Sands China Ltd (SCHYY)
25.01
+0.05
(+0.20%)
USD |
OTCM |
Nov 27, 16:00
Sands China Max Drawdown (5Y): 70.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.27% |
| September 30, 2024 | 70.27% |
| August 31, 2024 | 70.27% |
| July 31, 2024 | 70.27% |
| June 30, 2024 | 70.27% |
| May 31, 2024 | 70.27% |
| April 30, 2024 | 70.27% |
| March 31, 2024 | 70.27% |
| February 29, 2024 | 70.27% |
| January 31, 2024 | 70.27% |
| December 31, 2023 | 70.27% |
| November 30, 2023 | 70.27% |
| October 31, 2023 | 70.27% |
| September 30, 2023 | 70.27% |
| August 31, 2023 | 70.27% |
| July 31, 2023 | 70.27% |
| June 30, 2023 | 70.27% |
| May 31, 2023 | 70.27% |
| April 30, 2023 | 70.27% |
| March 31, 2023 | 70.27% |
| February 28, 2023 | 70.27% |
| January 31, 2023 | 70.27% |
| December 31, 2022 | 70.27% |
| November 30, 2022 | 70.27% |
| October 31, 2022 | 70.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.32% |
| August 31, 2022 | 69.32% |
| July 31, 2022 | 69.32% |
| June 30, 2022 | 69.32% |
| May 31, 2022 | 69.32% |
| April 30, 2022 | 68.44% |
| March 31, 2022 | 68.44% |
| February 28, 2022 | 66.42% |
| January 31, 2022 | 66.42% |
| December 31, 2021 | 66.42% |
| November 30, 2021 | 66.42% |
| October 31, 2021 | 66.42% |
| September 30, 2021 | 66.42% |
| August 31, 2021 | 49.15% |
| July 31, 2021 | 48.94% |
| June 30, 2021 | 56.66% |
| May 31, 2021 | 56.66% |
| April 30, 2021 | 56.66% |
| March 31, 2021 | 56.66% |
| February 28, 2021 | 56.66% |
| January 31, 2021 | 61.19% |
| December 31, 2020 | 65.69% |
| November 30, 2020 | 65.69% |
| October 31, 2020 | 65.69% |
| September 30, 2020 | 65.69% |
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
48.94%
Minimum
Jul 2021
70.27%
Maximum
Oct 2022
66.68%
Average
68.88%
Median
Max Drawdown (5Y) Benchmarks
| MGM China Holdings Ltd | 87.85% |
| Wynn Macau Ltd | 88.76% |
| Las Vegas Sands Corp | 58.81% |
| Melco Resorts and Entertainment Ltd | 85.51% |
| Wynn Resorts Ltd | 77.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.31 |
| Beta (5Y) | 0.6185 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.37% |
| Historical Sharpe Ratio (5Y) | -0.2789 |
| Historical Sortino (5Y) | -0.5246 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.73% |