S.D. Standard ETC PLC (SDSDF)
0.15
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
S.D. Standard ETC Max Drawdown (5Y): 73.68% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 73.68% |
| April 30, 2024 | 73.68% |
| March 31, 2024 | 73.68% |
| February 29, 2024 | 73.68% |
| January 31, 2024 | 73.68% |
| December 31, 2023 | 73.68% |
| November 30, 2023 | 73.68% |
| October 31, 2023 | 73.68% |
| September 30, 2023 | 73.68% |
| August 31, 2023 | 73.68% |
| July 31, 2023 | 73.68% |
| June 30, 2023 | 73.68% |
| May 31, 2023 | 79.58% |
| April 30, 2023 | 79.58% |
| March 31, 2023 | 79.58% |
| February 28, 2023 | 85.20% |
| January 31, 2023 | 85.20% |
| December 31, 2022 | 95.12% |
| November 30, 2022 | 95.12% |
| October 31, 2022 | 95.12% |
| September 30, 2022 | 95.12% |
| August 31, 2022 | 95.12% |
| July 31, 2022 | 95.12% |
| June 30, 2022 | 95.12% |
| May 31, 2022 | 95.12% |
| Date | Value |
|---|---|
| April 30, 2022 | 95.12% |
| March 31, 2022 | 95.12% |
| February 28, 2022 | 95.12% |
| January 31, 2022 | 95.12% |
| December 31, 2021 | 95.12% |
| November 30, 2021 | 95.12% |
| October 31, 2021 | 95.12% |
| September 30, 2021 | 95.12% |
| August 31, 2021 | 95.12% |
| July 31, 2021 | 95.12% |
| June 30, 2021 | 95.12% |
| May 31, 2021 | 95.12% |
| April 30, 2021 | 95.12% |
| March 31, 2021 | 95.12% |
| February 28, 2021 | 95.12% |
| January 31, 2021 | 95.12% |
| December 31, 2020 | 95.12% |
| November 30, 2020 | 95.12% |
| October 31, 2020 | 95.12% |
| September 30, 2020 | 95.12% |
| August 31, 2020 | 95.12% |
| July 31, 2020 | 95.12% |
| June 30, 2020 | 95.12% |
| May 31, 2020 | 95.12% |
| April 30, 2020 | 95.12% |
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
73.68%
Minimum
Jun 2023
95.12%
Maximum
Jun 2019
89.72%
Average
95.12%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Frontline PLC | 66.54% |
| Barnwell Industries Inc | 88.78% |
| CKX Lands Inc | 54.31% |
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.689 |
| Beta (5Y) | -0.0002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.90% |
| Historical Sharpe Ratio (5Y) | -0.2085 |
| Historical Sortino (5Y) | -0.359 |