Sands China Ltd (SCHYY)
23.76
+0.53
(+2.28%)
USD |
OTCM |
Apr 26, 16:00
Sands China Max Drawdown (5Y): 70.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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 | 43.98% |
June 30, 2021 | 43.98% |
May 31, 2021 | 48.94% |
April 30, 2021 | 56.66% |
March 31, 2021 | 56.66% |
February 28, 2021 | 56.66% |
January 31, 2021 | 56.66% |
December 31, 2020 | 56.66% |
November 30, 2020 | 61.19% |
October 31, 2020 | 65.69% |
September 30, 2020 | 65.69% |
August 31, 2020 | 65.69% |
July 31, 2020 | 65.69% |
June 30, 2020 | 65.69% |
May 31, 2020 | 65.69% |
April 30, 2020 | 65.69% |
March 31, 2020 | 65.69% |
February 29, 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
43.98%
Minimum
Jun 2021
70.27%
Maximum
Oct 2022
65.42%
Average
66.42%
Median
Sep 2021
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 | 85.53% |
Wynn Resorts Ltd | 77.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.66 |
Beta (5Y) | 0.6575 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.22% |
Historical Sharpe Ratio (5Y) | -0.2504 |
Historical Sortino (5Y) | -0.4335 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.73% |