Sands China Ltd (SCHYF)

2.80 0.00 (0.00%) USD  |  OTCM  |  Dec 16, 16:00
More

Sands China Max Drawdown (5Y): 70.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for SCHYF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
MGM China Holdings Ltd 87.85%
Wynn Macau Ltd 88.76%
Macau Legend Development Ltd --
Melco Resorts and Entertainment Ltd 85.51%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -18.92
Beta (5Y) 0.3703
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.85%
Historical Sharpe Ratio (5Y) -0.2695
Historical Sortino (5Y) -0.5115
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.72%