China Intelligence Information Systems Inc (IICN)
0.01
0.00 (0.00%)
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OTCM |
May 01, 16:00
China Intelligence Information Systems Max Drawdown (5Y): 99.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.26% |
| March 31, 2024 | 99.26% |
| February 29, 2024 | 99.26% |
| January 31, 2024 | 99.26% |
| December 31, 2023 | 99.26% |
| November 30, 2023 | 99.26% |
| October 31, 2023 | 99.26% |
| September 30, 2023 | 99.26% |
| August 31, 2023 | 99.26% |
| July 31, 2023 | 99.26% |
| June 30, 2023 | 99.26% |
| May 31, 2023 | 99.26% |
| April 30, 2023 | 96.58% |
| March 31, 2023 | 96.77% |
| February 28, 2023 | 96.77% |
| January 31, 2023 | 96.77% |
| December 31, 2022 | 96.77% |
| November 30, 2022 | 96.77% |
| October 31, 2022 | 96.77% |
| September 30, 2022 | 96.77% |
| August 31, 2022 | 96.77% |
| July 31, 2022 | 96.77% |
| June 30, 2022 | 96.77% |
| May 31, 2022 | 96.77% |
| April 30, 2022 | 96.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.74% |
| February 28, 2022 | 98.00% |
| January 31, 2022 | 98.00% |
| December 31, 2021 | 98.00% |
| November 30, 2021 | 98.84% |
| October 31, 2021 | 99.44% |
| September 30, 2021 | 99.72% |
| August 31, 2021 | 99.72% |
| July 31, 2021 | 99.81% |
| June 30, 2021 | 99.81% |
| May 31, 2021 | 99.81% |
| April 30, 2021 | 99.81% |
| March 31, 2021 | 99.81% |
| February 28, 2021 | 99.81% |
| January 31, 2021 | 99.81% |
| December 31, 2020 | 99.81% |
| November 30, 2020 | 99.81% |
| October 31, 2020 | 99.81% |
| September 30, 2020 | 99.81% |
| August 31, 2020 | 99.81% |
| July 31, 2020 | 99.81% |
| June 30, 2020 | 99.81% |
| May 31, 2020 | 99.81% |
| April 30, 2020 | 99.81% |
| March 31, 2020 | 99.81% |
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
96.58%
Minimum
Apr 2023
99.81%
Maximum
May 2019
98.89%
Average
99.35%
Median
Max Drawdown (5Y) Benchmarks
| Arsenal Digital Holdings Inc | 99.17% |
| NextEra Energy Partners LP | 74.47% |
| Altus Power Inc | -- |
| Alternus Clean Energy Inc | -- |
| GE Vernova Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.82 |
| Beta (5Y) | 1.256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 209.3% |
| Historical Sharpe Ratio (5Y) | -0.0612 |
| Historical Sortino (5Y) | -0.1946 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.64% |