Sharing Services Global Corp (SHRG)
0.0020
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Sharing Services Global Max Drawdown (5Y): 99.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.79% |
| March 31, 2024 | 99.79% |
| February 29, 2024 | 99.71% |
| January 31, 2024 | 99.70% |
| December 31, 2023 | 99.70% |
| November 30, 2023 | 99.70% |
| October 31, 2023 | 99.70% |
| September 30, 2023 | 99.70% |
| August 31, 2023 | 99.70% |
| July 31, 2023 | 99.70% |
| June 30, 2023 | 99.70% |
| May 31, 2023 | 99.70% |
| April 30, 2023 | 99.70% |
| March 31, 2023 | 98.22% |
| February 28, 2023 | 98.21% |
| January 31, 2023 | 98.14% |
| December 31, 2022 | 97.86% |
| November 30, 2022 | 97.67% |
| October 31, 2022 | 97.67% |
| September 30, 2022 | 97.67% |
| August 31, 2022 | 97.67% |
| July 31, 2022 | 97.67% |
| June 30, 2022 | 97.67% |
| May 31, 2022 | 97.67% |
| April 30, 2022 | 97.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.90% |
| February 28, 2022 | 96.90% |
| January 31, 2022 | 96.90% |
| December 31, 2021 | 96.90% |
| November 30, 2021 | 96.90% |
| October 31, 2021 | 96.90% |
| September 30, 2021 | 96.90% |
| August 31, 2021 | 96.90% |
| July 31, 2021 | 96.90% |
| June 30, 2021 | 96.90% |
| May 31, 2021 | 96.90% |
| April 30, 2021 | 96.90% |
| March 31, 2021 | 96.90% |
| February 28, 2021 | 96.90% |
| January 31, 2021 | 96.90% |
| December 31, 2020 | 96.90% |
| November 30, 2020 | 96.90% |
| October 31, 2020 | 96.90% |
| September 30, 2020 | 96.90% |
| August 31, 2020 | 96.90% |
| July 31, 2020 | 96.90% |
| June 30, 2020 | 96.90% |
| May 31, 2020 | 96.90% |
| April 30, 2020 | 96.90% |
| March 31, 2020 | 96.90% |
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
88.05%
Minimum
May 2019
99.79%
Maximum
Mar 2024
96.57%
Average
96.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Lifeway Foods Inc | 92.56% |
| Spectrum Brands Holdings Inc | 79.43% |
| RegalWorks Media Inc | 94.63% |
| Tofutti Brands Inc | 86.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -92.15 |
| Beta (5Y) | 2.586 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 160.2% |
| Historical Sharpe Ratio (5Y) | -0.3954 |
| Historical Sortino (5Y) | -1.261 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.50% |