Sugarmade Inc (SGMD)
0.0027
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Sugarmade Max Drawdown (5Y): 99.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.98% |
| January 31, 2024 | 99.98% |
| December 31, 2023 | 99.98% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.97% |
| August 31, 2023 | 99.97% |
| July 31, 2023 | 99.97% |
| June 30, 2023 | 99.97% |
| May 31, 2023 | 99.97% |
| April 30, 2023 | 99.97% |
| March 31, 2023 | 99.97% |
| February 28, 2023 | 99.96% |
| January 31, 2023 | 99.96% |
| December 31, 2022 | 99.95% |
| November 30, 2022 | 99.95% |
| October 31, 2022 | 99.95% |
| September 30, 2022 | 99.95% |
| August 31, 2022 | 99.95% |
| July 31, 2022 | 99.95% |
| June 30, 2022 | 99.95% |
| May 31, 2022 | 99.93% |
| April 30, 2022 | 99.90% |
| March 31, 2022 | 99.90% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.85% |
| January 31, 2022 | 99.81% |
| December 31, 2021 | 99.76% |
| November 30, 2021 | 99.73% |
| October 31, 2021 | 99.68% |
| September 30, 2021 | 99.68% |
| August 31, 2021 | 99.68% |
| July 31, 2021 | 99.68% |
| June 30, 2021 | 99.68% |
| May 31, 2021 | 99.68% |
| April 30, 2021 | 99.68% |
| March 31, 2021 | 99.68% |
| February 28, 2021 | 99.68% |
| January 31, 2021 | 99.68% |
| December 31, 2020 | 99.68% |
| November 30, 2020 | 99.68% |
| October 31, 2020 | 99.66% |
| September 30, 2020 | 99.71% |
| August 31, 2020 | 99.71% |
| July 31, 2020 | 99.77% |
| June 30, 2020 | 99.86% |
| May 31, 2020 | 99.86% |
| April 30, 2020 | 99.86% |
| March 31, 2020 | 99.86% |
| February 29, 2020 | 99.86% |
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
99.66%
Minimum
Oct 2020
99.99%
Maximum
Mar 2024
99.85%
Average
99.86%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Core Molding Technologies Inc | 96.20% |
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 95.74% |
| Contango Ore Inc | 72.87% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -84.48 |
| Beta (5Y) | 0.2323 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 228.3% |
| Historical Sharpe Ratio (5Y) | -0.3568 |
| Historical Sortino (5Y) | -1.217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.75% |