ReTo Eco-Solutions Inc (RETO)
0.94
+0.03
(+3.30%)
USD |
NASDAQ |
Nov 22, 10:58
ReTo Eco-Solutions Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Origin Agritech Ltd | 94.19% |
| IT Tech Packaging Inc | 98.54% |
| Gulf Resources Inc | 92.38% |
| Bon Natural Life Ltd | -- |
| CN Energy Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -78.82 |
| Beta (5Y) | 1.395 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 158.0% |
| Historical Sharpe Ratio (5Y) | -0.385 |
| Historical Sortino (5Y) | -1.060 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.87% |