Sanford Ltd (SARDY)
11.01
-0.91
(-7.63%)
USD |
OTCM |
May 03, 16:00
Sanford Max Drawdown (5Y): 47.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.54% |
| March 31, 2024 | 47.54% |
| February 29, 2024 | 47.54% |
| January 31, 2024 | 47.54% |
| December 31, 2023 | 47.54% |
| November 30, 2023 | 47.54% |
| October 31, 2023 | 47.54% |
| September 30, 2023 | 43.57% |
| August 31, 2023 | 43.57% |
| July 31, 2023 | 43.57% |
| June 30, 2023 | 43.57% |
| May 31, 2023 | 43.57% |
| April 30, 2023 | 39.20% |
| March 31, 2023 | 22.82% |
| February 28, 2023 | 22.82% |
| January 31, 2023 | 22.82% |
| December 31, 2022 | 22.82% |
| November 30, 2022 | 22.82% |
| October 31, 2022 | 22.82% |
| September 30, 2022 | 22.82% |
| August 31, 2022 | 22.82% |
| July 31, 2022 | 22.82% |
| June 30, 2022 | 22.82% |
| May 31, 2022 | 22.82% |
| April 30, 2022 | 22.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 22.82% |
| February 28, 2022 | 22.82% |
| January 31, 2022 | 22.82% |
| December 31, 2021 | 22.82% |
| November 30, 2021 | 22.82% |
| October 31, 2021 | 22.82% |
| September 30, 2021 | 22.82% |
| August 31, 2021 | 22.82% |
| July 31, 2021 | 22.82% |
| June 30, 2021 | 22.82% |
| May 31, 2021 | 22.82% |
| April 30, 2021 | 22.82% |
| March 31, 2021 | 21.85% |
| February 28, 2021 | 21.85% |
| January 31, 2021 | 16.55% |
| December 31, 2020 | 16.55% |
| November 30, 2020 | 16.55% |
| October 31, 2020 | 16.55% |
| September 30, 2020 | 16.55% |
| August 31, 2020 | 14.34% |
| July 31, 2020 | 1.28% |
| June 30, 2020 | 0.00% |
| May 31, 2020 | 0.00% |
| April 30, 2020 | 4.32% |
| March 31, 2020 | 4.32% |
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
--
Minimum
May 2020
47.54%
Maximum
Oct 2023
22.19%
Average
22.82%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.946 |
| Beta (5Y) | 0.2264 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.02% |
| Historical Sharpe Ratio (5Y) | -0.3225 |
| Historical Sortino (5Y) | -0.4332 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.05% |