COSCO SHIPPING Energy Transportation Co Ltd (CSDXF)
1.014
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
COSCO SHIPPING Energy Transportation Max Drawdown (5Y): 57.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.30% |
March 31, 2024 | 57.30% |
February 29, 2024 | 57.30% |
January 31, 2024 | 57.30% |
December 31, 2023 | 57.30% |
November 30, 2023 | 57.30% |
October 31, 2023 | 57.30% |
September 30, 2023 | 57.30% |
August 31, 2023 | 57.30% |
July 31, 2023 | 57.30% |
June 30, 2023 | 57.30% |
May 31, 2023 | 57.30% |
April 30, 2023 | 57.30% |
March 31, 2023 | 57.30% |
February 28, 2023 | 57.30% |
January 31, 2023 | 57.30% |
December 31, 2022 | 57.30% |
November 30, 2022 | 57.30% |
October 31, 2022 | 57.30% |
September 30, 2022 | 57.30% |
August 31, 2022 | 57.30% |
July 31, 2022 | 57.30% |
June 30, 2022 | 57.30% |
May 31, 2022 | 57.30% |
April 30, 2022 | 57.30% |
Date | Value |
---|---|
March 31, 2022 | 57.30% |
February 28, 2022 | 57.30% |
January 31, 2022 | 57.30% |
December 31, 2021 | 57.30% |
November 30, 2021 | 57.30% |
October 31, 2021 | 57.30% |
September 30, 2021 | 57.30% |
August 31, 2021 | 57.30% |
July 31, 2021 | 57.30% |
June 30, 2021 | 57.30% |
May 31, 2021 | 57.30% |
April 30, 2021 | 57.30% |
March 31, 2021 | 57.30% |
February 28, 2021 | 57.30% |
January 31, 2021 | 57.30% |
December 31, 2020 | 57.30% |
November 30, 2020 | 57.30% |
October 31, 2020 | 57.30% |
September 30, 2020 | 57.30% |
August 31, 2020 | 57.30% |
July 31, 2020 | 63.18% |
June 30, 2020 | 63.18% |
May 31, 2020 | 63.18% |
April 30, 2020 | 63.18% |
March 31, 2020 | 63.18% |
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
57.30%
Minimum
Aug 2020
68.82%
Maximum
May 2019
59.11%
Average
57.30%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.178 |
Beta (5Y) | 0.5214 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.98% |
Historical Sharpe Ratio (5Y) | 0.1998 |
Historical Sortino (5Y) | 0.3879 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.20% |