Shangri-La Asia Ltd (SHALY)
14.53
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Shangri-La Asia Max Drawdown (5Y): 77.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.48% |
| March 31, 2024 | 77.48% |
| February 29, 2024 | 77.48% |
| January 31, 2024 | 77.48% |
| December 31, 2023 | 77.48% |
| November 30, 2023 | 77.48% |
| October 31, 2023 | 77.48% |
| September 30, 2023 | 77.48% |
| August 31, 2023 | 77.48% |
| July 31, 2023 | 77.48% |
| June 30, 2023 | 77.48% |
| May 31, 2023 | 77.48% |
| April 30, 2023 | 77.48% |
| March 31, 2023 | 77.48% |
| February 28, 2023 | 77.48% |
| January 31, 2023 | 77.48% |
| December 31, 2022 | 77.48% |
| November 30, 2022 | 77.48% |
| October 31, 2022 | 77.48% |
| September 30, 2022 | 70.97% |
| August 31, 2022 | 70.97% |
| July 31, 2022 | 70.97% |
| June 30, 2022 | 70.97% |
| May 31, 2022 | 70.97% |
| April 30, 2022 | 70.97% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.97% |
| February 28, 2022 | 70.97% |
| January 31, 2022 | 70.97% |
| December 31, 2021 | 70.97% |
| November 30, 2021 | 70.97% |
| October 31, 2021 | 70.97% |
| September 30, 2021 | 70.97% |
| August 31, 2021 | 70.97% |
| July 31, 2021 | 70.97% |
| June 30, 2021 | 70.97% |
| May 31, 2021 | 70.97% |
| April 30, 2021 | 70.97% |
| March 31, 2021 | 70.97% |
| February 28, 2021 | 70.97% |
| January 31, 2021 | 70.97% |
| December 31, 2020 | 70.97% |
| November 30, 2020 | 70.97% |
| October 31, 2020 | 70.97% |
| September 30, 2020 | 70.97% |
| August 31, 2020 | 70.97% |
| July 31, 2020 | 70.97% |
| June 30, 2020 | 70.51% |
| May 31, 2020 | 70.51% |
| April 30, 2020 | 70.51% |
| March 31, 2020 | 68.00% |
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
68.00%
Minimum
May 2019
77.48%
Maximum
Oct 2022
72.46%
Average
70.97%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.86 |
| Beta (5Y) | -0.1615 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.44% |
| Historical Sharpe Ratio (5Y) | -0.4385 |
| Historical Sortino (5Y) | -0.6764 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.56% |