Recon Technology Ltd (RCON)

2.143 -0.04 (-1.70%) USD  |  NASDAQ  |  Dec 17, 16:00
2.12 -0.02 (-1.07%) After-Hours: 20:00
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Recon Technology Max Drawdown (5Y): 99.46% 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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China Petroleum & Chemical Corp 57.80%
PetroChina Co Ltd 74.84%
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) -83.16
Beta (5Y) 2.393
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 134.0%
Historical Sharpe Ratio (5Y) -0.382
Historical Sortino (5Y) -0.8735
Monthly Value at Risk (VaR) 5% (5Y Lookback) 46.05%