SanBio Co Ltd (SNBIF)
3.85
0.00 (0.00%)
USD |
OTCM |
Jun 13, 16:00
SanBio Max Drawdown (5Y): 95.95% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 95.95% |
| April 30, 2024 | 95.95% |
| March 31, 2024 | 95.95% |
| February 29, 2024 | 95.95% |
| January 31, 2024 | 95.95% |
| December 31, 2023 | 95.95% |
| November 30, 2023 | 95.95% |
| October 31, 2023 | 95.95% |
| September 30, 2023 | 95.64% |
| August 31, 2023 | 95.64% |
| July 31, 2023 | 95.64% |
| June 30, 2023 | 94.36% |
| May 31, 2023 | 94.36% |
| April 30, 2023 | 94.36% |
| March 31, 2023 | 94.36% |
| February 28, 2023 | 94.36% |
| January 31, 2023 | 94.36% |
| December 31, 2022 | 94.29% |
| November 30, 2022 | 94.29% |
| October 31, 2022 | 91.53% |
| September 30, 2022 | 91.53% |
| August 31, 2022 | 91.53% |
| July 31, 2022 | 91.53% |
| June 30, 2022 | 91.53% |
| May 31, 2022 | 91.53% |
| Date | Value |
|---|---|
| April 30, 2022 | 91.53% |
| March 31, 2022 | 91.53% |
| February 28, 2022 | 91.53% |
| January 31, 2022 | 91.53% |
| December 31, 2021 | 91.53% |
| November 30, 2021 | 89.80% |
| October 31, 2021 | 89.80% |
| September 30, 2021 | 89.80% |
| August 31, 2021 | 89.80% |
| July 31, 2021 | 88.40% |
| June 30, 2021 | 88.40% |
| May 31, 2021 | 88.40% |
| April 30, 2021 | 88.40% |
| March 31, 2021 | 88.40% |
| February 28, 2021 | 88.40% |
| January 31, 2021 | 88.40% |
| December 31, 2020 | 88.40% |
| November 30, 2020 | 88.40% |
| October 31, 2020 | 88.40% |
| September 30, 2020 | 88.40% |
| August 31, 2020 | 88.40% |
| July 31, 2020 | 88.40% |
| June 30, 2020 | 88.40% |
| May 31, 2020 | 88.40% |
| April 30, 2020 | 88.40% |
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
74.35%
Minimum
Jun 2019
95.95%
Maximum
Oct 2023
89.01%
Average
90.67%
Median
Max Drawdown (5Y) Benchmarks
| Takeda Pharmaceutical Co Ltd | 54.24% |
| Nxera Pharma Co Ltd | 95.29% |
| PeptiDream Inc | 87.73% |
| Healios KK | -- |
| AnGes Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.28 |
| Beta (5Y) | -0.391 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.63% |
| Historical Sharpe Ratio (5Y) | -0.8501 |
| Historical Sortino (5Y) | -1.002 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.98% |