Sino Green Land Corp (SGLA)
0.15
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Sino Green Land Max Drawdown (5Y): 98.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.46% |
March 31, 2024 | 98.46% |
February 29, 2024 | 98.46% |
January 31, 2024 | 98.46% |
December 31, 2023 | 98.46% |
November 30, 2023 | 98.46% |
October 31, 2023 | 98.46% |
September 30, 2023 | 98.46% |
August 31, 2023 | 98.46% |
July 31, 2023 | 98.46% |
June 30, 2023 | 95.92% |
May 31, 2023 | 95.92% |
April 30, 2023 | 95.92% |
March 31, 2023 | 95.92% |
February 28, 2023 | 95.92% |
January 31, 2023 | 95.92% |
December 31, 2022 | 95.92% |
November 30, 2022 | 95.92% |
October 31, 2022 | 95.92% |
September 30, 2022 | 95.92% |
August 31, 2022 | 95.92% |
July 31, 2022 | 95.92% |
June 30, 2022 | 95.92% |
May 31, 2022 | 97.60% |
April 30, 2022 | 97.60% |
Date | Value |
---|---|
March 31, 2022 | 97.60% |
February 28, 2022 | 97.60% |
January 31, 2022 | 97.60% |
December 31, 2021 | 98.37% |
November 30, 2021 | 98.71% |
October 31, 2021 | 98.71% |
September 30, 2021 | 98.71% |
August 31, 2021 | 98.71% |
July 31, 2021 | 98.71% |
June 30, 2021 | 98.89% |
May 31, 2021 | 98.89% |
April 30, 2021 | 99.43% |
March 31, 2021 | 99.47% |
February 28, 2021 | 99.47% |
January 31, 2021 | 99.47% |
December 31, 2020 | 99.47% |
November 30, 2020 | 99.47% |
October 31, 2020 | 99.57% |
September 30, 2020 | 99.57% |
August 31, 2020 | 99.57% |
July 31, 2020 | 99.57% |
June 30, 2020 | 99.57% |
May 31, 2020 | 99.71% |
April 30, 2020 | 99.71% |
March 31, 2020 | 99.71% |
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
95.92%
Minimum
Jun 2022
99.76%
Maximum
May 2019
98.34%
Average
98.71%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Avalon Holdings Corp | 88.49% |
Bion Environmental Technologies Inc | 75.55% |
374Water Inc | 99.90% |
Veralto Corp | -- |
CleanCore Solutions Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.97 |
Beta (5Y) | -0.9549 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 183.5% |
Historical Sharpe Ratio (5Y) | -0.1995 |
Historical Sortino (5Y) | -0.502 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 59.05% |