Kunlun Energy Co Ltd (KLYCY)
9.76
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Kunlun Energy Max Drawdown (5Y): 59.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 59.77% |
| March 31, 2024 | 59.77% |
| February 29, 2024 | 59.77% |
| January 31, 2024 | 59.77% |
| December 31, 2023 | 59.77% |
| November 30, 2023 | 59.77% |
| October 31, 2023 | 87.21% |
| September 30, 2023 | 87.29% |
| August 31, 2023 | 87.29% |
| July 31, 2023 | 87.29% |
| June 30, 2023 | 87.29% |
| May 31, 2023 | 89.38% |
| April 30, 2023 | 89.38% |
| March 31, 2023 | 89.38% |
| February 28, 2023 | 89.53% |
| January 31, 2023 | 90.33% |
| December 31, 2022 | 90.33% |
| November 30, 2022 | 90.33% |
| October 31, 2022 | 90.33% |
| September 30, 2022 | 90.33% |
| August 31, 2022 | 90.33% |
| July 31, 2022 | 90.33% |
| June 30, 2022 | 90.33% |
| May 31, 2022 | 90.33% |
| April 30, 2022 | 90.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.33% |
| February 28, 2022 | 90.33% |
| January 31, 2022 | 90.33% |
| December 31, 2021 | 90.33% |
| November 30, 2021 | 90.35% |
| October 31, 2021 | 90.76% |
| September 30, 2021 | 91.15% |
| August 31, 2021 | 91.35% |
| July 31, 2021 | 91.35% |
| June 30, 2021 | 91.35% |
| May 31, 2021 | 91.35% |
| April 30, 2021 | 91.35% |
| March 31, 2021 | 91.35% |
| February 28, 2021 | 91.35% |
| January 31, 2021 | 91.35% |
| December 31, 2020 | 91.35% |
| November 30, 2020 | 91.63% |
| October 31, 2020 | 92.23% |
| September 30, 2020 | 92.23% |
| August 31, 2020 | 92.23% |
| July 31, 2020 | 92.23% |
| June 30, 2020 | 92.23% |
| May 31, 2020 | 92.68% |
| April 30, 2020 | 92.68% |
| March 31, 2020 | 92.68% |
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
59.77%
Minimum
Nov 2023
92.68%
Maximum
May 2019
87.82%
Average
90.55%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.832 |
| Beta (5Y) | 0.6783 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.29% |
| Historical Sharpe Ratio (5Y) | 0.3324 |
| Historical Sortino (5Y) | 0.5124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.86% |