Charles & Colvard Ltd (CTHR)
1.21
+0.01
(+0.83%)
USD |
NASDAQ |
Nov 04, 16:00
1.20
-0.01
(-0.83%)
After-Hours: 20:00
Charles & Colvard Max Drawdown (5Y): 96.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.67% |
| September 30, 2024 | 95.85% |
| August 31, 2024 | 95.85% |
| July 31, 2024 | 95.68% |
| June 30, 2024 | 95.68% |
| May 31, 2024 | 94.13% |
| April 30, 2024 | 91.81% |
| March 31, 2024 | 91.81% |
| February 29, 2024 | 91.81% |
| January 31, 2024 | 91.81% |
| December 31, 2023 | 91.81% |
| November 30, 2023 | 91.81% |
| October 31, 2023 | 90.44% |
| September 30, 2023 | 84.37% |
| August 31, 2023 | 80.76% |
| July 31, 2023 | 83.61% |
| June 30, 2023 | 83.81% |
| May 31, 2023 | 85.42% |
| April 30, 2023 | 87.55% |
| March 31, 2023 | 87.67% |
| February 28, 2023 | 87.67% |
| January 31, 2023 | 87.67% |
| December 31, 2022 | 87.67% |
| November 30, 2022 | 87.67% |
| October 31, 2022 | 87.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.67% |
| August 31, 2022 | 89.84% |
| July 31, 2022 | 89.84% |
| June 30, 2022 | 89.84% |
| May 31, 2022 | 89.96% |
| April 30, 2022 | 90.08% |
| March 31, 2022 | 90.08% |
| February 28, 2022 | 90.08% |
| January 31, 2022 | 90.08% |
| December 31, 2021 | 90.08% |
| November 30, 2021 | 90.08% |
| October 31, 2021 | 90.08% |
| September 30, 2021 | 90.08% |
| August 31, 2021 | 90.08% |
| July 31, 2021 | 90.08% |
| June 30, 2021 | 90.08% |
| May 31, 2021 | 90.08% |
| April 30, 2021 | 90.08% |
| March 31, 2021 | 90.08% |
| February 28, 2021 | 90.08% |
| January 31, 2021 | 90.08% |
| December 31, 2020 | 90.08% |
| November 30, 2020 | 90.69% |
| October 31, 2020 | 90.69% |
| September 30, 2020 | 90.69% |
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
80.76%
Minimum
Aug 2023
96.67%
Maximum
Oct 2024
90.07%
Average
90.08%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Maiden Lane Jewelry Ltd | -- |
| Sunstock Inc | 100.00% |
| Brilliant Earth Group Inc | -- |
| Adamas One Corp | -- |
| OneWater Marine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -58.73 |
| Beta (5Y) | 1.447 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.81% |
| Historical Sharpe Ratio (5Y) | -0.6179 |
| Historical Sortino (5Y) | -1.036 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.72% |