Gulf Resources Inc (GURE)
1.725
+0.04
(+2.68%)
USD |
NASDAQ |
May 31, 16:00
1.71
-0.02
(-0.87%)
After-Hours: 20:00
Gulf Resources Max Drawdown (5Y): 84.50% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 84.50% |
April 30, 2024 | 84.50% |
March 31, 2024 | 84.50% |
February 29, 2024 | 84.50% |
January 31, 2024 | 84.50% |
December 31, 2023 | 83.42% |
November 30, 2023 | 81.58% |
October 31, 2023 | 81.58% |
September 30, 2023 | 81.58% |
August 31, 2023 | 81.58% |
July 31, 2023 | 81.58% |
June 30, 2023 | 81.58% |
May 31, 2023 | 81.58% |
April 30, 2023 | 81.58% |
March 31, 2023 | 81.58% |
February 28, 2023 | 81.58% |
January 31, 2023 | 81.58% |
December 31, 2022 | 81.58% |
November 30, 2022 | 81.58% |
October 31, 2022 | 81.58% |
September 30, 2022 | 81.58% |
August 31, 2022 | 81.58% |
July 31, 2022 | 81.58% |
June 30, 2022 | 81.58% |
May 31, 2022 | 81.58% |
Date | Value |
---|---|
April 30, 2022 | 81.58% |
March 31, 2022 | 81.58% |
February 28, 2022 | 81.58% |
January 31, 2022 | 81.58% |
December 31, 2021 | 81.58% |
November 30, 2021 | 81.58% |
October 31, 2021 | 81.58% |
September 30, 2021 | 81.58% |
August 31, 2021 | 81.58% |
July 31, 2021 | 81.58% |
June 30, 2021 | 81.58% |
May 31, 2021 | 81.58% |
April 30, 2021 | 81.58% |
March 31, 2021 | 81.58% |
February 28, 2021 | 81.58% |
January 31, 2021 | 81.58% |
December 31, 2020 | 81.58% |
November 30, 2020 | 81.58% |
October 31, 2020 | 81.72% |
September 30, 2020 | 82.05% |
August 31, 2020 | 82.80% |
July 31, 2020 | 86.16% |
June 30, 2020 | 88.47% |
May 31, 2020 | 88.47% |
April 30, 2020 | 88.47% |
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
81.58%
Minimum
Nov 2020
91.91%
Maximum
Jun 2019
83.72%
Average
81.58%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Origin Agritech Ltd | 94.19% |
ReTo Eco-Solutions Inc | 99.71% |
CN Energy Group Inc | -- |
Hongli Group Inc | -- |
IT Tech Packaging Inc | 98.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.50 |
Beta (5Y) | 0.2228 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.63% |
Historical Sharpe Ratio (5Y) | -0.4265 |
Historical Sortino (5Y) | -0.8667 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.44% |