Singularity Future Technology Ltd. (SGLY)
0.78
-0.20
(-20.40%)
USD |
NASDAQ |
Oct 06, 16:00
0.781
0.00 (0.00%)
After-Hours: 20:00
Singularity Future Technology Max Drawdown (5Y) : 99.97% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 99.97% |
| August 31, 2026 | 99.95% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 95.78% |
| August 31, 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. | 43.10% |
| Universal Logistics Holdings, Inc. | 76.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -88.42 |
| Beta (5Y) | 1.452 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.3% |
| Historical Sharpe Ratio (5Y) | -0.6246 |
| Historical Sortino (5Y) | -1.057 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 59.54% |