CooTek (Cayman) Inc (CTKYY)
0.0501
+0.02
(+43.14%)
USD |
OTCM |
May 16, 14:58
CooTek Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 100.00% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 99.99% |
| May 31, 2023 | 99.99% |
| April 30, 2023 | 99.99% |
| March 31, 2023 | 99.99% |
| February 28, 2023 | 99.99% |
| January 31, 2023 | 99.99% |
| December 31, 2022 | 99.99% |
| November 30, 2022 | 99.99% |
| October 31, 2022 | 99.99% |
| September 30, 2022 | 99.99% |
| August 31, 2022 | 99.99% |
| July 31, 2022 | 99.99% |
| June 30, 2022 | 99.99% |
| May 31, 2022 | 99.99% |
| April 30, 2022 | 98.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.48% |
| February 28, 2022 | 98.19% |
| January 31, 2022 | 97.58% |
| December 31, 2021 | 96.28% |
| November 30, 2021 | 94.25% |
| October 31, 2021 | 91.88% |
| September 30, 2021 | 90.62% |
| August 31, 2021 | 90.15% |
| July 31, 2021 | 89.31% |
| June 30, 2021 | 87.77% |
| May 31, 2021 | 85.77% |
| April 30, 2021 | 84.69% |
| March 31, 2021 | 80.38% |
| February 28, 2021 | 80.00% |
| January 31, 2021 | 80.00% |
| December 31, 2020 | 79.62% |
| November 30, 2020 | 66.38% |
| October 31, 2020 | 66.38% |
| September 30, 2020 | 65.00% |
| August 31, 2020 | 65.00% |
| July 31, 2020 | 65.00% |
| June 30, 2020 | 65.00% |
| May 31, 2020 | 65.00% |
| April 30, 2020 | 65.00% |
| March 31, 2020 | 65.00% |
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
41.56%
Minimum
May 2019
100.00%
Maximum
Aug 2023
84.68%
Average
93.07%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -86.44 |
| Beta (5Y) | 0.4252 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 805.2% |
| Historical Sharpe Ratio (5Y) | -0.1015 |
| Historical Sortino (5Y) | -1.175 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 60.00% |