Singapore Airlines Ltd (SINGF)
5.03
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Singapore Airlines Max Drawdown (5Y): 58.08% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 58.08% |
April 30, 2024 | 58.08% |
March 31, 2024 | 58.08% |
February 29, 2024 | 58.08% |
January 31, 2024 | 58.08% |
December 31, 2023 | 58.08% |
November 30, 2023 | 58.08% |
October 31, 2023 | 58.08% |
September 30, 2023 | 58.08% |
August 31, 2023 | 58.08% |
July 31, 2023 | 58.08% |
June 30, 2023 | 58.08% |
May 31, 2023 | 58.08% |
April 30, 2023 | 58.08% |
March 31, 2023 | 58.08% |
February 28, 2023 | 58.08% |
January 31, 2023 | 58.08% |
December 31, 2022 | 58.08% |
November 30, 2022 | 58.08% |
October 31, 2022 | 58.08% |
September 30, 2022 | 58.08% |
August 31, 2022 | 58.08% |
July 31, 2022 | 58.08% |
June 30, 2022 | 58.08% |
May 31, 2022 | 58.08% |
Date | Value |
---|---|
April 30, 2022 | 58.08% |
March 31, 2022 | 58.08% |
February 28, 2022 | 58.08% |
January 31, 2022 | 58.08% |
December 31, 2021 | 58.08% |
November 30, 2021 | 58.08% |
October 31, 2021 | 58.08% |
September 30, 2021 | 58.08% |
August 31, 2021 | 58.08% |
July 31, 2021 | 58.08% |
June 30, 2021 | 58.08% |
May 31, 2021 | 58.08% |
April 30, 2021 | 58.08% |
March 31, 2021 | 58.08% |
February 28, 2021 | 58.08% |
January 31, 2021 | 58.08% |
December 31, 2020 | 58.08% |
November 30, 2020 | 58.08% |
October 31, 2020 | 58.08% |
September 30, 2020 | 58.08% |
August 31, 2020 | 58.08% |
July 31, 2020 | 56.27% |
June 30, 2020 | 55.05% |
May 31, 2020 | 55.05% |
April 30, 2020 | 54.33% |
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
36.31%
Minimum
Jun 2019
58.08%
Maximum
Aug 2020
54.56%
Average
58.08%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.77 |
Beta (5Y) | 1.006 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.01% |
Historical Sharpe Ratio (5Y) | 0.0339 |
Historical Sortino (5Y) | 0.0534 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.33% |