Shoprite Holdings Ltd (SRGHY)
14.39
+0.15
(+1.05%)
USD |
OTCM |
May 17, 16:00
Shoprite Holdings Max Drawdown (5Y): 75.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.62% |
| March 31, 2024 | 75.62% |
| February 29, 2024 | 75.62% |
| January 31, 2024 | 75.62% |
| December 31, 2023 | 75.62% |
| November 30, 2023 | 75.62% |
| October 31, 2023 | 75.62% |
| September 30, 2023 | 75.62% |
| August 31, 2023 | 75.62% |
| July 31, 2023 | 75.62% |
| June 30, 2023 | 75.62% |
| May 31, 2023 | 75.62% |
| April 30, 2023 | 75.62% |
| March 31, 2023 | 75.62% |
| February 28, 2023 | 75.62% |
| January 31, 2023 | 75.62% |
| December 31, 2022 | 75.62% |
| November 30, 2022 | 75.62% |
| October 31, 2022 | 75.62% |
| September 30, 2022 | 75.62% |
| August 31, 2022 | 75.62% |
| July 31, 2022 | 75.62% |
| June 30, 2022 | 75.62% |
| May 31, 2022 | 75.62% |
| April 30, 2022 | 75.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.62% |
| February 28, 2022 | 75.62% |
| January 31, 2022 | 75.62% |
| December 31, 2021 | 75.62% |
| November 30, 2021 | 75.62% |
| October 31, 2021 | 75.62% |
| September 30, 2021 | 75.62% |
| August 31, 2021 | 75.62% |
| July 31, 2021 | 75.62% |
| June 30, 2021 | 75.62% |
| May 31, 2021 | 75.62% |
| April 30, 2021 | 75.62% |
| March 31, 2021 | 75.62% |
| February 28, 2021 | 75.62% |
| January 31, 2021 | 75.62% |
| December 31, 2020 | 75.62% |
| November 30, 2020 | 75.62% |
| October 31, 2020 | 75.62% |
| September 30, 2020 | 75.62% |
| August 31, 2020 | 75.62% |
| July 31, 2020 | 75.62% |
| June 30, 2020 | 75.62% |
| May 31, 2020 | 75.62% |
| April 30, 2020 | 74.12% |
| March 31, 2020 | 72.99% |
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
53.64%
Minimum
May 2019
75.62%
Maximum
May 2020
73.68%
Average
75.62%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Woolworths Holdings Ltd | 79.18% |
| Leatt Corp | 77.58% |
| Pick N Pay Stores Ltd | 77.54% |
| Mr Price Group Ltd | 76.75% |
| Famous Brands Ltd | 77.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.371 |
| Beta (5Y) | 0.6741 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.80% |
| Historical Sharpe Ratio (5Y) | 0.0902 |
| Historical Sortino (5Y) | 0.145 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.59% |