Sangui Biotech International Inc (SGBI)
0.0002
0.00 (0.00%)
USD |
OTCM |
Jan 06, 16:00
Sangui Biotech International Max Drawdown (5Y): 99.78% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Median
Max Drawdown (5Y) Benchmarks
| Alternative Wellness Health Inc | 96.84% |
| VBI Vaccines Inc | 100.00% |
| Cantabio Pharmaceuticals Inc | 99.99% |
| Affymax Inc | 99.91% |
| Scopus BioPharma Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -72.25 |
| Beta (5Y) | 1.249 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 154.6% |
| Historical Sharpe Ratio (5Y) | -0.3698 |
| Historical Sortino (5Y) | -0.7755 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 55.27% |