Sustainable Green Team Ltd (SGTM)
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Nov 21, 15:40
Sustainable Green Team Max Drawdown (5Y): 99.58% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.58% |
| August 31, 2024 | 99.58% |
| July 31, 2024 | 99.58% |
| June 30, 2024 | 99.58% |
| May 31, 2024 | 99.58% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
99.84%
Average
99.90%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Yield10 Bioscience Inc | 100.00% |
| United States Antimony Corp | 89.76% |
| Lithium Corp | 97.45% |
| Verde Resources Inc | 94.74% |
| PureBase Corp | 98.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.67 |
| Beta (5Y) | 3.539 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 367.0% |
| Historical Sharpe Ratio (5Y) | 0.0183 |
| Historical Sortino (5Y) | 0.1108 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.52% |