SJM Holdings Ltd (SJMHF)
0.3065
0.00 (0.00%)
USD |
OTCM |
Mar 14, 16:00
SJM Holdings Max Drawdown (5Y): 82.55% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Melco Resorts and Entertainment Ltd | 85.53% |
| Studio City International Holdings Ltd | 93.96% |
| Las Vegas Sands Corp | 58.81% |
| Sands China Ltd | 70.27% |
| MGM China Holdings Ltd | 86.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.19 |
| Beta (5Y) | 0.9007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.00% |
| Historical Sharpe Ratio (5Y) | -0.581 |
| Historical Sortino (5Y) | -1.082 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.57% |