Sino American Oil Co (OILY)
0.0001
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Sino American Oil Max Drawdown (5Y): 100.00% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 100.00% |
| April 30, 2024 | 99.93% |
| March 31, 2024 | 99.93% |
| February 29, 2024 | 99.93% |
| January 31, 2024 | 99.93% |
| December 31, 2023 | 99.93% |
| November 30, 2023 | 99.93% |
| October 31, 2023 | 99.93% |
| September 30, 2023 | 99.63% |
| August 31, 2023 | 99.63% |
| July 31, 2023 | 99.63% |
| June 30, 2023 | 99.63% |
| May 31, 2023 | 99.44% |
| April 30, 2023 | 99.44% |
| March 31, 2023 | 99.44% |
| February 28, 2023 | 99.28% |
| January 31, 2023 | 99.18% |
| December 31, 2022 | 99.11% |
| November 30, 2022 | 98.87% |
| October 31, 2022 | 98.87% |
| September 30, 2022 | 98.87% |
| August 31, 2022 | 98.87% |
| July 31, 2022 | 98.87% |
| June 30, 2022 | 98.87% |
| May 31, 2022 | 98.87% |
| Date | Value |
|---|---|
| April 30, 2022 | 98.87% |
| March 31, 2022 | 98.87% |
| February 28, 2022 | 98.87% |
| January 31, 2022 | 97.56% |
| December 31, 2021 | 97.44% |
| November 30, 2021 | 96.87% |
| October 31, 2021 | 94.89% |
| September 30, 2021 | 89.95% |
| August 31, 2021 | 89.95% |
| July 31, 2021 | 89.95% |
| June 30, 2021 | 89.95% |
| May 31, 2021 | 89.95% |
| April 30, 2021 | 89.95% |
| March 31, 2021 | 89.95% |
| February 28, 2021 | 89.95% |
| January 31, 2021 | 89.95% |
| December 31, 2020 | 84.34% |
| November 30, 2020 | 84.34% |
| October 31, 2020 | 87.51% |
| September 30, 2020 | 90.73% |
| August 31, 2020 | 91.71% |
| July 31, 2020 | 91.71% |
| June 30, 2020 | 91.71% |
| May 31, 2020 | 91.71% |
| April 30, 2020 | 91.71% |
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
84.34%
Minimum
Nov 2020
100.00%
Maximum
May 2024
95.02%
Average
97.16%
Median
Max Drawdown (5Y) Benchmarks
| Caspian Services Inc | 99.38% |
| Liberty Energy Corp | 99.99% |
| Vivakor Inc | 97.79% |
| HighPeak Energy Inc | -- |
| Chord Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -124.85 |
| Beta (5Y) | 2.624 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 247.7% |
| Historical Sharpe Ratio (5Y) | -0.3589 |
| Historical Sortino (5Y) | -1.206 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.79% |