Singapore Airlines Ltd (SINGY)
9.38
+0.07
(+0.75%)
USD |
OTCM |
Nov 29, 16:00
Singapore Airlines Max Drawdown (5Y): 60.96% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 60.96% |
October 31, 2024 | 60.96% |
September 30, 2024 | 60.96% |
August 31, 2024 | 60.96% |
July 31, 2024 | 60.96% |
June 30, 2024 | 60.96% |
May 31, 2024 | 60.96% |
April 30, 2024 | 60.96% |
March 31, 2024 | 60.96% |
February 29, 2024 | 60.96% |
January 31, 2024 | 60.96% |
December 31, 2023 | 60.96% |
November 30, 2023 | 60.96% |
October 31, 2023 | 60.96% |
September 30, 2023 | 60.96% |
August 31, 2023 | 60.96% |
July 31, 2023 | 60.96% |
June 30, 2023 | 60.96% |
May 31, 2023 | 60.96% |
April 30, 2023 | 60.96% |
March 31, 2023 | 60.96% |
February 28, 2023 | 60.96% |
January 31, 2023 | 60.96% |
December 31, 2022 | 60.96% |
November 30, 2022 | 60.96% |
Date | Value |
---|---|
October 31, 2022 | 60.96% |
September 30, 2022 | 60.96% |
August 31, 2022 | 60.96% |
July 31, 2022 | 60.96% |
June 30, 2022 | 60.96% |
May 31, 2022 | 60.96% |
April 30, 2022 | 60.96% |
March 31, 2022 | 60.96% |
February 28, 2022 | 60.96% |
January 31, 2022 | 60.96% |
December 31, 2021 | 60.96% |
November 30, 2021 | 60.96% |
October 31, 2021 | 60.96% |
September 30, 2021 | 60.96% |
August 31, 2021 | 60.96% |
July 31, 2021 | 60.96% |
June 30, 2021 | 60.96% |
May 31, 2021 | 60.96% |
April 30, 2021 | 60.96% |
March 31, 2021 | 60.96% |
February 28, 2021 | 60.96% |
January 31, 2021 | 60.96% |
December 31, 2020 | 60.96% |
November 30, 2020 | 60.96% |
October 31, 2020 | 60.96% |
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
29.98%
Minimum
Dec 2019
60.96%
Maximum
Sep 2020
58.85%
Average
60.96%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.91 |
Beta (5Y) | 1.085 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.49% |
Historical Sharpe Ratio (5Y) | 0.0137 |
Historical Sortino (5Y) | 0.0217 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.22% |