PetroChina Co Ltd (PCCYF)
0.70
+0.01
(+1.08%)
USD |
OTCM |
Nov 15, 13:52
PetroChina Max Drawdown (5Y): 71.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.33% |
| September 30, 2024 | 71.33% |
| August 31, 2024 | 71.33% |
| July 31, 2024 | 71.33% |
| June 30, 2024 | 71.33% |
| May 31, 2024 | 71.33% |
| April 30, 2024 | 71.33% |
| March 31, 2024 | 71.33% |
| February 29, 2024 | 71.33% |
| January 31, 2024 | 71.33% |
| December 31, 2023 | 71.33% |
| November 30, 2023 | 71.33% |
| October 31, 2023 | 71.33% |
| September 30, 2023 | 71.33% |
| August 31, 2023 | 71.33% |
| July 31, 2023 | 71.33% |
| June 30, 2023 | 71.33% |
| May 31, 2023 | 71.33% |
| April 30, 2023 | 71.33% |
| March 31, 2023 | 71.33% |
| February 28, 2023 | 71.33% |
| January 31, 2023 | 71.33% |
| December 31, 2022 | 71.33% |
| November 30, 2022 | 71.33% |
| October 31, 2022 | 71.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.33% |
| August 31, 2022 | 71.33% |
| July 31, 2022 | 71.33% |
| June 30, 2022 | 71.33% |
| May 31, 2022 | 71.33% |
| April 30, 2022 | 71.33% |
| March 31, 2022 | 71.33% |
| February 28, 2022 | 71.33% |
| January 31, 2022 | 71.33% |
| December 31, 2021 | 71.33% |
| November 30, 2021 | 71.33% |
| October 31, 2021 | 71.33% |
| September 30, 2021 | 71.33% |
| August 31, 2021 | 71.33% |
| July 31, 2021 | 71.33% |
| June 30, 2021 | 71.33% |
| May 31, 2021 | 71.33% |
| April 30, 2021 | 71.33% |
| March 31, 2021 | 71.33% |
| February 28, 2021 | 71.33% |
| January 31, 2021 | 71.33% |
| December 31, 2020 | 71.33% |
| November 30, 2020 | 71.33% |
| October 31, 2020 | 71.33% |
| September 30, 2020 | 71.33% |
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
67.40%
Minimum
Nov 2019
71.33%
Maximum
Mar 2020
71.07%
Average
71.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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 | 89.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.556 |
| Beta (5Y) | 0.8083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.78% |
| Historical Sharpe Ratio (5Y) | 0.4468 |
| Historical Sortino (5Y) | 0.769 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.69% |