, 2023 | 63.92% |
| December 31, 2022 | 63.92% |
| November 30, 2022 | 63.92% |
| October 31, 2022 | 57.06% |
| September 30, 2022 | 57.06% |
| August 31, 2022 | 57.06% |
| July 31, 2022 | 57.06% |
| June 30, 2022 | 57.06% |
| May 31, 2022 | 57.06% |
| Date | Value |
|---|---|
| April 30, 2022 | 57.06% |
| March 31, 2022 | 57.06% |
| February 28, 2022 | 57.06% |
| January 31, 2022 | 57.06% |
| December 31, 2021 | 57.06% |
| November 30, 2021 | 57.06% |
| October 31, 2021 | 57.06% |
| September 30, 2021 | 57.06% |
| August 31, 2021 | 57.06% |
| July 31, 2021 | 57.06% |
| June 30, 2021 | 64.57% |
| May 31, 2021 | 68.39% |
| April 30, 2021 | 69.87% |
| March 31, 2021 | 70.33% |
| February 28, 2021 | 70.33% |
| January 31, 2021 | 70.33% |
| December 31, 2020 | 70.33% |
| November 30, 2020 | 70.92% |
| October 31, 2020 | 70.92% |
| September 30, 2020 | 70.92% |
| August 31, 2020 | 70.92% |
| July 31, 2020 | 70.92% |
| June 30, 2020 | 70.92% |
| May 31, 2020 | 70.92% |
| April 30, 2020 | 70.92% |
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
57.06%
Minimum
Jul 2021
70.92%
Maximum
Jun 2019
64.80%
Average
63.92%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.42 |
| Beta (5Y) | -0.6627 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.39% |
| Historical Sharpe Ratio (5Y) | 0.0568 |
| Historical Sortino (5Y) | 0.1705 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.79% |