Sands China Ltd (SCHYY)
23.15
+0.48
(+2.12%)
USD |
OTCM |
Mar 14, 16:00
Sands China Max Drawdown (5Y): 70.27% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| MGM China Holdings Ltd | 86.80% |
| Wynn Macau Ltd | 88.76% |
| Las Vegas Sands Corp | 58.81% |
| Melco Resorts and Entertainment Ltd | 85.53% |
| SJM Holdings Ltd | 82.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.96 |
| Beta (5Y) | 0.6189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.25% |
| Historical Sharpe Ratio (5Y) | -0.3206 |
| Historical Sortino (5Y) | -0.6133 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.10% |