IT Tech Packaging, Inc. (ITP)
0.181
0.00 (0.00%)
USD |
NYAM |
Aug 26, 13:09
IT Tech Packaging Max Drawdown (5Y) : 98.86% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 98.86% |
| June 30, 2026 | 98.86% |
| May 31, 2026 | 98.86% |
| April 30, 2026 | 98.86% |
| March 31, 2026 | 98.86% |
| February 28, 2026 | 98.86% |
| January 31, 2026 | 98.86% |
| December 31, 2025 | 98.86% |
| November 30, 2025 | 98.86% |
| October 31, 2025 | 98.86% |
| September 30, 2025 | 98.86% |
| August 31, 2025 | 98.86% |
| July 31, 2025 | 98.86% |
| June 30, 2025 | 98.86% |
| May 31, 2025 | 98.86% |
| April 30, 2025 | 98.61% |
| March 31, 2025 | 98.61% |
| February 28, 2025 | 98.61% |
| January 31, 2025 | 98.61% |
| December 31, 2024 | 98.61% |
| November 30, 2024 | 98.54% |
| October 31, 2024 | 98.54% |
| September 30, 2024 | 98.54% |
| August 31, 2024 | 98.54% |
| July 31, 2024 | 98.54% |
| Date | Value |
|---|---|
| June 30, 2024 | 98.54% |
| May 31, 2024 | 98.54% |
| April 30, 2024 | 98.54% |
| March 31, 2024 | 98.54% |
| February 29, 2024 | 98.54% |
| January 31, 2024 | 98.38% |
| December 31, 2023 | 98.06% |
| November 30, 2023 | 98.06% |
| October 31, 2023 | 97.85% |
| September 30, 2023 | 97.43% |
| August 31, 2023 | 97.43% |
| July 31, 2023 | 97.43% |
| June 30, 2023 | 97.43% |
| May 31, 2023 | 97.43% |
| April 30, 2023 | 97.43% |
| March 31, 2023 | 97.43% |
| February 28, 2023 | 97.10% |
| January 31, 2023 | 97.10% |
| December 31, 2022 | 97.10% |
| November 30, 2022 | 96.21% |
| October 31, 2022 | 95.65% |
| September 30, 2022 | 95.32% |
| August 31, 2022 | 94.26% |
| July 31, 2022 | 94.26% |
| June 30, 2022 | 92.51% |
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
| Oji Holdings Corp. | 52.55% |
| Mondi Plc | 62.18% |
| Greatview Aseptic Packaging Co., Ltd. | 74.35% |
| ZK International Group Co., Ltd. | 98.97% |
| ReTo Eco-Solutions, Inc. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.89 |
| Beta (5Y) | -0.2409 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.31% |
| Historical Sharpe Ratio (5Y) | -0.6364 |
| Historical Sortino (5Y) | -1.273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.89% |