SJM Holdings Ltd (SJMHY)
1.460
+0.06
(+4.25%)
USD |
OTCM |
Apr 26, 16:00
SJM Holdings Max Drawdown (5Y): 79.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 79.54% |
| February 29, 2024 | 79.54% |
| January 31, 2024 | 79.54% |
| December 31, 2023 | 78.79% |
| November 30, 2023 | 78.03% |
| October 31, 2023 | 77.62% |
| September 30, 2023 | 77.62% |
| August 31, 2023 | 77.62% |
| July 31, 2023 | 77.62% |
| June 30, 2023 | 77.62% |
| May 31, 2023 | 77.62% |
| April 30, 2023 | 77.62% |
| March 31, 2023 | 77.62% |
| February 28, 2023 | 77.62% |
| January 31, 2023 | 77.62% |
| December 31, 2022 | 77.62% |
| November 30, 2022 | 77.62% |
| October 31, 2022 | 77.62% |
| September 30, 2022 | 76.47% |
| August 31, 2022 | 75.63% |
| July 31, 2022 | 73.38% |
| June 30, 2022 | 73.38% |
| May 31, 2022 | 73.38% |
| April 30, 2022 | 73.38% |
| March 31, 2022 | 73.38% |
| Date | Value |
|---|---|
| February 28, 2022 | 59.39% |
| January 31, 2022 | 58.36% |
| December 31, 2021 | 58.36% |
| November 30, 2021 | 53.97% |
| October 31, 2021 | 53.97% |
| September 30, 2021 | 53.97% |
| August 31, 2021 | 46.21% |
| July 31, 2021 | 43.87% |
| June 30, 2021 | 48.45% |
| May 31, 2021 | 48.62% |
| April 30, 2021 | 50.44% |
| March 31, 2021 | 52.37% |
| February 28, 2021 | 52.37% |
| January 31, 2021 | 52.37% |
| December 31, 2020 | 52.37% |
| November 30, 2020 | 52.77% |
| October 31, 2020 | 52.77% |
| September 30, 2020 | 52.77% |
| August 31, 2020 | 52.77% |
| July 31, 2020 | 52.77% |
| June 30, 2020 | 52.77% |
| May 31, 2020 | 52.77% |
| April 30, 2020 | 52.77% |
| March 31, 2020 | 52.77% |
| February 29, 2020 | 52.77% |
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
43.87%
Minimum
Jul 2021
79.54%
Maximum
Jan 2024
62.73%
Average
53.97%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Melco Resorts and Entertainment Ltd | 85.53% |
| Studio City International Holdings Ltd | 93.96% |
| Las Vegas Sands Corp | 58.81% |
| MGM Resorts International | 80.40% |
| Wynn Resorts Ltd | 77.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.41 |
| Beta (5Y) | 0.7953 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.77% |
| Historical Sharpe Ratio (5Y) | -0.4141 |
| Historical Sortino (5Y) | -0.697 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.05% |