Charles & Colvard Ltd. (CTHRQ)
0.0000
0.00 (0.00%)
USD |
OTCM |
Oct 15, 16:00
Charles & Colvard Max Drawdown (5Y) : 100.00% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 100.00% |
| August 31, 2026 | 100.00% |
| July 31, 2026 | 100.00% |
| June 30, 2026 | 100.00% |
| 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% |
| Date | Value |
|---|---|
| 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 | 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% |
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
| Cache, Inc. | 100.00% |
| Tapestry, Inc. | 46.06% |
| Columbia Sportswear Co. | 53.91% |
| Carter's, Inc. | 74.87% |
| Fossil Group, Inc. | 96.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -118.76 |
| Beta (5Y) | 2.793 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 713.0% |
| Historical Sharpe Ratio (5Y) | -0.1274 |
| Historical Sortino (5Y) | -1.035 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 78.25% |