SM Investments Corp (SVTMF)
15.60
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
SM Investments Max Drawdown (5Y): 40.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 40.85% |
| March 31, 2024 | 40.85% |
| February 29, 2024 | 40.85% |
| January 31, 2024 | 40.85% |
| December 31, 2023 | 40.85% |
| November 30, 2023 | 40.85% |
| October 31, 2023 | 40.85% |
| September 30, 2023 | 40.85% |
| August 31, 2023 | 40.85% |
| July 31, 2023 | 40.85% |
| June 30, 2023 | 40.85% |
| May 31, 2023 | 40.85% |
| April 30, 2023 | 95.19% |
| March 31, 2023 | 95.19% |
| February 28, 2023 | 95.19% |
| January 31, 2023 | 95.19% |
| December 31, 2022 | 95.19% |
| November 30, 2022 | 95.19% |
| October 31, 2022 | 95.19% |
| September 30, 2022 | 95.19% |
| August 31, 2022 | 95.19% |
| July 31, 2022 | 95.19% |
| June 30, 2022 | 95.19% |
| May 31, 2022 | 95.19% |
| April 30, 2022 | 95.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.19% |
| February 28, 2022 | 95.19% |
| January 31, 2022 | 95.95% |
| December 31, 2021 | 95.97% |
| November 30, 2021 | 95.97% |
| October 31, 2021 | 95.97% |
| September 30, 2021 | 96.20% |
| August 31, 2021 | 96.20% |
| July 31, 2021 | 96.20% |
| June 30, 2021 | 96.20% |
| May 31, 2021 | 96.20% |
| April 30, 2021 | 96.20% |
| March 31, 2021 | 97.19% |
| February 28, 2021 | 97.19% |
| January 31, 2021 | 97.20% |
| December 31, 2020 | 97.55% |
| November 30, 2020 | 97.85% |
| October 31, 2020 | 97.85% |
| September 30, 2020 | 97.85% |
| August 31, 2020 | 97.85% |
| July 31, 2020 | 97.85% |
| June 30, 2020 | 97.85% |
| May 31, 2020 | 97.85% |
| April 30, 2020 | 97.85% |
| March 31, 2020 | 97.85% |
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
40.85%
Minimum
May 2023
97.85%
Maximum
May 2019
85.46%
Average
95.97%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Puregold Price Club Inc | 54.44% |
| Robinsons Retail Holdings Inc | 59.56% |
| Jollibee Foods Corp | 67.42% |
| Bloomberry Resorts Corp | -- |
| Flanigan'S Enterprises Inc | 69.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.594 |
| Beta (5Y) | 0.0984 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.99% |
| Historical Sharpe Ratio (5Y) | -0.173 |
| Historical Sortino (5Y) | -0.2355 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.17% |