Sustainable Green Team Ltd (SGTM)

0.31 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Sustainable Green Team Max Drawdown (5Y): 99.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Max Drawdown (5Y) Benchmarks

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Yield10 Bioscience Inc 100.00%
United States Antimony Corp 89.76%
Lithium Corp 97.45%
Verde Resources Inc 97.14%
PureBase Corp 98.60%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.26
Beta (5Y) 3.554
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 361.5%
Historical Sharpe Ratio (5Y) 0.0863
Historical Sortino (5Y) 0.5418
Monthly Value at Risk (VaR) 5% (5Y Lookback) 50.43%