COSCO Shipping International (Singapore) Co Ltd (CSCMY)
0.63
0.00 (0.00%)
USD |
OTCM |
Jun 25, 16:00
COSCO Shipping International Max Drawdown (5Y): 90.00% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 90.00% |
April 30, 2024 | 90.00% |
March 31, 2024 | 90.00% |
February 29, 2024 | 90.00% |
January 31, 2024 | 90.00% |
December 31, 2023 | 90.00% |
November 30, 2023 | 90.00% |
October 31, 2023 | 90.00% |
September 30, 2023 | 90.00% |
August 31, 2023 | 90.00% |
July 31, 2023 | 90.00% |
June 30, 2023 | 90.00% |
May 31, 2023 | 90.00% |
April 30, 2023 | 90.00% |
March 31, 2023 | 90.00% |
February 28, 2023 | 90.00% |
January 31, 2023 | 90.00% |
December 31, 2022 | 90.00% |
November 30, 2022 | 90.00% |
October 31, 2022 | 90.00% |
September 30, 2022 | 93.58% |
August 31, 2022 | 95.00% |
July 31, 2022 | 97.50% |
June 30, 2022 | 97.50% |
May 31, 2022 | 97.50% |
Date | Value |
---|---|
April 30, 2022 | 97.50% |
March 31, 2022 | 97.50% |
February 28, 2022 | 97.50% |
January 31, 2022 | 97.50% |
December 31, 2021 | 97.50% |
November 30, 2021 | 97.50% |
October 31, 2021 | 97.50% |
September 30, 2021 | 97.50% |
August 31, 2021 | 97.50% |
July 31, 2021 | 97.50% |
June 30, 2021 | 97.50% |
May 31, 2021 | 97.50% |
April 30, 2021 | 97.50% |
March 31, 2021 | 97.50% |
February 28, 2021 | 97.50% |
January 31, 2021 | 97.50% |
December 31, 2020 | 97.50% |
November 30, 2020 | 97.50% |
October 31, 2020 | 97.50% |
September 30, 2020 | 97.50% |
August 31, 2020 | 97.50% |
July 31, 2020 | 97.50% |
June 30, 2020 | 97.50% |
May 31, 2020 | 97.50% |
April 30, 2020 | 97.50% |
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
90.00%
Minimum
Oct 2022
97.50%
Maximum
Jun 2019
94.89%
Average
97.50%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.29 |
Beta (5Y) | 0.1004 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.66% |
Historical Sharpe Ratio (5Y) | -0.4651 |
Historical Sortino (5Y) | -0.6503 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.30% |