SK Telecom Co Ltd (SKM)
20.48
0.00 (0.00%)
USD |
NYSE |
Apr 25, 10:40
SK Telecom Max Drawdown (5Y): 44.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.06% |
February 29, 2024 | 44.06% |
January 31, 2024 | 44.06% |
December 31, 2023 | 44.06% |
November 30, 2023 | 44.06% |
October 31, 2023 | 44.06% |
September 30, 2023 | 44.06% |
August 31, 2023 | 44.06% |
July 31, 2023 | 44.06% |
June 30, 2023 | 44.06% |
May 31, 2023 | 44.06% |
April 30, 2023 | 44.06% |
March 31, 2023 | 44.06% |
February 28, 2023 | 44.06% |
January 31, 2023 | 44.06% |
December 31, 2022 | 44.06% |
November 30, 2022 | 44.06% |
October 31, 2022 | 44.06% |
September 30, 2022 | 44.06% |
August 31, 2022 | 44.06% |
July 31, 2022 | 44.06% |
June 30, 2022 | 44.06% |
May 31, 2022 | 44.06% |
April 30, 2022 | 44.06% |
March 31, 2022 | 44.06% |
Date | Value |
---|---|
February 28, 2022 | 44.06% |
January 31, 2022 | 44.06% |
December 31, 2021 | 44.06% |
November 30, 2021 | 44.06% |
October 31, 2021 | 44.06% |
September 30, 2021 | 44.06% |
August 31, 2021 | 44.06% |
July 31, 2021 | 44.06% |
June 30, 2021 | 44.06% |
May 31, 2021 | 44.06% |
April 30, 2021 | 44.06% |
March 31, 2021 | 44.06% |
February 28, 2021 | 44.06% |
January 31, 2021 | 44.06% |
December 31, 2020 | 44.06% |
November 30, 2020 | 44.06% |
October 31, 2020 | 44.06% |
September 30, 2020 | 44.06% |
August 31, 2020 | 44.06% |
July 31, 2020 | 44.06% |
June 30, 2020 | 44.06% |
May 31, 2020 | 44.06% |
April 30, 2020 | 44.06% |
March 31, 2020 | 44.06% |
February 29, 2020 | 36.24% |
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
36.24%
Minimum
Apr 2019
44.06%
Maximum
Mar 2020
42.63%
Average
44.06%
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) | 2.768 |
Beta (5Y) | 0.7327 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.70% |
Historical Sharpe Ratio (5Y) | 0.2888 |
Historical Sortino (5Y) | 0.852 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.02% |