SDI Group Plc (SDIIF)
1.20
0.00 (0.00%)
USD |
OTCM |
Oct 05, 16:00
SDI Group Max Drawdown (5Y) : 77.18% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 77.18% |
| August 31, 2026 | 77.18% |
| July 31, 2026 | 77.18% |
| June 30, 2026 | 77.18% |
| May 31, 2026 | 77.18% |
| April 30, 2026 | 77.18% |
| March 31, 2026 | 77.18% |
| February 28, 2026 | 77.18% |
| January 31, 2026 | 77.18% |
| December 31, 2025 | 77.18% |
| November 30, 2025 | 77.18% |
| October 31, 2025 | 77.18% |
| September 30, 2025 | 77.18% |
| August 31, 2025 | 77.18% |
| July 31, 2025 | 77.18% |
| June 30, 2025 | 77.18% |
| May 31, 2025 | 77.18% |
| April 30, 2025 | 77.18% |
| March 31, 2025 | 77.18% |
| February 28, 2025 | 77.18% |
| January 31, 2025 | 77.18% |
| December 31, 2024 | 77.18% |
| November 30, 2024 | 77.18% |
| October 31, 2024 | 77.18% |
| September 30, 2024 | 77.18% |
| Date | Value |
|---|---|
| August 31, 2024 | 77.18% |
| July 31, 2024 | 77.18% |
| June 30, 2024 | 77.18% |
| May 31, 2024 | 77.18% |
| 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% |
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
| Renishaw Plc | 67.54% |
| Halma Plc | 49.16% |
| Gooch & Housego Plc | -- |
| Corning, Inc. | 51.48% |
| Research Frontiers, Inc. | 87.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.41 |
| Beta (5Y) | 0.7907 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.96% |
| Historical Sharpe Ratio (5Y) | -0.3138 |
| Historical Sortino (5Y) | -0.6827 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.97% |