Singapore Telecommunications Ltd (SGAPY)
17.80
-0.15
(-0.86%)
USD |
OTCM |
May 20, 13:16
Singapore Telecommunications Max Drawdown (5Y): 43.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.85% |
March 31, 2024 | 43.85% |
February 29, 2024 | 43.85% |
January 31, 2024 | 43.85% |
December 31, 2023 | 43.85% |
November 30, 2023 | 43.85% |
October 31, 2023 | 43.85% |
September 30, 2023 | 43.85% |
August 31, 2023 | 43.85% |
July 31, 2023 | 43.85% |
June 30, 2023 | 43.85% |
May 31, 2023 | 43.85% |
April 30, 2023 | 43.85% |
March 31, 2023 | 43.85% |
February 28, 2023 | 43.85% |
January 31, 2023 | 43.85% |
December 31, 2022 | 43.85% |
November 30, 2022 | 43.85% |
October 31, 2022 | 43.85% |
September 30, 2022 | 43.85% |
August 31, 2022 | 43.85% |
July 31, 2022 | 43.85% |
June 30, 2022 | 43.85% |
May 31, 2022 | 43.85% |
April 30, 2022 | 43.85% |
Date | Value |
---|---|
March 31, 2022 | 43.85% |
February 28, 2022 | 43.85% |
January 31, 2022 | 43.85% |
December 31, 2021 | 43.85% |
November 30, 2021 | 43.85% |
October 31, 2021 | 43.85% |
September 30, 2021 | 43.85% |
August 31, 2021 | 43.85% |
July 31, 2021 | 43.85% |
June 30, 2021 | 43.85% |
May 31, 2021 | 43.85% |
April 30, 2021 | 43.85% |
March 31, 2021 | 43.85% |
February 28, 2021 | 43.85% |
January 31, 2021 | 43.85% |
December 31, 2020 | 43.85% |
November 30, 2020 | 43.85% |
October 31, 2020 | 43.02% |
September 30, 2020 | 42.23% |
August 31, 2020 | 42.23% |
July 31, 2020 | 42.23% |
June 30, 2020 | 42.23% |
May 31, 2020 | 42.23% |
April 30, 2020 | 42.23% |
March 31, 2020 | 42.23% |
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
26.42%
Minimum
May 2019
43.85%
Maximum
Nov 2020
40.74%
Average
43.85%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
JOYY Inc | 83.51% |
FingerMotion Inc | 97.86% |
Sound Group Inc | -- |
PropertyGuru Group Ltd | -- |
MoneyHero Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.63 |
Beta (5Y) | 0.6339 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.67% |
Historical Sharpe Ratio (5Y) | -0.1645 |
Historical Sortino (5Y) | -0.2473 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |