China Natural Resources Inc

10-Year Study

CHNR.US · Basic Materials · US · Common Stock

Executive Summary: China Natural Resources Inc has compounded at -24.1% annually over the last 10 years, with a maximum drawdown of 97.0% and an annualized volatility of 125.4%.

1Y CAGR
-10.4%
3Y CAGR
-37.7%
5Y CAGR
-41.5%
10Y CAGR
-24.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
97.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +23.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -58.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202618.6-24.426.0-0.5————————12.5%
2025-10.3-8.21.80.0-1.8-12.1-8.13.933.811.5-34.9-1.4-33.8%
2024-38.422.4-0.8-14.3-8.8-16.1-20.5-9.732.1-6.8-11.611.5-57.2%
202342.137.0-16.2-25.8-12.6-0.521.0-22.32.1-15.18.0-9.7-16.3%
202246.615.3-3.1-20.0-7.9-2.9-5.9-4.7-16.4-5.9-14.6-7.3-34.5%
202113.025.6-7.1-17.6-6.08.5-7.2-9.9-3.15.6-31.3-35.6-58.0%
2020-38.8-25.8-13.722.0-19.046.92.50.0-8.22.727.8-6.1-34.0%
2019-3.36.3-4.411.3-7.6-3.5-10.324.32.2-28.238.511.823.6%
20181.9-21.74.2-8.1-3.414.2-12.0-3.2-6.16.7-13.11.2-36.7%
2017-8.5-4.0-0.52.36.8-11.4-5.7-1.52.19.512.68.87.7%
2016———15.9-2.5-17.936.70.64.0-5.053.5-7.179.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 125.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.1% of variance. Idiosyncratic stock-specific factors contribute 18.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111594.202898550726
2016-05-0111304.347826086956
2016-06-019276.086956521738
2016-07-0112681.159420289854
2016-08-0112753.623188405798
2016-09-0113260.86956521739
2016-10-0112602.173913043478
2016-11-0119347.82608695652
2016-12-0117971.014492753624
2017-01-0116449.275362318836
2017-02-0115797.101449275362
2017-03-0115724.637681159418
2017-04-0116086.956521739128
2017-05-0117173.91304347826
2017-06-0115217.391304347824
2017-07-0114347.82608695652
2017-08-0114130.434782608694
2017-09-0114420.28985507246
2017-10-0115797.101449275362
2017-11-0117789.855072463768
2017-12-0119347.82608695652
2018-01-0119709.420289855072
2018-02-0115434.782608695652
2018-03-0116086.956521739128
2018-04-0114782.608695652172
2018-05-0114275.362318840578
2018-06-0116304.347826086956
2018-07-0114347.82608695652
2018-08-0113895.652173913042
2018-09-0113043.478260869566
2018-10-0113920.289855072462
2018-11-0112101.449275362316
2018-12-0112250
2019-01-0111847.82608695652
2019-02-0112600
2019-03-0112047.101449275362
2019-04-0113405.797101449274
2019-05-0112391.304624253426
2019-06-0111956.521739130434
2019-07-0110724.637819373089
2019-08-0113333.333056905994
2019-09-0113623.187852942425
2019-10-019782.608695652172
2019-11-0113550.725190535835
2019-12-0115144.927259804546
2020-01-019275.362457054249
2020-02-016884.057971014492
2020-03-015942.028847293576
2020-04-017246.376811594203
2020-05-015869.565493818643
2020-06-018623.188129369762
2020-07-018840.57957193126
2020-08-018840.57957193126
2020-09-018115.941890771837
2020-10-018333.333333333332
2020-11-0110652.17377482981
2020-12-0110000.000138213669
2021-01-0111304.348102514294
2021-02-0114202.898827151976
2021-03-0113188.406349956125
2021-04-0110869.565217391304
2021-05-0110217.391580775164
2021-06-0111086.956659952799
2021-07-0110289.854934250097
2021-08-019275.362457054249
2021-09-018985.506969949472
2021-10-019492.753899615744
2021-11-016521.739130434783
2021-12-014202.898688938306
2022-01-016159.420289855072
2022-02-017101.449413575988
2022-03-016884.057971014492
2022-04-015507.24630770476
2022-05-015072.463768115941
2022-06-014927.536370097727
2022-07-014637.681228527124
2022-08-014420.28978596563
2022-09-013695.6521048062086
2022-10-013478.2610077788863
2022-11-012971.014423646788
2022-12-012753.62315385238
2023-01-013913.043547367704
2023-02-015362.318909686544
2023-03-014492.753484974736
2023-04-013333.3332642264986
2023-05-012913.0434644395027
2023-06-012898.5507246376815
2023-07-013507.2464873825293
2023-08-012724.6376742487364
2023-09-012782.6086334560227
2023-10-012362.3188336690264
2023-11-012550.7246238597927
2023-12-012304.3478744617405
2024-01-011420.2898827151976
2024-02-011739.1305038894432
2024-03-011724.6377640876217
2024-04-011478.2608419224835
2024-05-011347.8260973225467
2024-06-011130.434741144595
2024-07-01898.5507315483645
2024-08-01811.5942063538923
2024-09-011072.4637819373088
2024-10-01999.9999965446582
2024-11-01884.0579917465432
2024-12-01985.5072567428367
2025-01-01884.0579917465432
2025-02-01811.5942063538923
2025-03-01826.0869461557139
2025-04-01826.0869461557139
2025-05-01811.5942063538923
2025-06-01713.7681263080542
2025-07-01655.7970807172251
2025-08-01681.1594185621841
2025-09-01911.2319220667299
2025-10-011016.304372013479
2025-11-01661.2319013346796
2025-12-01652.1738957667695
2026-01-01773.5507211823393
2026-02-01585.1449275362319
2026-03-01737.3188405797101
2026-04-01733.695652173913
Annual Return Matrix
YearAnnual Return
20170.0766129032258065
2018-0.36685393258426957
20190.2363205926371057
2020-0.3397128974825644
2021-0.5797101369151497
2022-0.3448276159737812
2023-0.16315786666817245
2024-0.5723270485047594
2025-0.33823531860917466
20260.12500002980232305
Total Factor Risk
1.2537833731969945
VTI.US Exposure
0.02032444445600925
VEA.US Exposure
-0.0001814706336519884
VWO.US Exposure
0.000729458658968879
QQQ.US Exposure
0.057149189204832036
VTV.US Exposure
0.00029107287450904734
IJR.US Exposure
0.043520199912467965
QUAL.US Exposure
0.001447927037949894
SHV.US Exposure
0.5314754049436652
TLT.US Exposure
0.027948672582198488
LQD.US Exposure
0.0015476468838454649
HYG.US Exposure
0.02362494854713909
GLD.US Exposure
0.0027872527595567504
USO.US Exposure
0.009394536592896335
VNQ.US Exposure
0.025458987445768914
BTC-USD.CC Exposure
0.0005127138065352222
CPER.US Exposure
0.00009183699943138408
VIX.INDX Exposure
0.00033673058175631487
UUP.US Exposure
0.004505910420409767
TIP.US Exposure
0.06418918073323675
Idiosyncratic Exposure
0.18484535619247525
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
125.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$5.1M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
43.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
-0.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is China Natural Resources Inc a high-risk investment?

China Natural Resources Inc (CHNR.US) has an annualized volatility of 125.4% and experienced a maximum drawdown of 97.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CHNR.US?

Over the past 10 years, CHNR.US has generated a Compound Annual Growth Rate (CAGR) of -24.1%. It has had a positive return in 30% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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