SJM Holdings Ltd. (SJMHY)
0.7396
0.00 (0.00%)
USD |
OTCM |
Oct 02, 16:00
SJM Holdings Max Drawdown (5Y) : 84.27% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 84.27% |
| August 31, 2026 | 84.27% |
| July 31, 2026 | 84.27% |
| June 30, 2026 | 84.27% |
| May 31, 2026 | 83.03% |
| April 30, 2026 | 83.03% |
| March 31, 2026 | 83.03% |
| February 28, 2026 | 83.03% |
| January 31, 2026 | 83.03% |
| December 31, 2025 | 83.03% |
| November 30, 2025 | 83.03% |
| October 31, 2025 | 83.03% |
| September 30, 2025 | 83.03% |
| August 31, 2025 | 83.03% |
| July 31, 2025 | 83.03% |
| June 30, 2025 | 83.03% |
| May 31, 2025 | 83.03% |
| April 30, 2025 | 82.68% |
| March 31, 2025 | 82.27% |
| February 28, 2025 | 82.27% |
| January 31, 2025 | 82.27% |
| December 31, 2024 | 82.27% |
| November 30, 2024 | 82.27% |
| October 31, 2024 | 82.27% |
| September 30, 2024 | 82.27% |
| Date | Value |
|---|---|
| August 31, 2024 | 80.51% |
| July 31, 2024 | 80.51% |
| June 30, 2024 | 80.51% |
| May 31, 2024 | 80.51% |
| April 30, 2024 | 80.51% |
| March 31, 2024 | 80.51% |
| February 29, 2024 | 80.51% |
| January 31, 2024 | 80.51% |
| December 31, 2023 | 79.78% |
| November 30, 2023 | 79.06% |
| October 31, 2023 | 78.67% |
| September 30, 2023 | 78.67% |
| August 31, 2023 | 78.67% |
| July 31, 2023 | 78.67% |
| June 30, 2023 | 78.67% |
| May 31, 2023 | 78.67% |
| April 30, 2023 | 78.67% |
| March 31, 2023 | 78.67% |
| February 28, 2023 | 78.67% |
| January 31, 2023 | 78.67% |
| December 31, 2022 | 78.67% |
| November 30, 2022 | 78.67% |
| October 31, 2022 | 78.67% |
| September 30, 2022 | 77.58% |
| August 31, 2022 | 75.63% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Wynn Resorts Ltd. | 72.65% |
| Paradise Entertainment Ltd. | 82.75% |
| MGM China Holdings Ltd. | 86.63% |
| Churchill Downs, Inc. | 48.72% |
| PENN Entertainment, Inc. | 91.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.64 |
| Beta (5Y) | -0.2812 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.16% |
| Historical Sharpe Ratio (5Y) | -0.4549 |
| Historical Sortino (5Y) | -0.8236 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.42% |