Sundance Strategies Inc (SUND)
1.00
+0.04
(+4.71%)
USD |
OTCM |
May 17, 16:00
Sundance Strategies Max Drawdown (5Y): 96.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.36% |
| March 31, 2024 | 96.36% |
| February 29, 2024 | 96.36% |
| January 31, 2024 | 96.36% |
| December 31, 2023 | 96.36% |
| November 30, 2023 | 96.36% |
| October 31, 2023 | 96.36% |
| September 30, 2023 | 96.36% |
| August 31, 2023 | 96.36% |
| July 31, 2023 | 96.36% |
| June 30, 2023 | 96.18% |
| May 31, 2023 | 96.18% |
| April 30, 2023 | 96.00% |
| March 31, 2023 | 93.95% |
| February 28, 2023 | 93.58% |
| January 31, 2023 | 92.12% |
| December 31, 2022 | 92.12% |
| November 30, 2022 | 90.24% |
| October 31, 2022 | 90.24% |
| September 30, 2022 | 90.24% |
| August 31, 2022 | 90.24% |
| July 31, 2022 | 90.24% |
| June 30, 2022 | 90.24% |
| May 31, 2022 | 90.24% |
| April 30, 2022 | 90.24% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.24% |
| February 28, 2022 | 90.24% |
| January 31, 2022 | 90.24% |
| December 31, 2021 | 90.24% |
| November 30, 2021 | 90.24% |
| October 31, 2021 | 90.24% |
| September 30, 2021 | 90.24% |
| August 31, 2021 | 90.24% |
| July 31, 2021 | 90.24% |
| June 30, 2021 | 90.24% |
| May 31, 2021 | 90.24% |
| April 30, 2021 | 90.24% |
| March 31, 2021 | 90.24% |
| February 28, 2021 | 90.24% |
| January 31, 2021 | 90.24% |
| December 31, 2020 | 90.24% |
| November 30, 2020 | 90.24% |
| October 31, 2020 | 90.24% |
| September 30, 2020 | 90.24% |
| August 31, 2020 | 90.24% |
| July 31, 2020 | 90.24% |
| June 30, 2020 | 90.24% |
| May 31, 2020 | 90.24% |
| April 30, 2020 | 90.24% |
| March 31, 2020 | 90.24% |
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
80.00%
Minimum
May 2019
96.36%
Maximum
Jul 2023
91.57%
Average
90.24%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| CorVel Corp | 50.72% |
| Kingstone Companies Inc | 96.20% |
| Reliance Global Group Inc | 99.98% |
| The Baldwin Insurance Group Inc | -- |
| GoHealth Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.44 |
| Beta (5Y) | 1.005 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.4% |
| Historical Sharpe Ratio (5Y) | -0.2015 |
| Historical Sortino (5Y) | -0.4069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.39% |