Singapore Airlines Ltd (SINGF)
4.802
-0.04
(-0.79%)
USD |
OTCM |
May 03, 16:00
Singapore Airlines Max Drawdown (5Y): 58.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.08% |
March 31, 2024 | 58.08% |
February 29, 2024 | 58.08% |
January 31, 2024 | 58.08% |
December 31, 2023 | 58.08% |
November 30, 2023 | 58.08% |
October 31, 2023 | 58.08% |
September 30, 2023 | 58.08% |
August 31, 2023 | 58.08% |
July 31, 2023 | 58.08% |
June 30, 2023 | 58.08% |
May 31, 2023 | 58.08% |
April 30, 2023 | 58.08% |
March 31, 2023 | 58.08% |
February 28, 2023 | 58.08% |
January 31, 2023 | 58.08% |
December 31, 2022 | 58.08% |
November 30, 2022 | 58.08% |
October 31, 2022 | 58.08% |
September 30, 2022 | 58.08% |
August 31, 2022 | 58.08% |
July 31, 2022 | 58.08% |
June 30, 2022 | 58.08% |
May 31, 2022 | 58.08% |
April 30, 2022 | 58.08% |
Date | Value |
---|---|
March 31, 2022 | 58.08% |
February 28, 2022 | 58.08% |
January 31, 2022 | 58.08% |
December 31, 2021 | 58.08% |
November 30, 2021 | 58.08% |
October 31, 2021 | 58.08% |
September 30, 2021 | 58.08% |
August 31, 2021 | 58.08% |
July 31, 2021 | 58.08% |
June 30, 2021 | 58.08% |
May 31, 2021 | 58.08% |
April 30, 2021 | 58.08% |
March 31, 2021 | 58.08% |
February 28, 2021 | 58.08% |
January 31, 2021 | 58.08% |
December 31, 2020 | 58.08% |
November 30, 2020 | 58.08% |
October 31, 2020 | 58.08% |
September 30, 2020 | 58.08% |
August 31, 2020 | 58.08% |
July 31, 2020 | 56.27% |
June 30, 2020 | 55.05% |
May 31, 2020 | 55.05% |
April 30, 2020 | 54.33% |
March 31, 2020 | 54.33% |
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
36.31%
Minimum
May 2019
58.08%
Maximum
Aug 2020
54.20%
Average
58.08%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.48 |
Beta (5Y) | 1.009 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.96% |
Historical Sharpe Ratio (5Y) | -0.0413 |
Historical Sortino (5Y) | -0.0649 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.33% |