The Star Entertainment Group Limited (EHGRF)
0.087
0.00 (0.00%)
USD |
OTCM |
Oct 08, 16:00
Star Entertainment Group Limited Max Drawdown (5Y) : 98.77% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 98.77% |
| August 31, 2026 | 98.77% |
| July 31, 2026 | 98.77% |
| June 30, 2026 | 98.77% |
| May 31, 2026 | 98.77% |
| April 30, 2026 | 98.36% |
| March 31, 2026 | 98.36% |
| February 28, 2026 | 98.36% |
| January 31, 2026 | 98.36% |
| December 31, 2025 | 98.36% |
| November 30, 2025 | 98.36% |
| October 31, 2025 | 98.28% |
| September 30, 2025 | 98.02% |
| August 31, 2025 | 98.02% |
| July 31, 2025 | 98.02% |
| June 30, 2025 | 98.02% |
| May 31, 2025 | 98.02% |
| April 30, 2025 | 98.02% |
| March 31, 2025 | 98.02% |
| February 28, 2025 | 98.02% |
| January 31, 2025 | 98.02% |
| December 31, 2024 | 95.99% |
| November 30, 2024 | 91.82% |
| October 31, 2024 | 91.82% |
| September 30, 2024 | 91.82% |
| Date | Value |
|---|---|
| August 31, 2024 | 91.82% |
| July 31, 2024 | 91.82% |
| June 30, 2024 | 91.82% |
| May 31, 2024 | 91.82% |
| April 30, 2024 | 91.47% |
| March 31, 2024 | 90.18% |
| February 29, 2024 | 90.18% |
| January 31, 2024 | 90.18% |
| December 31, 2023 | 90.18% |
| November 30, 2023 | 90.18% |
| October 31, 2023 | 90.18% |
| September 30, 2023 | 89.13% |
| August 31, 2023 | 82.49% |
| July 31, 2023 | 82.49% |
| June 30, 2023 | 82.49% |
| May 31, 2023 | 79.57% |
| April 30, 2023 | 79.57% |
| March 31, 2023 | 79.57% |
| February 28, 2023 | 79.57% |
| January 31, 2023 | 79.57% |
| December 31, 2022 | 79.57% |
| November 30, 2022 | 79.57% |
| October 31, 2022 | 79.57% |
| September 30, 2022 | 79.57% |
| August 31, 2022 | 79.57% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Tabcorp Holdings Ltd. | 93.41% |
| PointsBet Holdings Ltd. | 97.94% |
| The Lottery Corp. Ltd. | -- |
| Churchill Downs, Inc. | 48.72% |
| PENN Entertainment, Inc. | 91.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.47 |
| Beta (5Y) | -0.3374 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 130.4% |
| Historical Sharpe Ratio (5Y) | -0.3592 |
| Historical Sortino (5Y) | -0.8514 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.20% |