Sify Technologies Ltd (SIFY)
3.35
+0.39
(+13.18%)
USD |
NASDAQ |
Nov 21, 16:00
3.33
-0.02
(-0.60%)
After-Hours: 20:00
Sify Technologies Max Drawdown (5Y): 94.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.34% |
| September 30, 2024 | 94.34% |
| August 31, 2024 | 94.34% |
| July 31, 2024 | 93.46% |
| June 30, 2024 | 93.45% |
| May 31, 2024 | 81.42% |
| April 30, 2024 | 81.42% |
| March 31, 2024 | 81.42% |
| February 29, 2024 | 81.42% |
| January 31, 2024 | 81.42% |
| December 31, 2023 | 81.42% |
| November 30, 2023 | 81.42% |
| October 31, 2023 | 81.42% |
| September 30, 2023 | 81.42% |
| August 31, 2023 | 81.42% |
| July 31, 2023 | 81.42% |
| June 30, 2023 | 81.42% |
| May 31, 2023 | 81.42% |
| April 30, 2023 | 81.42% |
| March 31, 2023 | 81.42% |
| February 28, 2023 | 81.42% |
| January 31, 2023 | 81.42% |
| December 31, 2022 | 81.42% |
| November 30, 2022 | 75.75% |
| October 31, 2022 | 75.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.35% |
| August 31, 2022 | 75.35% |
| July 31, 2022 | 75.35% |
| June 30, 2022 | 75.35% |
| May 31, 2022 | 75.35% |
| April 30, 2022 | 75.35% |
| March 31, 2022 | 75.35% |
| February 28, 2022 | 76.86% |
| January 31, 2022 | 79.66% |
| December 31, 2021 | 85.34% |
| November 30, 2021 | 85.92% |
| October 31, 2021 | 85.92% |
| September 30, 2021 | 85.92% |
| August 31, 2021 | 85.92% |
| July 31, 2021 | 85.92% |
| June 30, 2021 | 85.92% |
| May 31, 2021 | 85.92% |
| April 30, 2021 | 85.92% |
| March 31, 2021 | 85.92% |
| February 28, 2021 | 87.90% |
| January 31, 2021 | 88.02% |
| December 31, 2020 | 88.51% |
| November 30, 2020 | 88.51% |
| October 31, 2020 | 88.51% |
| September 30, 2020 | 88.51% |
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
75.35%
Minimum
Mar 2022
94.34%
Maximum
Aug 2024
84.07%
Average
85.63%
Median
Max Drawdown (5Y) Benchmarks
| PLDT Inc | 68.17% |
| PT Telkom Indonesia (Persero) Tbk | 50.55% |
| Phoenix New Media Ltd | 92.60% |
| Bilibili Inc | -- |
| TuanChe Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.48 |
| Beta (5Y) | 1.445 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.05% |
| Historical Sharpe Ratio (5Y) | -0.1896 |
| Historical Sortino (5Y) | -0.4158 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.62% |