China TMK Battery Systems Inc (DFEL)

0.75 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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China TMK Battery Systems Max Drawdown (5Y): 91.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CBAK Energy Technology Inc 93.42%
Advanced Energy Industries Inc 62.28%
Plug Power Inc 97.80%
Ultralife Corp 67.97%
Ideal Power Inc 98.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.92
Beta (5Y) -0.5504
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 222.9%
Historical Sharpe Ratio (5Y) -0.091
Historical Sortino (5Y) -0.3426
Monthly Value at Risk (VaR) 5% (5Y Lookback) 45.42%