Sangui Biotech International Inc (SGBI)
0.0015
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Sangui Biotech International Max Drawdown (5Y): 98.70% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 98.70% |
May 31, 2024 | 98.70% |
April 30, 2024 | 98.70% |
March 31, 2024 | 98.70% |
February 29, 2024 | 98.70% |
January 31, 2024 | 98.70% |
December 31, 2023 | 97.83% |
November 30, 2023 | 97.83% |
October 31, 2023 | 97.83% |
September 30, 2023 | 97.83% |
August 31, 2023 | 97.83% |
July 31, 2023 | 97.83% |
June 30, 2023 | 97.83% |
May 31, 2023 | 97.28% |
April 30, 2023 | 97.28% |
March 31, 2023 | 97.28% |
February 28, 2023 | 97.28% |
January 31, 2023 | 97.28% |
December 31, 2022 | 97.28% |
November 30, 2022 | 97.92% |
October 31, 2022 | 97.92% |
September 30, 2022 | 97.92% |
August 31, 2022 | 98.06% |
July 31, 2022 | 98.06% |
June 30, 2022 | 98.06% |
Date | Value |
---|---|
May 31, 2022 | 98.06% |
April 30, 2022 | 98.06% |
March 31, 2022 | 98.06% |
February 28, 2022 | 98.06% |
January 31, 2022 | 98.06% |
December 31, 2021 | 98.06% |
November 30, 2021 | 98.06% |
October 31, 2021 | 98.06% |
September 30, 2021 | 98.06% |
August 31, 2021 | 98.06% |
July 31, 2021 | 99.39% |
June 30, 2021 | 99.56% |
May 31, 2021 | 99.69% |
April 30, 2021 | 99.72% |
March 31, 2021 | 99.72% |
February 28, 2021 | 99.72% |
January 31, 2021 | 99.72% |
December 31, 2020 | 99.72% |
November 30, 2020 | 99.82% |
October 31, 2020 | 99.82% |
September 30, 2020 | 99.82% |
August 31, 2020 | 99.82% |
July 31, 2020 | 99.82% |
June 30, 2020 | 99.82% |
May 31, 2020 | 99.82% |
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
97.28%
Minimum
Dec 2022
99.82%
Maximum
Jul 2019
98.72%
Average
98.70%
Median
Jan 2024
Max Drawdown (5Y) Benchmarks
CS Diagnostics Corp | 99.86% |
CBD Of Denver Inc | 99.38% |
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -50.45 |
Beta (5Y) | 0.9447 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 159.9% |
Historical Sharpe Ratio (5Y) | -0.2393 |
Historical Sortino (5Y) | -0.5389 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 53.80% |