China Green Agriculture Inc (CGA)
2.94
+0.07
(+2.44%)
USD |
NYSE |
May 31, 16:00
China Green Agriculture Max Drawdown (5Y): 93.50% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 93.50% |
April 30, 2024 | 93.50% |
March 31, 2024 | 93.50% |
February 29, 2024 | 93.50% |
January 31, 2024 | 93.50% |
December 31, 2023 | 93.50% |
November 30, 2023 | 93.50% |
October 31, 2023 | 93.50% |
September 30, 2023 | 93.50% |
August 31, 2023 | 93.50% |
July 31, 2023 | 93.50% |
June 30, 2023 | 93.50% |
May 31, 2023 | 93.50% |
April 30, 2023 | 93.50% |
March 31, 2023 | 93.50% |
February 28, 2023 | 93.50% |
January 31, 2023 | 93.50% |
December 31, 2022 | 93.50% |
November 30, 2022 | 93.50% |
October 31, 2022 | 93.50% |
September 30, 2022 | 93.50% |
August 31, 2022 | 93.50% |
July 31, 2022 | 93.50% |
June 30, 2022 | 93.50% |
May 31, 2022 | 93.50% |
Date | Value |
---|---|
April 30, 2022 | 93.50% |
March 31, 2022 | 93.50% |
February 28, 2022 | 93.50% |
January 31, 2022 | 93.50% |
December 31, 2021 | 93.50% |
November 30, 2021 | 93.50% |
October 31, 2021 | 93.50% |
September 30, 2021 | 93.50% |
August 31, 2021 | 93.50% |
July 31, 2021 | 93.50% |
June 30, 2021 | 93.50% |
May 31, 2021 | 93.50% |
April 30, 2021 | 93.50% |
March 31, 2021 | 93.50% |
February 28, 2021 | 93.50% |
January 31, 2021 | 93.50% |
December 31, 2020 | 93.50% |
November 30, 2020 | 93.50% |
October 31, 2020 | 93.50% |
September 30, 2020 | 93.50% |
August 31, 2020 | 93.50% |
July 31, 2020 | 93.50% |
June 30, 2020 | 93.50% |
May 31, 2020 | 93.50% |
April 30, 2020 | 93.50% |
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
89.27%
Minimum
Nov 2019
93.50%
Maximum
Mar 2020
93.10%
Average
93.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
YCQH Agricultural Technology Co Ltd | -- |
Muliang Viagoo Technology Inc | 90.56% |
Solitario Resources Corp | 83.21% |
IT Tech Packaging Inc | 98.54% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.35 |
Beta (5Y) | 0.4936 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.1% |
Historical Sharpe Ratio (5Y) | -0.1484 |
Historical Sortino (5Y) | -0.5263 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.47% |