Sharing Services Global Corp (SHRG)
0.35
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Sharing Services Global Max Drawdown (5Y): 99.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.70% |
September 30, 2024 | 99.70% |
August 31, 2024 | 99.70% |
July 31, 2024 | 99.70% |
June 30, 2024 | 99.70% |
May 31, 2024 | 99.70% |
April 30, 2024 | 99.70% |
March 31, 2024 | 99.70% |
February 29, 2024 | 99.70% |
January 31, 2024 | 99.70% |
December 31, 2023 | 99.70% |
November 30, 2023 | 99.70% |
October 31, 2023 | 99.70% |
September 30, 2023 | 99.70% |
August 31, 2023 | 99.70% |
July 31, 2023 | 99.70% |
June 30, 2023 | 99.70% |
May 31, 2023 | 99.70% |
April 30, 2023 | 99.70% |
March 31, 2023 | 98.22% |
February 28, 2023 | 98.21% |
January 31, 2023 | 98.14% |
December 31, 2022 | 97.86% |
November 30, 2022 | 97.67% |
October 31, 2022 | 97.67% |
Date | Value |
---|---|
September 30, 2022 | 97.67% |
August 31, 2022 | 97.67% |
July 31, 2022 | 97.67% |
June 30, 2022 | 97.67% |
May 31, 2022 | 97.67% |
April 30, 2022 | 97.35% |
March 31, 2022 | 96.90% |
February 28, 2022 | 96.90% |
January 31, 2022 | 96.90% |
December 31, 2021 | 96.90% |
November 30, 2021 | 96.90% |
October 31, 2021 | 96.90% |
September 30, 2021 | 96.90% |
August 31, 2021 | 96.90% |
July 31, 2021 | 96.90% |
June 30, 2021 | 96.90% |
May 31, 2021 | 96.90% |
April 30, 2021 | 96.90% |
March 31, 2021 | 96.90% |
February 28, 2021 | 96.90% |
January 31, 2021 | 96.90% |
December 31, 2020 | 96.90% |
November 30, 2020 | 96.90% |
October 31, 2020 | 96.90% |
September 30, 2020 | 96.90% |
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
91.15%
Minimum
Nov 2019
99.70%
Maximum
Apr 2023
97.69%
Average
97.51%
Median
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
Lifeway Foods Inc | 93.15% |
Spectrum Brands Holdings Inc | 79.43% |
RegalWorks Media Inc | 97.96% |
Tofutti Brands Inc | 86.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -316.06 |
Beta (5Y) | 24.90 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.75K% |
Historical Sharpe Ratio (5Y) | 0.0001 |
Historical Sortino (5Y) | 0.0819 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.54% |