ReTo Eco-Solutions Inc (RETO)

0.89 -0.02 (-2.21%) USD  |  NASDAQ  |  Dec 24, 13:00
0.89 0.00 (0.00%) After-Hours: 13:49
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ReTo Eco-Solutions Max Drawdown (5Y): 99.71% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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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) -80.32
Beta (5Y) 1.339
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 158.0%
Historical Sharpe Ratio (5Y) -0.3952
Historical Sortino (5Y) -1.096
Monthly Value at Risk (VaR) 5% (5Y Lookback) 45.87%