Sharp Corp (SHCAY)
1.28
+0.04
(+3.23%)
USD |
OTCM |
May 16, 16:00
Sharp Max Drawdown (5Y): 84.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.95% |
| March 31, 2024 | 84.95% |
| February 29, 2024 | 84.95% |
| January 31, 2024 | 84.95% |
| December 31, 2023 | 84.95% |
| November 30, 2023 | 84.95% |
| October 31, 2023 | 84.95% |
| September 30, 2023 | 84.95% |
| August 31, 2023 | 84.95% |
| July 31, 2023 | 84.95% |
| June 30, 2023 | 84.95% |
| May 31, 2023 | 84.95% |
| April 30, 2023 | 84.95% |
| March 31, 2023 | 84.95% |
| February 28, 2023 | 84.95% |
| January 31, 2023 | 84.95% |
| December 31, 2022 | 84.95% |
| November 30, 2022 | 84.95% |
| October 31, 2022 | 84.95% |
| September 30, 2022 | 83.09% |
| August 31, 2022 | 80.85% |
| July 31, 2022 | 80.85% |
| June 30, 2022 | 80.85% |
| May 31, 2022 | 80.85% |
| April 30, 2022 | 80.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.85% |
| February 28, 2022 | 80.85% |
| January 31, 2022 | 80.85% |
| December 31, 2021 | 80.85% |
| November 30, 2021 | 80.85% |
| October 31, 2021 | 80.85% |
| September 30, 2021 | 80.85% |
| August 31, 2021 | 80.85% |
| July 31, 2021 | 82.20% |
| June 30, 2021 | 84.57% |
| May 31, 2021 | 88.60% |
| April 30, 2021 | 88.60% |
| March 31, 2021 | 88.60% |
| February 28, 2021 | 88.60% |
| January 31, 2021 | 88.60% |
| December 31, 2020 | 88.60% |
| November 30, 2020 | 88.60% |
| October 31, 2020 | 88.60% |
| September 30, 2020 | 88.60% |
| August 31, 2020 | 88.79% |
| July 31, 2020 | 88.79% |
| June 30, 2020 | 88.79% |
| May 31, 2020 | 88.79% |
| April 30, 2020 | 88.79% |
| March 31, 2020 | 88.79% |
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
80.85%
Minimum
Aug 2021
88.79%
Maximum
May 2019
85.55%
Average
84.95%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.29 |
| Beta (5Y) | 0.9888 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.68% |
| Historical Sharpe Ratio (5Y) | -0.3419 |
| Historical Sortino (5Y) | -0.6292 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.78% |