Singularity Future Technology Ltd (SGLY)
4.70
-0.05
(-1.05%)
USD |
NASDAQ |
May 03, 16:00
4.70
0.00 (0.00%)
After-Hours: 20:00
Singularity Future Technology Max Drawdown (5Y): 98.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.97% |
| March 31, 2024 | 98.97% |
| February 29, 2024 | 98.96% |
| January 31, 2024 | 97.98% |
| December 31, 2023 | 97.98% |
| November 30, 2023 | 97.98% |
| October 31, 2023 | 97.98% |
| September 30, 2023 | 97.98% |
| August 31, 2023 | 97.98% |
| July 31, 2023 | 97.98% |
| June 30, 2023 | 97.98% |
| May 31, 2023 | 97.98% |
| April 30, 2023 | 97.98% |
| March 31, 2023 | 97.98% |
| February 28, 2023 | 97.98% |
| January 31, 2023 | 97.98% |
| December 31, 2022 | 97.96% |
| November 30, 2022 | 96.25% |
| October 31, 2022 | 95.78% |
| September 30, 2022 | 95.78% |
| August 31, 2022 | 95.78% |
| July 31, 2022 | 95.78% |
| June 30, 2022 | 95.78% |
| May 31, 2022 | 95.78% |
| April 30, 2022 | 95.78% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.78% |
| February 28, 2022 | 95.78% |
| January 31, 2022 | 95.78% |
| December 31, 2021 | 95.78% |
| November 30, 2021 | 95.78% |
| October 31, 2021 | 95.78% |
| September 30, 2021 | 95.78% |
| August 31, 2021 | 95.78% |
| July 31, 2021 | 95.78% |
| June 30, 2021 | 95.78% |
| May 31, 2021 | 95.78% |
| April 30, 2021 | 95.78% |
| March 31, 2021 | 95.78% |
| February 28, 2021 | 95.78% |
| January 31, 2021 | 95.78% |
| December 31, 2020 | 95.78% |
| November 30, 2020 | 95.78% |
| October 31, 2020 | 95.78% |
| September 30, 2020 | 95.78% |
| August 31, 2020 | 95.39% |
| July 31, 2020 | 95.39% |
| June 30, 2020 | 95.39% |
| May 31, 2020 | 95.39% |
| April 30, 2020 | 95.39% |
| March 31, 2020 | 95.39% |
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
93.33%
Minimum
May 2019
98.97%
Maximum
Mar 2024
96.04%
Average
95.78%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| C.H. Robinson Worldwide Inc | 40.56% |
| Expeditors International of Washington Inc | 35.62% |
| Forward Air Corp | 81.94% |
| Hub Group Inc | 37.59% |
| Radiant Logistics Inc | 60.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.88 |
| Beta (5Y) | 1.042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 141.8% |
| Historical Sharpe Ratio (5Y) | -0.2699 |
| Historical Sortino (5Y) | -0.7046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.26% |