Charles & Colvard Ltd. (CTHRQ)
0.0002
0.00 (0.00%)
USD |
OTCM |
Jun 10, 16:00
Charles & Colvard Max Drawdown (5Y) : 100.00% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 100.00% |
| April 30, 2026 | 100.00% |
| March 31, 2026 | 100.00% |
| February 28, 2026 | 99.96% |
| January 31, 2026 | 99.96% |
| December 31, 2025 | 99.96% |
| November 30, 2025 | 99.96% |
| October 31, 2025 | 99.96% |
| September 30, 2025 | 99.96% |
| August 31, 2025 | 99.96% |
| July 31, 2025 | 99.96% |
| June 30, 2025 | 99.96% |
| May 31, 2025 | 99.96% |
| April 30, 2025 | 99.74% |
| March 31, 2025 | 97.39% |
| February 28, 2025 | 96.83% |
| January 31, 2025 | 96.83% |
| December 31, 2024 | 96.83% |
| November 30, 2024 | 96.72% |
| 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% |
| Date | Value |
|---|---|
| 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 | 87.48% |
| August 31, 2023 | 89.00% |
| July 31, 2023 | 89.00% |
| June 30, 2023 | 89.00% |
| May 31, 2023 | 89.00% |
| April 30, 2023 | 89.00% |
| March 31, 2023 | 89.00% |
| February 28, 2023 | 89.00% |
| January 31, 2023 | 89.00% |
| December 31, 2022 | 89.00% |
| November 30, 2022 | 89.00% |
| October 31, 2022 | 89.84% |
| September 30, 2022 | 89.84% |
| August 31, 2022 | 89.84% |
| July 31, 2022 | 89.96% |
| June 30, 2022 | 90.08% |
| May 31, 2022 | 90.08% |
| April 30, 2022 | 90.08% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Lot78, Inc. | 100.00% |
| Pick-Ups Plus, Inc. | 99.99% |
| Coupang, Inc. | 81.47% |
| Fly-E Group, Inc. | -- |
| MarineMax, Inc. | 73.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -131.41 |
| Beta (5Y) | 3.883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 648.5% |
| Historical Sharpe Ratio (5Y) | -0.139 |
| Historical Sortino (5Y) | -1.199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 59.57% |