Singularity Future Technology Ltd. (SGLY)
2.15
-0.38
(-15.02%)
USD |
NASDAQ |
Aug 25, 16:00
2.05
-0.10
(-4.65%)
After-Hours: 07:23
Singularity Future Technology Max Drawdown (5Y) : 99.88% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 99.88% |
| June 30, 2026 | 99.85% |
| May 31, 2026 | 99.82% |
| April 30, 2026 | 99.82% |
| March 31, 2026 | 99.82% |
| February 28, 2026 | 99.82% |
| January 31, 2026 | 99.77% |
| December 31, 2025 | 99.77% |
| November 30, 2025 | 99.72% |
| October 31, 2025 | 99.69% |
| September 30, 2025 | 99.69% |
| August 31, 2025 | 99.69% |
| July 31, 2025 | 99.69% |
| June 30, 2025 | 99.69% |
| May 31, 2025 | 99.69% |
| April 30, 2025 | 99.69% |
| March 31, 2025 | 99.65% |
| February 28, 2025 | 99.65% |
| January 31, 2025 | 99.65% |
| December 31, 2024 | 99.32% |
| November 30, 2024 | 99.32% |
| October 31, 2024 | 99.32% |
| September 30, 2024 | 99.32% |
| August 31, 2024 | 98.97% |
| July 31, 2024 | 98.97% |
| Date | Value |
|---|---|
| June 30, 2024 | 98.97% |
| May 31, 2024 | 98.97% |
| 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% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| C.H. Robinson Worldwide, Inc. | 40.56% |
| Expeditors International of Washington, Inc. | 35.62% |
| Forward Air Corp. | 93.19% |
| Hub Group, Inc. | 40.84% |
| Universal Logistics Holdings, Inc. | 76.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -75.62 |
| Beta (5Y) | 1.605 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.6% |
| Historical Sharpe Ratio (5Y) | -0.5402 |
| Historical Sortino (5Y) | -0.9429 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.75% |