SINOPEC Engineering (Group) Co., Ltd. (SENGF)
0.6701
0.00 (0.00%)
USD |
OTCM |
Sep 24, 16:00
SINOPEC Engineering Max Drawdown (5Y) : 30.49% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 30.49% |
| July 31, 2026 | 24.00% |
| June 30, 2026 | 24.00% |
| May 31, 2026 | 24.00% |
| April 30, 2026 | 20.00% |
| March 31, 2026 | 20.00% |
| February 28, 2026 | 18.05% |
| January 31, 2026 | 18.05% |
| December 31, 2025 | 18.05% |
| November 30, 2025 | 18.05% |
| October 31, 2025 | 18.05% |
| September 30, 2025 | 18.05% |
| August 31, 2025 | 18.05% |
| July 31, 2025 | 18.05% |
| June 30, 2025 | 18.05% |
| May 31, 2025 | 18.05% |
| April 30, 2025 | 18.05% |
| March 31, 2025 | 17.97% |
| February 28, 2025 | 17.37% |
| January 31, 2025 | 17.37% |
| December 31, 2024 | 17.37% |
| November 30, 2024 | 17.37% |
| October 31, 2024 | 17.37% |
| September 30, 2024 | 17.37% |
| August 31, 2024 | 17.37% |
| Date | Value |
|---|---|
| July 31, 2024 | 17.37% |
| June 30, 2024 | 17.37% |
| May 31, 2024 | 17.37% |
| April 30, 2024 | 17.37% |
| March 31, 2024 | 17.37% |
| February 29, 2024 | 17.37% |
| January 31, 2024 | 17.37% |
| December 31, 2023 | 17.37% |
| November 30, 2023 | 17.37% |
| October 31, 2023 | 17.37% |
| September 30, 2023 | 17.37% |
| August 31, 2023 | 17.37% |
| July 31, 2023 | 17.37% |
| June 30, 2023 | 11.71% |
| May 31, 2023 | 11.71% |
| April 30, 2023 | 11.71% |
| March 31, 2023 | 11.71% |
| February 28, 2023 | 11.71% |
| January 31, 2023 | 11.71% |
| December 31, 2022 | 11.71% |
| November 30, 2022 | 5.44% |
| October 31, 2022 | 5.44% |
| September 30, 2022 | 0.00% |
| August 31, 2022 | 0.00% |
| July 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Greentown Management Holdings Co., Ltd. | -- |
| AECOM | 54.05% |
| Primoris Services Corp. | 64.44% |
| Worley Ltd. | 50.26% |
| Chiyoda Corp. | 77.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.00 |
| Beta (5Y) | 0.0301 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.82% |
| Historical Sharpe Ratio (5Y) | 0.3426 |
| Historical Sortino (5Y) | 0.7482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |