SGD Holdings Ltd (SGDH)
0.0043
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
SGD Holdings Max Drawdown (5Y): 99.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.07% |
| March 31, 2024 | 99.07% |
| February 29, 2024 | 99.07% |
| January 31, 2024 | 99.07% |
| December 31, 2023 | 99.07% |
| November 30, 2023 | 99.07% |
| October 31, 2023 | 99.07% |
| September 30, 2023 | 99.07% |
| August 31, 2023 | 99.07% |
| July 31, 2023 | 99.07% |
| June 30, 2023 | 99.07% |
| May 31, 2023 | 99.07% |
| April 30, 2023 | 99.07% |
| March 31, 2023 | 99.07% |
| February 28, 2023 | 99.07% |
| January 31, 2023 | 99.07% |
| December 31, 2022 | 99.07% |
| November 30, 2022 | 99.07% |
| October 31, 2022 | 99.07% |
| September 30, 2022 | 99.07% |
| August 31, 2022 | 99.07% |
| July 31, 2022 | 99.07% |
| June 30, 2022 | 99.07% |
| May 31, 2022 | 99.07% |
| April 30, 2022 | 99.07% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.00% |
| February 28, 2022 | 97.86% |
| January 31, 2022 | 97.86% |
| December 31, 2021 | 97.82% |
| November 30, 2021 | 96.50% |
| October 31, 2021 | 93.96% |
| September 30, 2021 | 93.39% |
| August 31, 2021 | 93.39% |
| July 31, 2021 | 92.86% |
| June 30, 2021 | 92.86% |
| May 31, 2021 | 92.86% |
| April 30, 2021 | 92.86% |
| March 31, 2021 | 92.86% |
| February 28, 2021 | 92.86% |
| January 31, 2021 | 92.86% |
| December 31, 2020 | 92.86% |
| November 30, 2020 | 92.86% |
| October 31, 2020 | 92.86% |
| September 30, 2020 | 92.86% |
| August 31, 2020 | 92.86% |
| July 31, 2020 | 92.86% |
| June 30, 2020 | 92.86% |
| May 31, 2020 | 92.86% |
| April 30, 2020 | 92.86% |
| March 31, 2020 | 91.71% |
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
88.97%
Minimum
Jan 2020
99.07%
Maximum
Apr 2022
95.94%
Average
96.03%
Median
Max Drawdown (5Y) Benchmarks
| NOS4-1 Inc | 100.00% |
| GrowLife Inc | 100.00% |
| Generation Alpha Inc | 100.00% |
| EAU Technologies Inc | 99.99% |
| UnderSea Recovery Corp | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.03 |
| Beta (5Y) | 0.7667 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 123.9% |
| Historical Sharpe Ratio (5Y) | -0.3753 |
| Historical Sortino (5Y) | -1.052 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.18% |