Sino Biopharmaceutical Ltd (SBMFF)
0.3538
0.00 (0.00%)
USD |
OTCM |
Jun 21, 16:00
Sino Biopharmaceutical Max Drawdown (5Y): 77.74% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
August 31, 2022 | 76.70% |
July 31, 2022 | 76.70% |
June 30, 2022 | 76.70% |
May 31, 2022 | 76.70% |
Date | Value |
---|---|
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% |
July 31, 2020 | 76.70% |
June 30, 2020 | 76.70% |
May 31, 2020 | 76.70% |
April 30, 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
Jun 2019
77.74%
Maximum
Apr 2024
76.82%
Average
76.70%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.66 |
Beta (5Y) | 0.5262 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.71% |
Historical Sharpe Ratio (5Y) | -0.3057 |
Historical Sortino (5Y) | -0.6261 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |