Sino-Ocean Group Holding Ltd (SIOLY)
0.8632
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Sino-Ocean Group Max Drawdown (5Y): 93.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.96% |
| March 31, 2024 | 93.96% |
| February 29, 2024 | 93.96% |
| January 31, 2024 | 93.96% |
| December 31, 2023 | 92.83% |
| November 30, 2023 | 92.83% |
| October 31, 2023 | 92.83% |
| September 30, 2023 | 92.77% |
| August 31, 2023 | 92.77% |
| July 31, 2023 | 90.67% |
| June 30, 2023 | 89.45% |
| May 31, 2023 | 89.35% |
| April 30, 2023 | 89.35% |
| March 31, 2023 | 89.35% |
| February 28, 2023 | 89.35% |
| January 31, 2023 | 89.35% |
| December 31, 2022 | 89.35% |
| November 30, 2022 | 89.35% |
| October 31, 2022 | 89.25% |
| September 30, 2022 | 82.88% |
| August 31, 2022 | 74.82% |
| July 31, 2022 | 58.63% |
| June 30, 2022 | 58.63% |
| May 31, 2022 | 58.63% |
| April 30, 2022 | 58.63% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.63% |
| February 28, 2022 | 58.63% |
| January 31, 2022 | 58.63% |
| December 31, 2021 | 58.63% |
| November 30, 2021 | 58.63% |
| October 31, 2021 | 58.63% |
| September 30, 2021 | 58.63% |
| August 31, 2021 | 58.63% |
| July 31, 2021 | 41.64% |
| June 30, 2021 | 41.64% |
| May 31, 2021 | 41.64% |
| April 30, 2021 | 41.64% |
| March 31, 2021 | 41.64% |
| February 28, 2021 | 41.64% |
| January 31, 2021 | 41.64% |
| December 31, 2020 | 41.64% |
| November 30, 2020 | 41.64% |
| October 31, 2020 | 41.64% |
| September 30, 2020 | 41.64% |
| August 31, 2020 | 41.64% |
| July 31, 2020 | 41.64% |
| June 30, 2020 | 41.64% |
| May 31, 2020 | 41.64% |
| April 30, 2020 | 41.64% |
| March 31, 2020 | 41.64% |
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
41.64%
Minimum
May 2019
93.96%
Maximum
Jan 2024
62.01%
Average
58.63%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.19 |
| Beta (5Y) | 0.3354 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.28% |
| Historical Sharpe Ratio (5Y) | -0.6393 |
| Historical Sortino (5Y) | -0.9276 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.02% |