SIPP International Industries Inc (SIPN)
0.0038
0.00 (0.00%)
USD |
OTCM |
May 09, 16:00
SIPP International Industries Max Drawdown (5Y): 99.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.80% |
March 31, 2024 | 99.80% |
February 29, 2024 | 99.80% |
January 31, 2024 | 99.80% |
December 31, 2023 | 99.80% |
November 30, 2023 | 99.80% |
October 31, 2023 | 99.80% |
September 30, 2023 | 99.80% |
August 31, 2023 | 99.80% |
July 31, 2023 | 99.80% |
June 30, 2023 | 99.80% |
May 31, 2023 | 99.80% |
April 30, 2023 | 99.80% |
March 31, 2023 | 99.80% |
February 28, 2023 | 99.80% |
January 31, 2023 | 99.80% |
December 31, 2022 | 99.80% |
November 30, 2022 | 99.80% |
October 31, 2022 | 99.80% |
September 30, 2022 | 99.80% |
August 31, 2022 | 99.80% |
July 31, 2022 | 99.80% |
June 30, 2022 | 93.56% |
May 31, 2022 | 93.56% |
April 30, 2022 | 93.56% |
Date | Value |
---|---|
March 31, 2022 | 93.56% |
February 28, 2022 | 93.56% |
January 31, 2022 | 93.56% |
December 31, 2021 | 93.56% |
November 30, 2021 | 93.56% |
October 31, 2021 | 93.56% |
September 30, 2021 | 93.56% |
August 31, 2021 | 96.62% |
July 31, 2021 | 96.62% |
June 30, 2021 | 98.16% |
May 31, 2021 | 98.68% |
April 30, 2021 | 98.68% |
March 31, 2021 | 98.68% |
February 28, 2021 | 98.68% |
January 31, 2021 | 98.95% |
December 31, 2020 | 99.74% |
November 30, 2020 | 99.82% |
October 31, 2020 | 99.82% |
September 30, 2020 | 99.82% |
August 31, 2020 | 99.82% |
July 31, 2020 | 99.82% |
June 30, 2020 | 99.82% |
May 31, 2020 | 99.85% |
April 30, 2020 | 99.85% |
March 31, 2020 | 99.90% |
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
93.56%
Minimum
Sep 2021
99.92%
Maximum
May 2019
98.56%
Average
99.80%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
USA Recycling Industries Inc | 99.88% |
Macquarie Group Ltd | 59.28% |
Computershare Ltd | 64.60% |
Commonwealth Bank of Australia | 47.81% |
Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -49.20 |
Beta (5Y) | 1.988 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 877.9% |
Historical Sharpe Ratio (5Y) | -0.0308 |
Historical Sortino (5Y) | -0.4484 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.36% |