SIG Group AG (SCBGF)
15.80
0.00 (0.00%)
USD |
OTCM |
Oct 07, 16:00
SIG Group Max Drawdown (5Y) : 65.56% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 65.56% |
| August 31, 2026 | 65.56% |
| July 31, 2026 | 65.56% |
| June 30, 2026 | 65.56% |
| May 31, 2026 | 65.56% |
| April 30, 2026 | 65.56% |
| March 31, 2026 | 65.56% |
| February 28, 2026 | 65.56% |
| January 31, 2026 | 65.56% |
| December 31, 2025 | 65.56% |
| November 30, 2025 | 65.56% |
| October 31, 2025 | 65.56% |
| September 30, 2025 | 61.77% |
| August 31, 2025 | 45.62% |
| July 31, 2025 | 40.24% |
| June 30, 2025 | 39.70% |
| May 31, 2025 | 39.70% |
| April 30, 2025 | 39.70% |
| March 31, 2025 | 39.70% |
| February 28, 2025 | 39.70% |
| January 31, 2025 | 39.70% |
| December 31, 2024 | 39.70% |
| November 30, 2024 | 39.70% |
| October 31, 2024 | 39.70% |
| September 30, 2024 | 39.70% |
| Date | Value |
|---|---|
| August 31, 2024 | 39.70% |
| July 31, 2024 | 39.70% |
| June 30, 2024 | 39.70% |
| May 31, 2024 | 38.37% |
| April 30, 2024 | 38.37% |
| March 31, 2024 | 38.37% |
| February 29, 2024 | 38.37% |
| January 31, 2024 | 38.37% |
| December 31, 2023 | 38.37% |
| November 30, 2023 | 38.37% |
| October 31, 2023 | 38.37% |
| September 30, 2023 | 38.37% |
| August 31, 2023 | 38.37% |
| July 31, 2023 | 38.37% |
| June 30, 2023 | 38.37% |
| May 31, 2023 | 38.37% |
| April 30, 2023 | 38.37% |
| March 31, 2023 | 38.37% |
| February 28, 2023 | 38.37% |
| January 31, 2023 | 38.37% |
| December 31, 2022 | 38.37% |
| November 30, 2022 | 38.37% |
| October 31, 2022 | 38.37% |
| September 30, 2022 | 37.68% |
| August 31, 2022 | 37.68% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Amcor Plc | 34.27% |
| AptarGroup, Inc. | 39.77% |
| Avery Dennison Corp. | 31.78% |
| Viskase Holdings, Inc. | 95.81% |
| Graphic Packaging Holding Co. | 69.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.04 |
| Beta (5Y) | 0.7159 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.99% |
| Historical Sharpe Ratio (5Y) | -0.3299 |
| Historical Sortino (5Y) | -0.4776 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.54% |