Yankuang Energy Group Co Ltd (YZCAY)
12.00
-0.23
(-1.87%)
USD |
OTCM |
Nov 15, 11:38
Yankuang Energy Group Max Drawdown (5Y): 51.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.12% |
| September 30, 2024 | 51.12% |
| August 31, 2024 | 51.12% |
| July 31, 2024 | 51.12% |
| June 30, 2024 | 51.12% |
| May 31, 2024 | 51.99% |
| April 30, 2024 | 51.99% |
| March 31, 2024 | 51.99% |
| February 29, 2024 | 51.99% |
| January 31, 2024 | 51.99% |
| December 31, 2023 | 51.99% |
| November 30, 2023 | 51.99% |
| October 31, 2023 | 55.75% |
| September 30, 2023 | 55.75% |
| August 31, 2023 | 55.75% |
| July 31, 2023 | 55.75% |
| June 30, 2023 | 55.75% |
| May 31, 2023 | 55.75% |
| April 30, 2023 | 55.75% |
| March 31, 2023 | 55.75% |
| February 28, 2023 | 55.75% |
| January 31, 2023 | 55.75% |
| December 31, 2022 | 55.75% |
| November 30, 2022 | 55.75% |
| October 31, 2022 | 55.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.75% |
| August 31, 2022 | 55.75% |
| July 31, 2022 | 55.75% |
| June 30, 2022 | 55.75% |
| May 31, 2022 | 55.75% |
| April 30, 2022 | 55.75% |
| March 31, 2022 | 56.53% |
| February 28, 2022 | 57.52% |
| January 31, 2022 | 57.52% |
| December 31, 2021 | 57.52% |
| November 30, 2021 | 62.54% |
| October 31, 2021 | 67.49% |
| September 30, 2021 | 69.74% |
| August 31, 2021 | 69.74% |
| July 31, 2021 | 69.74% |
| June 30, 2021 | 76.69% |
| May 31, 2021 | 77.90% |
| April 30, 2021 | 77.90% |
| March 31, 2021 | 82.15% |
| February 28, 2021 | 85.60% |
| January 31, 2021 | 85.60% |
| December 31, 2020 | 86.56% |
| November 30, 2020 | 89.70% |
| October 31, 2020 | 89.75% |
| September 30, 2020 | 89.75% |
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
51.12%
Minimum
Jun 2024
89.75%
Maximum
Nov 2019
66.44%
Average
55.75%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Recon Technology Ltd | 99.46% |
| China Petroleum & Chemical Corp | 57.80% |
| PetroChina Co Ltd | 71.33% |
| Sinopec Oilfield Service Corp | 83.33% |
| SPT Energy Group Inc | 81.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 36.85 |
| Beta (5Y) | 0.1977 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.28% |
| Historical Sharpe Ratio (5Y) | 0.816 |
| Historical Sortino (5Y) | 1.881 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.21% |