SIA Engineering Co Ltd (SEGSY)
17.44
0.00 (0.00%)
USD |
OTCM |
Jun 21, 16:00
SIA Engineering Max Drawdown (5Y): 36.54% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 36.54% |
April 30, 2024 | 38.58% |
March 31, 2024 | 38.58% |
February 29, 2024 | 38.58% |
January 31, 2024 | 38.58% |
December 31, 2023 | 38.58% |
November 30, 2023 | 38.58% |
October 31, 2023 | 38.58% |
September 30, 2023 | 38.58% |
August 31, 2023 | 38.58% |
July 31, 2023 | 38.58% |
June 30, 2023 | 38.58% |
May 31, 2023 | 38.58% |
April 30, 2023 | 38.58% |
March 31, 2023 | 38.58% |
February 28, 2023 | 38.58% |
January 31, 2023 | 38.58% |
December 31, 2022 | 38.58% |
November 30, 2022 | 38.58% |
October 31, 2022 | 38.58% |
September 30, 2022 | 38.58% |
August 31, 2022 | 38.58% |
July 31, 2022 | 38.58% |
June 30, 2022 | 38.58% |
May 31, 2022 | 38.58% |
Date | Value |
---|---|
April 30, 2022 | 38.58% |
March 31, 2022 | 38.58% |
February 28, 2022 | 38.58% |
January 31, 2022 | 38.58% |
December 31, 2021 | 38.58% |
November 30, 2021 | 38.58% |
October 31, 2021 | 38.58% |
September 30, 2021 | 38.58% |
August 31, 2021 | 38.58% |
July 31, 2021 | 38.58% |
June 30, 2021 | 38.58% |
May 31, 2021 | 38.58% |
April 30, 2021 | 38.58% |
March 31, 2021 | 38.58% |
February 28, 2021 | 38.58% |
January 31, 2021 | 38.58% |
December 31, 2020 | 38.58% |
November 30, 2020 | 38.58% |
October 31, 2020 | 38.58% |
September 30, 2020 | 38.58% |
August 31, 2020 | 38.58% |
July 31, 2020 | 38.58% |
June 30, 2020 | 38.58% |
May 31, 2020 | 38.58% |
April 30, 2020 | 38.58% |
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
36.54%
Minimum
May 2024
38.58%
Maximum
Jun 2019
38.55%
Average
38.58%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3271 |
Beta (5Y) | 0.0141 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.95% |
Historical Sharpe Ratio (5Y) | -0.0689 |
Historical Sortino (5Y) | -320018.7 |