SK Telecom Co Ltd (SKM)
22.80
+0.14
(+0.64%)
USD |
NYSE |
Nov 22, 10:23
SK Telecom Max Drawdown (5Y): 45.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.94% |
| September 30, 2024 | 45.94% |
| August 31, 2024 | 45.94% |
| July 31, 2024 | 45.94% |
| June 30, 2024 | 45.94% |
| May 31, 2024 | 45.94% |
| April 30, 2024 | 45.94% |
| March 31, 2024 | 45.94% |
| February 29, 2024 | 45.94% |
| January 31, 2024 | 45.94% |
| December 31, 2023 | 45.94% |
| November 30, 2023 | 45.94% |
| October 31, 2023 | 45.94% |
| September 30, 2023 | 45.94% |
| August 31, 2023 | 45.94% |
| July 31, 2023 | 45.94% |
| June 30, 2023 | 45.94% |
| May 31, 2023 | 45.94% |
| April 30, 2023 | 45.94% |
| March 31, 2023 | 45.94% |
| February 28, 2023 | 45.94% |
| January 31, 2023 | 45.94% |
| December 31, 2022 | 45.94% |
| November 30, 2022 | 45.94% |
| October 31, 2022 | 45.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.94% |
| August 31, 2022 | 45.94% |
| July 31, 2022 | 45.94% |
| June 30, 2022 | 45.94% |
| May 31, 2022 | 45.94% |
| April 30, 2022 | 45.94% |
| March 31, 2022 | 45.94% |
| February 28, 2022 | 45.94% |
| January 31, 2022 | 45.94% |
| December 31, 2021 | 45.94% |
| November 30, 2021 | 45.94% |
| October 31, 2021 | 45.94% |
| September 30, 2021 | 45.94% |
| August 31, 2021 | 45.94% |
| July 31, 2021 | 45.94% |
| June 30, 2021 | 45.94% |
| May 31, 2021 | 45.94% |
| April 30, 2021 | 45.94% |
| March 31, 2021 | 45.94% |
| February 28, 2021 | 45.94% |
| January 31, 2021 | 45.94% |
| December 31, 2020 | 45.94% |
| November 30, 2020 | 45.94% |
| October 31, 2020 | 45.94% |
| September 30, 2020 | 45.94% |
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
39.21%
Minimum
Nov 2019
45.94%
Maximum
Mar 2020
45.49%
Average
45.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| KT Corp | 60.25% |
| GRAVITY Co Ltd | 83.17% |
| NAVER Corp | -- |
| DoubleDown Interactive Co Ltd | -- |
| Hanryu Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.172 |
| Beta (5Y) | 0.8458 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.21% |
| Historical Sharpe Ratio (5Y) | 0.1614 |
| Historical Sortino (5Y) | 0.2626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.47% |