Sipp Industries Inc (SIPC)
0.0024
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Sipp Industries Max Drawdown (5Y): 98.61% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 98.61% |
| April 30, 2024 | 98.61% |
| March 31, 2024 | 98.61% |
| February 29, 2024 | 98.61% |
| January 31, 2024 | 98.61% |
| December 31, 2023 | 98.61% |
| November 30, 2023 | 98.61% |
| October 31, 2023 | 98.61% |
| September 30, 2023 | 98.61% |
| August 31, 2023 | 98.61% |
| July 31, 2023 | 98.35% |
| June 30, 2023 | 98.23% |
| May 31, 2023 | 98.23% |
| April 30, 2023 | 98.23% |
| March 31, 2023 | 98.23% |
| February 28, 2023 | 97.47% |
| January 31, 2023 | 97.47% |
| December 31, 2022 | 97.47% |
| November 30, 2022 | 97.12% |
| October 31, 2022 | 97.12% |
| September 30, 2022 | 97.12% |
| August 31, 2022 | 97.12% |
| July 31, 2022 | 97.12% |
| June 30, 2022 | 97.12% |
| May 31, 2022 | 97.12% |
| Date | Value |
|---|---|
| April 30, 2022 | 97.12% |
| March 31, 2022 | 97.12% |
| February 28, 2022 | 97.12% |
| January 31, 2022 | 97.12% |
| December 31, 2021 | 97.12% |
| November 30, 2021 | 97.12% |
| October 31, 2021 | 97.12% |
| September 30, 2021 | 97.12% |
| August 31, 2021 | 97.12% |
| July 31, 2021 | 97.12% |
| June 30, 2021 | 97.12% |
| May 31, 2021 | 97.12% |
| April 30, 2021 | 97.12% |
| March 31, 2021 | 97.12% |
| February 28, 2021 | 97.12% |
| January 31, 2021 | 97.12% |
| December 31, 2020 | 97.12% |
| November 30, 2020 | 97.12% |
| October 31, 2020 | 97.12% |
| September 30, 2020 | 97.12% |
| August 31, 2020 | 97.12% |
| July 31, 2020 | 97.12% |
| June 30, 2020 | 97.12% |
| May 31, 2020 | 97.12% |
| April 30, 2020 | 97.12% |
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
94.40%
Minimum
Jan 2020
98.61%
Maximum
Aug 2023
97.27%
Average
97.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Boston Beer Co Inc | 80.41% |
| Molson Coors Beverage Co | 67.73% |
| Spectrum Brands Holdings Inc | 79.43% |
| RegalWorks Media Inc | 94.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.32 |
| Beta (5Y) | 0.9638 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 137.2% |
| Historical Sharpe Ratio (5Y) | -0.307 |
| Historical Sortino (5Y) | -0.9228 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.89% |