Noble Group Ltd. (NOBGY)
0.0000
0.00 (0.00%)
USD |
OTCM |
May 18, 16:00
Noble Group Max Drawdown (5Y) : 100.00% for April 30, 2026
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
| Euro Tech Holdings Co. Ltd. | 66.66% |
| China Shoe Holdings, Inc. | 99.97% |
| TransAKT Ltd. | 99.87% |
| New Energy Exchange Ltd. | 100.00% |
| China Aircraft Leasing Group Holdings Ltd. | 46.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -94.33 |
| Beta (5Y) | -0.2542 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 117.6% |
| Historical Sharpe Ratio (5Y) | -0.8233 |
| Historical Sortino (5Y) | -1.374 |