Saxon Capital Group Inc (SCGX)
13.00
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Saxon Capital Group Max Drawdown (5Y): 98.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.71% |
| March 31, 2024 | 98.71% |
| February 29, 2024 | 98.71% |
| January 31, 2024 | 98.71% |
| December 31, 2023 | 98.71% |
| November 30, 2023 | 98.71% |
| October 31, 2023 | 98.71% |
| September 30, 2023 | 98.71% |
| August 31, 2023 | 98.71% |
| July 31, 2023 | 98.71% |
| June 30, 2023 | 98.71% |
| May 31, 2023 | 98.71% |
| April 30, 2023 | 98.71% |
| March 31, 2023 | 98.71% |
| February 28, 2023 | 98.71% |
| January 31, 2023 | 98.71% |
| December 31, 2022 | 98.71% |
| November 30, 2022 | 98.71% |
| October 31, 2022 | 98.71% |
| September 30, 2022 | 98.71% |
| August 31, 2022 | 98.71% |
| July 31, 2022 | 98.71% |
| June 30, 2022 | 98.71% |
| May 31, 2022 | 98.71% |
| April 30, 2022 | 98.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.71% |
| February 28, 2022 | 98.71% |
| January 31, 2022 | 98.71% |
| December 31, 2021 | 98.71% |
| November 30, 2021 | 98.71% |
| October 31, 2021 | 98.71% |
| September 30, 2021 | 98.71% |
| August 31, 2021 | 98.71% |
| July 31, 2021 | 98.71% |
| June 30, 2021 | 96.72% |
| May 31, 2021 | 96.72% |
| April 30, 2021 | 96.72% |
| March 31, 2021 | 96.72% |
| February 28, 2021 | 96.72% |
| January 31, 2021 | 96.72% |
| December 31, 2020 | 96.72% |
| November 30, 2020 | 96.72% |
| October 31, 2020 | 96.72% |
| September 30, 2020 | 96.72% |
| August 31, 2020 | 96.72% |
| July 31, 2020 | 96.72% |
| June 30, 2020 | 96.72% |
| May 31, 2020 | 96.72% |
| April 30, 2020 | 96.72% |
| March 31, 2020 | 96.72% |
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
96.72%
Minimum
Mar 2020
99.36%
Maximum
May 2019
98.24%
Average
98.71%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Colony Bankcorp Inc | 52.28% |
| Northrim BanCorp Inc | 54.01% |
| Southern First Bancshares Inc | 67.19% |
| HarborOne Bancorp Inc | 48.57% |
| Eastern Bankshares Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 41.17 |
| Beta (5Y) | 0.1319 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.05K% |
| Historical Sharpe Ratio (5Y) | 0.0105 |
| Historical Sortino (5Y) | 0.8117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.67% |