Severstal PAO (SVJTY)
21.90
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Severstal Max Drawdown (5Y): 58.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.99% |
March 31, 2024 | 58.99% |
February 29, 2024 | 58.99% |
January 31, 2024 | 58.99% |
December 31, 2023 | 58.99% |
November 30, 2023 | 58.99% |
October 31, 2023 | 58.99% |
September 30, 2023 | 58.99% |
August 31, 2023 | 58.99% |
July 31, 2023 | 58.99% |
June 30, 2023 | 58.99% |
May 31, 2023 | 58.99% |
April 30, 2023 | 58.99% |
March 31, 2023 | 58.99% |
February 28, 2023 | 58.99% |
January 31, 2023 | 58.99% |
December 31, 2022 | 58.99% |
November 30, 2022 | 58.99% |
October 31, 2022 | 58.99% |
September 30, 2022 | 58.99% |
August 31, 2022 | 58.99% |
July 31, 2022 | 58.99% |
June 30, 2022 | 58.99% |
May 31, 2022 | 58.99% |
April 30, 2022 | 58.99% |
Date | Value |
---|---|
March 31, 2022 | 58.99% |
February 28, 2022 | 58.99% |
January 31, 2022 | 30.67% |
December 31, 2021 | 25.15% |
November 30, 2021 | 25.15% |
October 31, 2021 | 25.15% |
September 30, 2021 | 25.15% |
August 31, 2021 | 25.15% |
July 31, 2021 | 25.15% |
June 30, 2021 | 25.15% |
May 31, 2021 | 25.15% |
April 30, 2021 | 25.15% |
March 31, 2021 | 25.15% |
February 28, 2021 | 25.15% |
January 31, 2021 | 25.15% |
December 31, 2020 | 25.15% |
November 30, 2020 | 25.15% |
October 31, 2020 | 25.15% |
September 30, 2020 | 25.15% |
August 31, 2020 | 25.15% |
July 31, 2020 | 25.15% |
June 30, 2020 | 24.38% |
May 31, 2020 | 24.38% |
April 30, 2020 | 24.38% |
March 31, 2020 | 24.38% |
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
24.38%
Minimum
May 2019
58.99%
Maximum
Feb 2022
40.29%
Average
25.15%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Amur Minerals Corp | 99.97% |
Core Molding Technologies Inc | 96.20% |
Flexible Solutions International Inc | 75.75% |
IT Tech Packaging Inc | 98.54% |
Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.077 |
Beta (5Y) | 0.4901 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.71% |
Historical Sharpe Ratio (5Y) | 0.2521 |
Historical Sortino (5Y) | 0.6802 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.61% |