SJM Holdings Ltd (SJMHF)
0.3691
0.00 (0.00%)
USD |
OTCM |
May 06, 09:40
SJM Holdings Max Drawdown (5Y): 82.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.41% |
March 31, 2024 | 82.41% |
February 29, 2024 | 82.41% |
January 31, 2024 | 82.41% |
December 31, 2023 | 81.69% |
November 30, 2023 | 81.69% |
October 31, 2023 | 80.73% |
September 30, 2023 | 80.73% |
August 31, 2023 | 80.73% |
July 31, 2023 | 80.73% |
June 30, 2023 | 80.73% |
May 31, 2023 | 80.73% |
April 30, 2023 | 80.73% |
March 31, 2023 | 80.73% |
February 28, 2023 | 80.73% |
January 31, 2023 | 80.73% |
December 31, 2022 | 80.73% |
November 30, 2022 | 80.73% |
October 31, 2022 | 80.73% |
September 30, 2022 | 80.71% |
August 31, 2022 | 77.06% |
July 31, 2022 | 76.31% |
June 30, 2022 | 76.31% |
May 31, 2022 | 76.31% |
April 30, 2022 | 76.31% |
Date | Value |
---|---|
March 31, 2022 | 76.31% |
February 28, 2022 | 76.31% |
January 31, 2022 | 76.31% |
December 31, 2021 | 76.31% |
November 30, 2021 | 76.31% |
October 31, 2021 | 76.67% |
September 30, 2021 | 76.67% |
August 31, 2021 | 78.85% |
July 31, 2021 | 78.85% |
June 30, 2021 | 80.55% |
May 31, 2021 | 81.25% |
April 30, 2021 | 82.32% |
March 31, 2021 | 82.79% |
February 28, 2021 | 82.79% |
January 31, 2021 | 82.79% |
December 31, 2020 | 82.79% |
November 30, 2020 | 82.79% |
October 31, 2020 | 83.14% |
September 30, 2020 | 83.14% |
August 31, 2020 | 83.14% |
July 31, 2020 | 83.14% |
June 30, 2020 | 83.14% |
May 31, 2020 | 83.14% |
April 30, 2020 | 83.14% |
March 31, 2020 | 83.14% |
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
76.31%
Minimum
Nov 2021
83.14%
Maximum
May 2019
80.88%
Average
81.47%
Median
Max Drawdown (5Y) Benchmarks
Melco Resorts and Entertainment Ltd | 85.53% |
Studio City International Holdings Ltd | 93.96% |
Alibaba Group Holding Ltd | 80.09% |
Wynn Resorts Ltd | 77.38% |
NFT Ltd | 99.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.40 |
Beta (5Y) | 0.8583 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.16% |
Historical Sharpe Ratio (5Y) | -0.4842 |
Historical Sortino (5Y) | -0.8642 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.08% |