Shineco Inc (SISI)
2.56
+0.14
(+5.79%)
USD |
NASDAQ |
Nov 21, 16:00
2.56
0.00 (0.00%)
After-Hours: 18:52
Shineco Max Drawdown (5Y): 99.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.93% |
| September 30, 2024 | 99.89% |
| August 31, 2024 | 99.82% |
| July 31, 2024 | 99.71% |
| June 30, 2024 | 99.65% |
| May 31, 2024 | 99.65% |
| April 30, 2024 | 99.65% |
| March 31, 2024 | 99.64% |
| February 29, 2024 | 99.53% |
| January 31, 2024 | 99.53% |
| December 31, 2023 | 99.53% |
| November 30, 2023 | 99.45% |
| October 31, 2023 | 99.44% |
| September 30, 2023 | 99.34% |
| August 31, 2023 | 99.27% |
| July 31, 2023 | 99.05% |
| June 30, 2023 | 99.05% |
| May 31, 2023 | 99.05% |
| April 30, 2023 | 99.05% |
| March 31, 2023 | 99.05% |
| February 28, 2023 | 99.05% |
| January 31, 2023 | 99.05% |
| December 31, 2022 | 99.05% |
| November 30, 2022 | 99.05% |
| October 31, 2022 | 99.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.05% |
| August 31, 2022 | 99.05% |
| July 31, 2022 | 99.05% |
| June 30, 2022 | 99.05% |
| May 31, 2022 | 99.05% |
| April 30, 2022 | 99.05% |
| March 31, 2022 | 99.05% |
| February 28, 2022 | 99.05% |
| January 31, 2022 | 99.05% |
| December 31, 2021 | 99.05% |
| November 30, 2021 | 99.05% |
| October 31, 2021 | 99.05% |
| September 30, 2021 | 99.05% |
| August 31, 2021 | 99.05% |
| July 31, 2021 | 99.05% |
| June 30, 2021 | 99.05% |
| May 31, 2021 | 99.05% |
| April 30, 2021 | 99.05% |
| March 31, 2021 | 99.05% |
| February 28, 2021 | 99.05% |
| January 31, 2021 | 99.05% |
| December 31, 2020 | 99.05% |
| November 30, 2020 | 99.05% |
| October 31, 2020 | 99.05% |
| September 30, 2020 | 99.05% |
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
98.49%
Minimum
Nov 2019
99.93%
Maximum
Oct 2024
99.12%
Average
99.05%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Alico Inc | 53.78% |
| S&W Seed Co | 97.18% |
| Chykingyoung Investment Development Holdings Inc | 99.99% |
| Sunwin Stevia International Inc | 100.00% |
| Local Bounti Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -71.52 |
| Beta (5Y) | -0.0011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 202.7% |
| Historical Sharpe Ratio (5Y) | -0.3529 |
| Historical Sortino (5Y) | -1.143 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.72% |