Shineco Inc (SISI)
0.8299
+0.06
(+7.63%)
USD |
NASDAQ |
May 03, 16:00
0.8087
-0.02
(-2.55%)
After-Hours: 20:00
Shineco Max Drawdown (5Y): 99.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 98.93% |
July 31, 2020 | 98.65% |
June 30, 2020 | 98.65% |
May 31, 2020 | 98.65% |
April 30, 2020 | 98.65% |
March 31, 2020 | 98.65% |
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
May 2019
99.65%
Maximum
Apr 2024
98.99%
Average
99.05%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Sunwin Stevia International Inc | 99.94% |
Alico Inc | 53.78% |
S&W Seed Co | 90.56% |
Local Bounti Corp | -- |
African Agriculture Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -62.74 |
Beta (5Y) | -0.2073 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 164.2% |
Historical Sharpe Ratio (5Y) | -0.3961 |
Historical Sortino (5Y) | -1.245 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.47% |