Charles & Colvard Ltd (CTHR)
0.80
-0.12
(-13.04%)
USD |
NASDAQ |
Apr 07, 10:48
Charles & Colvard Max Drawdown (5Y): 97.39% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Sunstock Inc | 100.00% |
| Brilliant Earth Group Inc | -- |
| Adamas One Corp | -- |
| OneWater Marine Inc | 75.92% |
| Academy Sports and Outdoors Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.66 |
| Beta (5Y) | 1.296 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.30% |
| Historical Sharpe Ratio (5Y) | -0.5518 |
| Historical Sortino (5Y) | -0.9951 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.76% |