Yunhong Green CTI Ltd (YHGJ)
0.73
+0.06
(+8.15%)
USD |
NASDAQ |
Nov 05, 10:31
Yunhong Green CTI Max Drawdown (5Y): 89.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.22% |
| September 30, 2024 | 91.95% |
| August 31, 2024 | 93.04% |
| July 31, 2024 | 93.04% |
| June 30, 2024 | 93.04% |
| May 31, 2024 | 93.04% |
| April 30, 2024 | 93.04% |
| March 31, 2024 | 93.04% |
| February 29, 2024 | 93.04% |
| January 31, 2024 | 93.04% |
| December 31, 2023 | 93.04% |
| November 30, 2023 | 93.04% |
| October 31, 2023 | 93.04% |
| September 30, 2023 | 93.04% |
| August 31, 2023 | 93.04% |
| July 31, 2023 | 93.04% |
| June 30, 2023 | 93.04% |
| May 31, 2023 | 93.04% |
| April 30, 2023 | 93.04% |
| March 31, 2023 | 93.04% |
| February 28, 2023 | 93.04% |
| January 31, 2023 | 93.04% |
| December 31, 2022 | 93.04% |
| November 30, 2022 | 93.04% |
| October 31, 2022 | 93.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.04% |
| August 31, 2022 | 93.04% |
| July 31, 2022 | 93.04% |
| June 30, 2022 | 93.04% |
| May 31, 2022 | 93.04% |
| April 30, 2022 | 93.04% |
| March 31, 2022 | 93.04% |
| February 28, 2022 | 93.04% |
| January 31, 2022 | 93.04% |
| December 31, 2021 | 93.04% |
| November 30, 2021 | 93.04% |
| October 31, 2021 | 93.04% |
| September 30, 2021 | 93.04% |
| August 31, 2021 | 93.04% |
| July 31, 2021 | 93.04% |
| June 30, 2021 | 93.04% |
| May 31, 2021 | 93.04% |
| April 30, 2021 | 93.04% |
| March 31, 2021 | 93.04% |
| February 28, 2021 | 93.04% |
| January 31, 2021 | 93.04% |
| December 31, 2020 | 93.04% |
| November 30, 2020 | 93.04% |
| October 31, 2020 | 93.04% |
| September 30, 2020 | 93.04% |
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
89.22%
Minimum
Oct 2024
93.04%
Maximum
Nov 2019
92.95%
Average
93.04%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| American Woodmark Corp | 74.37% |
| Bassett Furniture Industries Inc | 88.65% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.54 |
| Beta (5Y) | 0.9491 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.7% |
| Historical Sharpe Ratio (5Y) | -0.1372 |
| Historical Sortino (5Y) | -0.4308 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.24% |