Shunfeng International Clean Energy Ltd (SHUNF)
0.0048
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Shunfeng International Clean Energy Max Drawdown (5Y): 98.53% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.53% |
| August 31, 2024 | 98.53% |
| July 31, 2024 | 98.53% |
| June 30, 2024 | 98.53% |
| May 31, 2024 | 98.53% |
| April 30, 2024 | 98.53% |
| March 31, 2024 | 98.53% |
| February 29, 2024 | 98.53% |
| January 31, 2024 | 98.53% |
| December 31, 2023 | 98.53% |
| November 30, 2023 | 98.53% |
| October 31, 2023 | 98.53% |
| September 30, 2023 | 98.53% |
| August 31, 2023 | 98.53% |
| July 31, 2023 | 98.53% |
| June 30, 2023 | 98.53% |
| May 31, 2023 | 98.53% |
| April 30, 2023 | 98.53% |
| March 31, 2023 | 98.53% |
| February 28, 2023 | 98.53% |
| January 31, 2023 | 98.53% |
| December 31, 2022 | 98.53% |
| November 30, 2022 | 98.53% |
| October 31, 2022 | 98.53% |
| September 30, 2022 | 98.53% |
| Date | Value |
|---|---|
| August 31, 2022 | 98.53% |
| July 31, 2022 | 98.53% |
| June 30, 2022 | 98.53% |
| May 31, 2022 | 98.53% |
| April 30, 2022 | 98.53% |
| March 31, 2022 | 98.53% |
| February 28, 2022 | 98.53% |
| January 31, 2022 | 98.53% |
| December 31, 2021 | 98.53% |
| November 30, 2021 | 98.53% |
| October 31, 2021 | 98.53% |
| September 30, 2021 | 98.53% |
| August 31, 2021 | 98.53% |
| July 31, 2021 | 98.53% |
| June 30, 2021 | 98.53% |
| May 31, 2021 | 98.53% |
| April 30, 2021 | 98.53% |
| March 31, 2021 | 98.53% |
| February 28, 2021 | 98.53% |
| January 31, 2021 | 98.53% |
| December 31, 2020 | 98.53% |
| November 30, 2020 | 98.53% |
| October 31, 2020 | 98.53% |
| September 30, 2020 | 98.53% |
| August 31, 2020 | 98.53% |
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
97.94%
Minimum
Nov 2019
98.53%
Maximum
Mar 2020
98.50%
Average
98.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.14 |
| Beta (5Y) | 2.180 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.37% |
| Historical Sharpe Ratio (5Y) | -0.4102 |
| Historical Sortino (5Y) | -0.8995 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |