PetroChina Co Ltd (PCCYF)

0.7598 +0.02 (+2.69%) USD  |  OTCM  |  Dec 17, 16:00
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PetroChina Max Drawdown (5Y): 74.84% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
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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Median

Max Drawdown (5Y) Benchmarks

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Recon Technology Ltd 99.46%
China Petroleum & Chemical Corp 57.80%
Sinopec Oilfield Service Corp 83.33%
SPT Energy Group Inc 81.38%
Sinopec Shanghai Petrochemical Co Ltd 89.74%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.492
Beta (5Y) 0.7806
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.01%
Historical Sharpe Ratio (5Y) 0.4143
Historical Sortino (5Y) 0.7222
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.46%