Sustainable Green Team Ltd (SGTM)
0.54
-0.01
(-1.82%)
USD |
OTCM |
Nov 04, 16:00
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% |