Gulf Resources Inc (GURE)
1.54
+0.02
(+1.32%)
USD |
NASDAQ |
Apr 29, 16:00
Gulf Resources Max Drawdown (5Y): 84.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.50% |
| February 29, 2024 | 84.50% |
| January 31, 2024 | 84.50% |
| December 31, 2023 | 83.42% |
| November 30, 2023 | 81.58% |
| October 31, 2023 | 81.58% |
| September 30, 2023 | 81.58% |
| August 31, 2023 | 81.58% |
| July 31, 2023 | 81.58% |
| June 30, 2023 | 81.58% |
| May 31, 2023 | 81.58% |
| April 30, 2023 | 81.58% |
| March 31, 2023 | 81.58% |
| February 28, 2023 | 81.58% |
| January 31, 2023 | 81.58% |
| December 31, 2022 | 81.58% |
| November 30, 2022 | 81.58% |
| October 31, 2022 | 81.58% |
| September 30, 2022 | 81.58% |
| August 31, 2022 | 81.58% |
| July 31, 2022 | 81.58% |
| June 30, 2022 | 81.58% |
| May 31, 2022 | 81.58% |
| April 30, 2022 | 81.58% |
| March 31, 2022 | 81.58% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.58% |
| January 31, 2022 | 81.58% |
| December 31, 2021 | 81.58% |
| November 30, 2021 | 81.58% |
| October 31, 2021 | 81.58% |
| September 30, 2021 | 81.58% |
| August 31, 2021 | 81.58% |
| July 31, 2021 | 81.58% |
| June 30, 2021 | 81.58% |
| May 31, 2021 | 81.58% |
| April 30, 2021 | 81.58% |
| March 31, 2021 | 81.58% |
| February 28, 2021 | 81.58% |
| January 31, 2021 | 81.58% |
| December 31, 2020 | 81.58% |
| November 30, 2020 | 81.58% |
| October 31, 2020 | 81.72% |
| September 30, 2020 | 82.05% |
| August 31, 2020 | 82.80% |
| July 31, 2020 | 86.16% |
| June 30, 2020 | 88.47% |
| May 31, 2020 | 88.47% |
| April 30, 2020 | 88.47% |
| March 31, 2020 | 88.47% |
| February 29, 2020 | 88.47% |
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
81.58%
Minimum
Nov 2020
91.91%
Maximum
Apr 2019
83.96%
Average
81.58%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Origin Agritech Ltd | 94.19% |
| ReTo Eco-Solutions Inc | 99.67% |
| CN Energy Group Inc | -- |
| Hongli Group Inc | -- |
| IT Tech Packaging Inc | 98.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.56 |
| Beta (5Y) | 0.2986 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.71% |
| Historical Sharpe Ratio (5Y) | -0.4678 |
| Historical Sortino (5Y) | -0.9709 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.44% |