Datang International Power Generation Co Ltd (DIPGF)
0.1511
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Datang International Power Generation Max Drawdown (5Y): 70.27% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 70.27% |
| August 31, 2024 | 70.27% |
| July 31, 2024 | 70.27% |
| June 30, 2024 | 70.27% |
| May 31, 2024 | 70.27% |
| April 30, 2024 | 70.27% |
| March 31, 2024 | 70.27% |
| February 29, 2024 | 70.27% |
| January 31, 2024 | 70.27% |
| December 31, 2023 | 70.27% |
| November 30, 2023 | 70.27% |
| October 31, 2023 | 70.27% |
| September 30, 2023 | 70.27% |
| August 31, 2023 | 70.27% |
| July 31, 2023 | 70.27% |
| June 30, 2023 | 70.27% |
| May 31, 2023 | 70.27% |
| April 30, 2023 | 70.27% |
| March 31, 2023 | 70.27% |
| February 28, 2023 | 70.27% |
| January 31, 2023 | 70.27% |
| December 31, 2022 | 70.27% |
| November 30, 2022 | 70.27% |
| October 31, 2022 | 70.27% |
| September 30, 2022 | 70.27% |
| Date | Value |
|---|---|
| August 31, 2022 | 70.27% |
| July 31, 2022 | 70.27% |
| June 30, 2022 | 70.27% |
| May 31, 2022 | 70.27% |
| April 30, 2022 | 70.27% |
| March 31, 2022 | 70.27% |
| February 28, 2022 | 70.27% |
| January 31, 2022 | 70.27% |
| December 31, 2021 | 70.27% |
| November 30, 2021 | 70.27% |
| October 31, 2021 | 70.27% |
| September 30, 2021 | 70.27% |
| August 31, 2021 | 70.27% |
| July 31, 2021 | 70.27% |
| June 30, 2021 | 70.27% |
| May 31, 2021 | 70.27% |
| April 30, 2021 | 70.27% |
| March 31, 2021 | 70.27% |
| February 28, 2021 | 70.27% |
| January 31, 2021 | 70.27% |
| December 31, 2020 | 70.27% |
| November 30, 2020 | 70.27% |
| October 31, 2020 | 70.27% |
| September 30, 2020 | 70.27% |
| August 31, 2020 | 70.27% |
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
64.29%
Minimum
Nov 2019
70.27%
Maximum
Jun 2020
69.65%
Average
70.27%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Smart Powerr Corp | 98.03% |
| China Longyuan Power Group Corp Ltd | 76.53% |
| Shunfeng International Clean Energy Ltd | 98.53% |
| Huaneng Power International Inc | 67.49% |
| CGN Power Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.200 |
| Beta (5Y) | -0.2601 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.27% |
| Historical Sharpe Ratio (5Y) | -0.1168 |
| Historical Sortino (5Y) | -0.1731 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.43% |