Sembcorp Industries Ltd. (SCRPF)
4.95
0.00 (0.00%)
USD |
OTCM |
Oct 08, 16:00
Sembcorp Industries Max Drawdown (5Y) : 26.23% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 26.23% |
| August 31, 2026 | 26.23% |
| July 31, 2026 | 26.23% |
| June 30, 2026 | 22.00% |
| May 31, 2026 | 22.00% |
| April 30, 2026 | 22.00% |
| March 31, 2026 | 22.00% |
| February 28, 2026 | 22.00% |
| January 31, 2026 | 26.74% |
| December 31, 2025 | 26.74% |
| November 30, 2025 | 26.74% |
| October 31, 2025 | 26.74% |
| September 30, 2025 | 26.74% |
| August 31, 2025 | 44.75% |
| July 31, 2025 | 47.91% |
| June 30, 2025 | 47.91% |
| May 31, 2025 | 60.60% |
| April 30, 2025 | 61.36% |
| March 31, 2025 | 62.09% |
| February 28, 2025 | 62.27% |
| January 31, 2025 | 62.27% |
| December 31, 2024 | 62.27% |
| November 30, 2024 | 62.27% |
| October 31, 2024 | 62.27% |
| September 30, 2024 | 62.27% |
| Date | Value |
|---|---|
| August 31, 2024 | 62.27% |
| July 31, 2024 | 62.27% |
| June 30, 2024 | 62.27% |
| May 31, 2024 | 62.27% |
| April 30, 2024 | 62.27% |
| March 31, 2024 | 62.27% |
| February 29, 2024 | 62.27% |
| January 31, 2024 | 62.27% |
| December 31, 2023 | 62.27% |
| November 30, 2023 | 62.27% |
| October 31, 2023 | 62.27% |
| September 30, 2023 | 62.27% |
| August 31, 2023 | 62.27% |
| July 31, 2023 | 62.27% |
| June 30, 2023 | 62.27% |
| May 31, 2023 | 62.27% |
| April 30, 2023 | 62.27% |
| March 31, 2023 | 62.27% |
| February 28, 2023 | 62.27% |
| January 31, 2023 | 62.27% |
| December 31, 2022 | 62.27% |
| November 30, 2022 | 62.27% |
| October 31, 2022 | 62.27% |
| September 30, 2022 | 62.27% |
| August 31, 2022 | 62.27% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Gallant Venture Ltd. | 57.14% |
| Ameren Corp. | 27.48% |
| Avista Corp. | 31.27% |
| CMS Energy Corp. | 28.04% |
| CenterPoint Energy, Inc. | 22.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 30.78 |
| Beta (5Y) | -0.3052 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.29% |
| Historical Sharpe Ratio (5Y) | 0.5625 |
| Historical Sortino (5Y) | 1.930 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.06% |