IT Tech Packaging Inc (ITP)

0.2294 +0.02 (+9.24%) USD  |  NYAM  |  Dec 24, 13:00
0.2294 0.00 (0.00%) After-Hours: 13:41
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IT Tech Packaging Max Drawdown (5Y): 98.54% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Friedman Industries Inc 65.08%
Origin Agritech Ltd 94.19%
Solitario Resources Corp 83.21%
Paramount Gold Nevada Corp 82.58%
ReTo Eco-Solutions Inc 99.71%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -51.40
Beta (5Y) -0.2679
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 76.47%
Historical Sharpe Ratio (5Y) -0.719
Historical Sortino (5Y) -1.374
Monthly Value at Risk (VaR) 5% (5Y Lookback) 32.75%