SDI Group PLC (SDIIF)
0.8453
+0.21
(+33.75%)
USD |
OTCM |
May 20, 09:30
SDI Group Max Drawdown (5Y): 74.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.22% |
| March 31, 2024 | 72.92% |
| February 29, 2024 | 72.92% |
| January 31, 2024 | 70.73% |
| December 31, 2023 | 65.70% |
| November 30, 2023 | 65.70% |
| October 31, 2023 | 65.70% |
| September 30, 2023 | 54.87% |
| August 31, 2023 | 48.74% |
| July 31, 2023 | 40.43% |
| June 30, 2023 | 40.43% |
| May 31, 2023 | 39.35% |
| April 30, 2023 | 33.21% |
| March 31, 2023 | 33.21% |
| February 28, 2023 | 33.21% |
| January 31, 2023 | 33.21% |
| December 31, 2022 | 33.21% |
| November 30, 2022 | 33.21% |
| October 31, 2022 | 33.21% |
| September 30, 2022 | 33.21% |
| August 31, 2022 | 27.80% |
| July 31, 2022 | 27.80% |
| June 30, 2022 | 27.80% |
| May 31, 2022 | 27.80% |
| April 30, 2022 | 27.80% |
| Date | Value |
|---|---|
| March 31, 2022 | 27.80% |
| February 28, 2022 | 17.33% |
| January 31, 2022 | 17.33% |
| December 31, 2021 | 15.16% |
| November 30, 2021 | 15.16% |
| October 31, 2021 | 15.16% |
| September 30, 2021 | 9.75% |
| August 31, 2021 | 9.75% |
| July 31, 2021 | 0.00% |
| June 30, 2021 | 0.00% |
| May 31, 2021 | 0.00% |
| April 30, 2021 | 0.00% |
| March 31, 2021 | 0.00% |
| February 28, 2021 | 0.00% |
| January 31, 2021 | 0.00% |
| December 31, 2020 | 0.00% |
| November 30, 2020 | 0.00% |
| October 31, 2020 | 0.00% |
| September 30, 2020 | 0.00% |
| August 31, 2020 | 0.00% |
| July 31, 2020 | 0.00% |
| June 30, 2020 | 0.00% |
| May 31, 2020 | 0.00% |
| April 30, 2020 | 0.00% |
| March 31, 2020 | 0.00% |
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
--
Minimum
May 2019
74.22%
Maximum
Apr 2024
20.73%
Average
15.16%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Vivopower International PLC | 99.40% |
| Clarivate PLC | 81.51% |
| Arqit Quantum Inc | -- |
| Gorilla Technology Group Inc | -- |
| ARM Holdings PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.584 |
| Beta (5Y) | 0.3944 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.80% |
| Historical Sharpe Ratio (5Y) | 0.1059 |
| Historical Sortino (5Y) | 0.3433 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.02% |