China Petroleum & Chemical Corp. (SNPMF)
0.5074
-0.03
(-6.38%)
USD |
OTCM |
Jun 09, 16:00
China Petroleum & Chemical Max Drawdown (5Y) : 48.32% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 48.32% |
| April 30, 2026 | 48.32% |
| March 31, 2026 | 48.32% |
| February 28, 2026 | 48.32% |
| January 31, 2026 | 48.66% |
| December 31, 2025 | 48.66% |
| November 30, 2025 | 52.70% |
| October 31, 2025 | 52.70% |
| September 30, 2025 | 55.01% |
| August 31, 2025 | 55.01% |
| July 31, 2025 | 56.53% |
| June 30, 2025 | 56.53% |
| May 31, 2025 | 56.53% |
| April 30, 2025 | 56.53% |
| March 31, 2025 | 56.53% |
| February 28, 2025 | 56.63% |
| January 31, 2025 | 56.63% |
| December 31, 2024 | 56.63% |
| November 30, 2024 | 56.63% |
| October 31, 2024 | 56.63% |
| September 30, 2024 | 56.63% |
| August 31, 2024 | 56.63% |
| July 31, 2024 | 56.63% |
| June 30, 2024 | 56.63% |
| May 31, 2024 | 56.63% |
| Date | Value |
|---|---|
| April 30, 2024 | 56.63% |
| March 31, 2024 | 56.63% |
| February 29, 2024 | 56.63% |
| January 31, 2024 | 56.63% |
| December 31, 2023 | 56.63% |
| November 30, 2023 | 56.63% |
| October 31, 2023 | 56.63% |
| September 30, 2023 | 56.63% |
| August 31, 2023 | 56.63% |
| July 31, 2023 | 56.63% |
| June 30, 2023 | 56.63% |
| May 31, 2023 | 56.63% |
| April 30, 2023 | 56.63% |
| March 31, 2023 | 56.63% |
| February 28, 2023 | 56.63% |
| January 31, 2023 | 56.63% |
| December 31, 2022 | 56.63% |
| November 30, 2022 | 56.63% |
| October 31, 2022 | 56.63% |
| September 30, 2022 | 56.63% |
| August 31, 2022 | 56.63% |
| July 31, 2022 | 56.63% |
| June 30, 2022 | 56.63% |
| May 31, 2022 | 56.63% |
| April 30, 2022 | 56.63% |
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
| CrossAmerica Partners LP | 19.76% |
| Providence Resources, Inc. | 98.36% |
| China Shenhua Energy Co., Ltd. | 24.14% |
| COSCO SHIPPING Energy Transportation Co., Ltd. | 43.28% |
| China Coal Energy Co., Ltd. | 38.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.369 |
| Beta (5Y) | 0.4450 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.21% |
| Historical Sharpe Ratio (5Y) | 0.2814 |
| Historical Sortino (5Y) | 0.5038 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.69% |