Southern ITS International Inc (SITS)
0.06
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Southern ITS International Max Drawdown (5Y): 96.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.85% |
March 31, 2024 | 96.85% |
February 29, 2024 | 98.26% |
January 31, 2024 | 98.70% |
December 31, 2023 | 98.84% |
November 30, 2023 | 99.62% |
October 31, 2023 | 99.62% |
September 30, 2023 | 99.62% |
August 31, 2023 | 99.62% |
July 31, 2023 | 99.62% |
June 30, 2023 | 99.62% |
May 31, 2023 | 99.62% |
April 30, 2023 | 99.62% |
March 31, 2023 | 99.62% |
February 28, 2023 | 99.62% |
January 31, 2023 | 99.62% |
December 31, 2022 | 99.62% |
November 30, 2022 | 99.62% |
October 31, 2022 | 99.62% |
September 30, 2022 | 99.62% |
August 31, 2022 | 99.62% |
July 31, 2022 | 99.62% |
June 30, 2022 | 99.62% |
May 31, 2022 | 99.62% |
April 30, 2022 | 99.62% |
Date | Value |
---|---|
March 31, 2022 | 99.72% |
February 28, 2022 | 99.82% |
January 31, 2022 | 99.95% |
December 31, 2021 | 99.97% |
November 30, 2021 | 99.98% |
October 31, 2021 | 99.99% |
September 30, 2021 | 99.99% |
August 31, 2021 | 99.99% |
July 31, 2021 | 100.00% |
June 30, 2021 | 100.00% |
May 31, 2021 | 100.00% |
April 30, 2021 | 100.00% |
March 31, 2021 | 100.00% |
February 28, 2021 | 100.00% |
January 31, 2021 | 100.00% |
December 31, 2020 | 100.00% |
November 30, 2020 | 100.00% |
October 31, 2020 | 100.00% |
September 30, 2020 | 100.00% |
August 31, 2020 | 100.00% |
July 31, 2020 | 100.00% |
June 30, 2020 | 100.00% |
May 31, 2020 | 100.00% |
April 30, 2020 | 100.00% |
March 31, 2020 | 100.00% |
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
96.85%
Minimum
Mar 2024
100.00%
Maximum
May 2019
99.69%
Average
99.99%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 49.40 |
Beta (5Y) | -0.1963 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 201.9% |
Historical Sharpe Ratio (5Y) | 0.2338 |
Historical Sortino (5Y) | 1.002 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.32% |