Charles & Colvard Ltd (CTHR)

1.425 +0.06 (+4.01%) USD  |  NASDAQ  |  Dec 20, 16:00
1.42 0.00 (0.00%) After-Hours: 20:00
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Charles & Colvard Max Drawdown (5Y): 96.72% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Sunstock Inc 100.00%
Brilliant Earth Group Inc --
Adamas One Corp --
OneWater Marine Inc --
Academy Sports and Outdoors Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -60.47
Beta (5Y) 1.418
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 64.94%
Historical Sharpe Ratio (5Y) -0.6394
Historical Sortino (5Y) -1.081
Monthly Value at Risk (VaR) 5% (5Y Lookback) 30.72%