Sports Toto Bhd (BJSAF)
0.6007
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Sports Toto Max Drawdown (5Y): 8.91% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 8.91% |
| August 31, 2024 | 8.91% |
| July 31, 2024 | 8.91% |
| June 30, 2024 | 26.00% |
| May 31, 2024 | 26.00% |
| April 30, 2024 | 27.28% |
| March 31, 2024 | 27.28% |
| February 29, 2024 | 30.45% |
| January 31, 2024 | 56.35% |
| December 31, 2023 | 56.35% |
| November 30, 2023 | 56.35% |
| October 31, 2023 | 57.39% |
| September 30, 2023 | 57.39% |
| August 31, 2023 | 57.39% |
| July 31, 2023 | 57.39% |
| June 30, 2023 | 57.39% |
| May 31, 2023 | 57.39% |
| April 30, 2023 | 57.39% |
| March 31, 2023 | 57.39% |
| February 28, 2023 | 57.39% |
| January 31, 2023 | 57.39% |
| December 31, 2022 | 57.39% |
| November 30, 2022 | 57.39% |
| October 31, 2022 | 57.39% |
| September 30, 2022 | 57.39% |
| Date | Value |
|---|---|
| August 31, 2022 | 57.39% |
| July 31, 2022 | 57.39% |
| June 30, 2022 | 57.39% |
| May 31, 2022 | 57.39% |
| April 30, 2022 | 57.39% |
| March 31, 2022 | 57.39% |
| February 28, 2022 | 57.39% |
| January 31, 2022 | 57.39% |
| December 31, 2021 | 57.39% |
| November 30, 2021 | 57.39% |
| October 31, 2021 | 57.39% |
| September 30, 2021 | 57.39% |
| August 31, 2021 | 57.39% |
| July 31, 2021 | 57.39% |
| June 30, 2021 | 57.39% |
| May 31, 2021 | 57.39% |
| April 30, 2021 | 57.39% |
| March 31, 2021 | 57.39% |
| February 28, 2021 | 57.39% |
| January 31, 2021 | 57.39% |
| December 31, 2020 | 57.39% |
| November 30, 2020 | 57.39% |
| October 31, 2020 | 57.39% |
| September 30, 2020 | 57.39% |
| August 31, 2020 | 57.39% |
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
8.91%
Minimum
Jul 2024
57.39%
Maximum
Nov 2019
52.33%
Average
57.39%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Genting Bhd | 83.51% |
| Sime Darby Bhd | 61.11% |
| HWGG Entertainment Ltd | 99.93% |
| Genting Malaysia Bhd | 67.38% |
| Synergy Empire Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0795 |
| Beta (5Y) | 0.0056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.44% |
| Historical Sharpe Ratio (5Y) | 0.1079 |
| Historical Sortino (5Y) | 295.82 |