Singularity Future Technology Ltd (SGLY)

1.537 -0.04 (-2.72%) USD  |  NASDAQ  |  Dec 20, 16:00
1.44 -0.10 (-6.32%) After-Hours: 20:00
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Singularity Future Technology Max Drawdown (5Y): 99.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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C.H. Robinson Worldwide Inc 40.56%
Forward Air Corp 89.95%
Hub Group Inc 37.59%
Radiant Logistics Inc 60.03%
Armlogi Holding Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -59.15
Beta (5Y) 1.032
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 144.9%
Historical Sharpe Ratio (5Y) -0.313
Historical Sortino (5Y) -0.7712
Monthly Value at Risk (VaR) 5% (5Y Lookback) 46.95%