Recon Technology Ltd (RCON)
2.18
-0.12
(-5.22%)
USD |
NASDAQ |
Nov 15, 14:43
Recon Technology Max Drawdown (5Y): 99.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.46% |
| September 30, 2024 | 99.46% |
| August 31, 2024 | 99.46% |
| July 31, 2024 | 99.46% |
| June 30, 2024 | 99.46% |
| May 31, 2024 | 99.41% |
| April 30, 2024 | 99.40% |
| March 31, 2024 | 99.03% |
| February 29, 2024 | 98.94% |
| January 31, 2024 | 98.71% |
| December 31, 2023 | 98.45% |
| November 30, 2023 | 98.45% |
| October 31, 2023 | 98.31% |
| September 30, 2023 | 97.84% |
| August 31, 2023 | 97.84% |
| July 31, 2023 | 97.84% |
| June 30, 2023 | 97.84% |
| May 31, 2023 | 97.84% |
| April 30, 2023 | 97.84% |
| March 31, 2023 | 97.84% |
| February 28, 2023 | 96.63% |
| January 31, 2023 | 96.63% |
| December 31, 2022 | 96.63% |
| November 30, 2022 | 96.63% |
| October 31, 2022 | 96.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.63% |
| August 31, 2022 | 95.65% |
| July 31, 2022 | 95.64% |
| June 30, 2022 | 95.64% |
| May 31, 2022 | 95.33% |
| April 30, 2022 | 94.81% |
| March 31, 2022 | 94.81% |
| February 28, 2022 | 94.81% |
| January 31, 2022 | 94.81% |
| December 31, 2021 | 94.81% |
| November 30, 2021 | 94.81% |
| October 31, 2021 | 94.81% |
| September 30, 2021 | 94.81% |
| August 31, 2021 | 94.81% |
| July 31, 2021 | 94.81% |
| June 30, 2021 | 94.81% |
| May 31, 2021 | 94.81% |
| April 30, 2021 | 94.81% |
| March 31, 2021 | 94.81% |
| February 28, 2021 | 94.81% |
| January 31, 2021 | 94.81% |
| December 31, 2020 | 94.81% |
| November 30, 2020 | 94.81% |
| October 31, 2020 | 94.81% |
| September 30, 2020 | 94.81% |
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
91.26%
Minimum
Nov 2019
99.46%
Maximum
Jun 2024
95.88%
Average
95.07%
Median
Max Drawdown (5Y) Benchmarks
| China Petroleum & Chemical Corp | 57.80% |
| PetroChina Co Ltd | 71.33% |
| 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) | -81.87 |
| Beta (5Y) | 2.416 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 133.9% |
| Historical Sharpe Ratio (5Y) | -0.3784 |
| Historical Sortino (5Y) | -0.8643 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.05% |