Singularity Future Technology Ltd (SGLY)
1.65
-0.02
(-1.20%)
USD |
NASDAQ |
Nov 01, 16:00
1.66
+0.01
(+0.61%)
After-Hours: 20:00
Singularity Future Technology Max Drawdown (5Y): 99.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.32% |
September 30, 2024 | 99.32% |
August 31, 2024 | 98.97% |
July 31, 2024 | 98.97% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
99.32%
Maximum
Sep 2024
96.62%
Average
95.78%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
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) | -62.06 |
Beta (5Y) | 1.014 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 145.0% |
Historical Sharpe Ratio (5Y) | -0.3379 |
Historical Sortino (5Y) | -0.8358 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.95% |