Sands China Ltd (SCHYF)
2.735
0.00 (0.00%)
USD |
OTCM |
May 21, 16:00
Sands China Max Drawdown (5Y): 69.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.75% |
| March 31, 2024 | 69.75% |
| February 29, 2024 | 69.75% |
| January 31, 2024 | 69.75% |
| December 31, 2023 | 69.75% |
| November 30, 2023 | 69.75% |
| October 31, 2023 | 69.75% |
| September 30, 2023 | 69.75% |
| August 31, 2023 | 69.75% |
| July 31, 2023 | 69.75% |
| June 30, 2023 | 69.75% |
| May 31, 2023 | 69.75% |
| April 30, 2023 | 69.75% |
| March 31, 2023 | 69.75% |
| February 28, 2023 | 69.75% |
| January 31, 2023 | 69.75% |
| December 31, 2022 | 69.75% |
| November 30, 2022 | 69.75% |
| October 31, 2022 | 69.75% |
| September 30, 2022 | 69.36% |
| August 31, 2022 | 69.36% |
| July 31, 2022 | 69.36% |
| June 30, 2022 | 69.36% |
| May 31, 2022 | 69.36% |
| April 30, 2022 | 69.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.19% |
| February 28, 2022 | 66.78% |
| January 31, 2022 | 66.78% |
| December 31, 2021 | 66.78% |
| November 30, 2021 | 66.78% |
| October 31, 2021 | 66.78% |
| September 30, 2021 | 66.78% |
| August 31, 2021 | 52.15% |
| July 31, 2021 | 45.83% |
| June 30, 2021 | 45.83% |
| May 31, 2021 | 51.47% |
| April 30, 2021 | 57.31% |
| March 31, 2021 | 58.42% |
| February 28, 2021 | 58.42% |
| January 31, 2021 | 58.42% |
| December 31, 2020 | 58.42% |
| November 30, 2020 | 61.96% |
| October 31, 2020 | 67.44% |
| September 30, 2020 | 67.44% |
| August 31, 2020 | 67.44% |
| July 31, 2020 | 67.44% |
| June 30, 2020 | 67.44% |
| May 31, 2020 | 67.44% |
| April 30, 2020 | 67.44% |
| March 31, 2020 | 67.44% |
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
45.83%
Minimum
Jun 2021
69.75%
Maximum
Oct 2022
66.22%
Average
67.44%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| MGM China Holdings Ltd | 87.85% |
| Wynn Macau Ltd | 88.76% |
| Macau Legend Development Ltd | -- |
| Melco Resorts and Entertainment Ltd | 85.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.15 |
| Beta (5Y) | 0.5768 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.53% |
| Historical Sharpe Ratio (5Y) | -0.3517 |
| Historical Sortino (5Y) | -0.5959 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.57% |