Sino Biopharmaceutical Ltd (SBMFF)
0.43
0.00 (0.00%)
USD |
OTCM |
Nov 14, 16:00
Sino Biopharmaceutical Max Drawdown (5Y): 77.78% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 77.78% |
| August 31, 2024 | 77.78% |
| July 31, 2024 | 77.78% |
| June 30, 2024 | 77.78% |
| May 31, 2024 | 77.74% |
| April 30, 2024 | 77.74% |
| March 31, 2024 | 77.56% |
| February 29, 2024 | 77.56% |
| January 31, 2024 | 77.56% |
| December 31, 2023 | 77.56% |
| November 30, 2023 | 77.56% |
| October 31, 2023 | 77.56% |
| September 30, 2023 | 76.70% |
| August 31, 2023 | 76.70% |
| July 31, 2023 | 76.70% |
| June 30, 2023 | 76.70% |
| May 31, 2023 | 76.70% |
| April 30, 2023 | 76.70% |
| March 31, 2023 | 76.70% |
| February 28, 2023 | 76.70% |
| January 31, 2023 | 76.70% |
| December 31, 2022 | 76.70% |
| November 30, 2022 | 76.70% |
| October 31, 2022 | 76.70% |
| September 30, 2022 | 76.70% |
| Date | Value |
|---|---|
| August 31, 2022 | 76.70% |
| July 31, 2022 | 76.70% |
| June 30, 2022 | 76.70% |
| May 31, 2022 | 76.70% |
| April 30, 2022 | 76.70% |
| March 31, 2022 | 76.70% |
| February 28, 2022 | 76.70% |
| January 31, 2022 | 76.70% |
| December 31, 2021 | 76.70% |
| November 30, 2021 | 76.70% |
| October 31, 2021 | 76.70% |
| September 30, 2021 | 76.70% |
| August 31, 2021 | 76.70% |
| July 31, 2021 | 76.70% |
| June 30, 2021 | 76.70% |
| May 31, 2021 | 76.70% |
| April 30, 2021 | 76.70% |
| March 31, 2021 | 76.70% |
| February 28, 2021 | 76.70% |
| January 31, 2021 | 76.70% |
| December 31, 2020 | 76.70% |
| November 30, 2020 | 76.70% |
| October 31, 2020 | 76.70% |
| September 30, 2020 | 76.70% |
| August 31, 2020 | 76.70% |
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
76.70%
Minimum
Nov 2019
77.78%
Maximum
Jun 2024
76.90%
Average
76.70%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.48 |
| Beta (5Y) | 0.5786 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.26% |
| Historical Sharpe Ratio (5Y) | -0.2874 |
| Historical Sortino (5Y) | -0.587 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |