Sustainable Green Team Ltd (SGTM)
0.90
0.00 (0.00%)
USD |
OTCM |
May 09, 10:57
Sustainable Green Team Max Drawdown (5Y): 99.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.58% |
March 31, 2024 | 99.58% |
February 29, 2024 | 99.58% |
January 31, 2024 | 99.58% |
December 31, 2023 | 99.58% |
November 30, 2023 | 99.58% |
October 31, 2023 | 99.58% |
September 30, 2023 | 99.90% |
August 31, 2023 | 99.90% |
July 31, 2023 | 99.90% |
June 30, 2023 | 99.90% |
May 31, 2023 | 99.90% |
April 30, 2023 | 99.90% |
March 31, 2023 | 99.90% |
February 28, 2023 | 99.90% |
January 31, 2023 | 99.90% |
December 31, 2022 | 99.90% |
November 30, 2022 | 99.90% |
October 31, 2022 | 99.90% |
September 30, 2022 | 99.90% |
August 31, 2022 | 99.90% |
July 31, 2022 | 99.90% |
June 30, 2022 | 99.90% |
May 31, 2022 | 99.90% |
April 30, 2022 | 99.90% |
Date | Value |
---|---|
March 31, 2022 | 99.90% |
February 28, 2022 | 99.90% |
January 31, 2022 | 99.90% |
December 31, 2021 | 99.90% |
November 30, 2021 | 99.90% |
October 31, 2021 | 99.90% |
September 30, 2021 | 99.90% |
August 31, 2021 | 99.90% |
July 31, 2021 | 99.90% |
June 30, 2021 | 99.90% |
May 31, 2021 | 99.90% |
April 30, 2021 | 99.90% |
March 31, 2021 | 99.90% |
February 28, 2021 | 99.90% |
January 31, 2021 | 99.90% |
December 31, 2020 | 99.90% |
November 30, 2020 | 99.90% |
October 31, 2020 | 99.90% |
September 30, 2020 | 99.90% |
August 31, 2020 | 99.90% |
July 31, 2020 | 99.90% |
June 30, 2020 | 99.90% |
May 31, 2020 | 99.90% |
April 30, 2020 | 99.96% |
March 31, 2020 | 99.96% |
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
99.58%
Minimum
Oct 2023
99.96%
Maximum
May 2019
99.88%
Average
99.90%
Median
May 2020
Max Drawdown (5Y) Benchmarks
TreeCon Resources Inc | 74.23% |
Benson Hill Inc | -- |
General Enterprise Ventures Inc | 98.13% |
Core Molding Technologies Inc | 96.20% |
Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -57.80 |
Beta (5Y) | 3.524 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 379.6% |
Historical Sharpe Ratio (5Y) | -0.0488 |
Historical Sortino (5Y) | -0.2692 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 57.26% |