CSE Global Ltd (CSYJF)
0.3046
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
CSE Global Max Drawdown (5Y): 42.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.68% |
March 31, 2024 | 42.68% |
February 29, 2024 | 42.68% |
January 31, 2024 | 42.68% |
December 31, 2023 | 42.68% |
November 30, 2023 | 42.68% |
October 31, 2023 | 42.68% |
September 30, 2023 | 42.68% |
August 31, 2023 | 54.27% |
July 31, 2023 | 54.27% |
June 30, 2023 | 54.27% |
May 31, 2023 | 54.27% |
April 30, 2023 | 55.66% |
March 31, 2023 | 56.34% |
February 28, 2023 | 56.34% |
January 31, 2023 | 56.35% |
December 31, 2022 | 61.23% |
November 30, 2022 | 61.23% |
October 31, 2022 | 63.97% |
September 30, 2022 | 64.74% |
August 31, 2022 | 64.74% |
July 31, 2022 | 64.74% |
June 30, 2022 | 64.74% |
May 31, 2022 | 64.74% |
April 30, 2022 | 64.74% |
Date | Value |
---|---|
March 31, 2022 | 64.74% |
February 28, 2022 | 64.74% |
January 31, 2022 | 64.74% |
December 31, 2021 | 64.74% |
November 30, 2021 | 64.74% |
October 31, 2021 | 64.74% |
September 30, 2021 | 64.74% |
August 31, 2021 | 64.74% |
July 31, 2021 | 64.74% |
June 30, 2021 | 64.74% |
May 31, 2021 | 64.74% |
April 30, 2021 | 64.74% |
March 31, 2021 | 64.74% |
February 28, 2021 | 64.74% |
January 31, 2021 | 64.74% |
December 31, 2020 | 64.74% |
November 30, 2020 | 64.74% |
October 31, 2020 | 64.74% |
September 30, 2020 | 64.74% |
August 31, 2020 | 64.74% |
July 31, 2020 | 64.74% |
June 30, 2020 | 64.74% |
May 31, 2020 | 64.74% |
April 30, 2020 | 64.74% |
March 31, 2020 | 64.74% |
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
42.68%
Minimum
Sep 2023
64.74%
Maximum
May 2019
60.40%
Average
64.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Trio-Tech International | 70.17% |
X3 Holdings Co Ltd | 99.97% |
Karooooo Ltd | -- |
Grab Holdings Inc | -- |
Ryde Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.657 |
Beta (5Y) | 0.5348 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.86% |
Historical Sharpe Ratio (5Y) | -0.046 |
Historical Sortino (5Y) | -0.0628 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.52% |