China Intelligence Information Systems, Inc. (IICN)
0.0001
0.00 (0.00%)
USD |
OTCM |
Dec 12, 16:00
China Intelligence Information Systems Max Drawdown (5Y): 100.00% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Far East Wind Power Corp. | 99.99% |
| Wind Works Power Corp. | 100.00% |
| PowerTap Hydrogen Capital Corp. | 100.0% |
| International Power Group Ltd. | 99.98% |
| XPLR Infrastructure LP | 88.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -205.82 |
| Beta (5Y) | 11.11 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.60K% |
| Historical Sharpe Ratio (5Y) | -0.0155 |
| Historical Sortino (5Y) | -0.763 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 70.16% |