Santeon Group Inc (SANT)
0.026
-0.01
(-29.71%)
USD |
OTCM |
May 02, 16:00
Santeon Group Max Drawdown (5Y): 96.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.32% |
| March 31, 2024 | 96.32% |
| February 29, 2024 | 96.32% |
| January 31, 2024 | 96.32% |
| December 31, 2023 | 96.32% |
| November 30, 2023 | 97.10% |
| October 31, 2023 | 97.32% |
| September 30, 2023 | 97.33% |
| August 31, 2023 | 97.33% |
| July 31, 2023 | 97.33% |
| June 30, 2023 | 97.33% |
| May 31, 2023 | 97.33% |
| April 30, 2023 | 97.33% |
| March 31, 2023 | 97.33% |
| February 28, 2023 | 97.33% |
| January 31, 2023 | 97.33% |
| December 31, 2022 | 97.33% |
| November 30, 2022 | 97.33% |
| October 31, 2022 | 97.33% |
| September 30, 2022 | 99.42% |
| August 31, 2022 | 99.42% |
| July 31, 2022 | 99.42% |
| June 30, 2022 | 99.42% |
| May 31, 2022 | 99.42% |
| April 30, 2022 | 99.42% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.50% |
| February 28, 2022 | 99.50% |
| January 31, 2022 | 99.50% |
| December 31, 2021 | 99.50% |
| November 30, 2021 | 99.50% |
| October 31, 2021 | 99.50% |
| September 30, 2021 | 99.72% |
| August 31, 2021 | 99.72% |
| July 31, 2021 | 99.72% |
| June 30, 2021 | 99.72% |
| May 31, 2021 | 99.72% |
| April 30, 2021 | 99.72% |
| March 31, 2021 | 99.72% |
| February 28, 2021 | 99.72% |
| January 31, 2021 | 99.72% |
| December 31, 2020 | 99.72% |
| November 30, 2020 | 99.72% |
| October 31, 2020 | 99.72% |
| September 30, 2020 | 99.72% |
| August 31, 2020 | 99.72% |
| July 31, 2020 | 99.72% |
| June 30, 2020 | 99.72% |
| May 31, 2020 | 99.72% |
| April 30, 2020 | 99.72% |
| March 31, 2020 | 99.72% |
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
96.32%
Minimum
Dec 2023
99.72%
Maximum
May 2019
98.83%
Average
99.50%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.604 |
| Beta (5Y) | 0.1604 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 278.2% |
| Historical Sharpe Ratio (5Y) | -0.0173 |
| Historical Sortino (5Y) | -0.0713 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.10% |