Sun Art Retail Group Ltd (SURRF)
0.1368
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Sun Art Retail Group Max Drawdown (5Y): 91.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.66% |
| February 29, 2024 | 91.66% |
| January 31, 2024 | 91.66% |
| December 31, 2023 | 90.44% |
| November 30, 2023 | 90.44% |
| October 31, 2023 | 90.44% |
| September 30, 2023 | 90.44% |
| August 31, 2023 | 90.44% |
| July 31, 2023 | 90.44% |
| June 30, 2023 | 90.44% |
| May 31, 2023 | 90.44% |
| April 30, 2023 | 90.44% |
| March 31, 2023 | 90.44% |
| February 28, 2023 | 90.44% |
| January 31, 2023 | 90.44% |
| December 31, 2022 | 90.44% |
| November 30, 2022 | 90.44% |
| October 31, 2022 | 82.69% |
| September 30, 2022 | 82.69% |
| August 31, 2022 | 82.69% |
| July 31, 2022 | 82.69% |
| June 30, 2022 | 82.06% |
| May 31, 2022 | 81.33% |
| April 30, 2022 | 81.33% |
| March 31, 2022 | 81.33% |
| Date | Value |
|---|---|
| February 28, 2022 | 78.02% |
| January 31, 2022 | 78.02% |
| December 31, 2021 | 78.02% |
| November 30, 2021 | 76.08% |
| October 31, 2021 | 68.40% |
| September 30, 2021 | 68.40% |
| August 31, 2021 | 68.40% |
| July 31, 2021 | 63.95% |
| June 30, 2021 | 57.31% |
| May 31, 2021 | 56.80% |
| April 30, 2021 | 59.80% |
| March 31, 2021 | 59.80% |
| February 28, 2021 | 59.80% |
| January 31, 2021 | 59.80% |
| December 31, 2020 | 59.80% |
| November 30, 2020 | 59.80% |
| October 31, 2020 | 59.80% |
| September 30, 2020 | 59.80% |
| August 31, 2020 | 59.80% |
| July 31, 2020 | 59.80% |
| June 30, 2020 | 59.80% |
| May 31, 2020 | 59.80% |
| April 30, 2020 | 59.80% |
| March 31, 2020 | 59.80% |
| February 29, 2020 | 59.80% |
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
56.80%
Minimum
May 2021
91.66%
Maximum
Jan 2024
73.33%
Average
68.40%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.75 |
| Beta (5Y) | -0.1501 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.95% |
| Historical Sharpe Ratio (5Y) | -0.6134 |
| Historical Sortino (5Y) | -0.7893 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.00% |