Sports Toto Bhd (BJSAF)
0.6007
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Sports Toto Max Drawdown (5Y): 26.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 26.00% |
September 30, 2024 | 26.00% |
August 31, 2024 | 26.00% |
July 31, 2024 | 26.00% |
June 30, 2024 | 30.45% |
May 31, 2024 | 30.45% |
April 30, 2024 | 30.45% |
March 31, 2024 | 56.35% |
February 29, 2024 | 56.35% |
January 31, 2024 | 56.35% |
December 31, 2023 | 57.39% |
November 30, 2023 | 57.39% |
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% |
Date | Value |
---|---|
September 30, 2022 | 57.39% |
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% |
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
26.00%
Minimum
Jul 2024
57.39%
Maximum
Nov 2019
53.90%
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 | 58.92% |
Synergy Empire Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2047 |
Beta (5Y) | 0.0048 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.37% |
Historical Sharpe Ratio (5Y) | 0.1944 |
Historical Sortino (5Y) | 505.60 |