Sime Darby Bhd (SMEBF)
0.50
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Sime Darby Max Drawdown (5Y): 61.11% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 61.11% |
| August 31, 2024 | 61.11% |
| July 31, 2024 | 61.11% |
| June 30, 2024 | 61.11% |
| May 31, 2024 | 61.11% |
| April 30, 2024 | 61.11% |
| March 31, 2024 | 61.11% |
| February 29, 2024 | 61.11% |
| January 31, 2024 | 61.11% |
| December 31, 2023 | 61.11% |
| November 30, 2023 | 61.11% |
| October 31, 2023 | 61.11% |
| September 30, 2023 | 61.11% |
| August 31, 2023 | 61.11% |
| July 31, 2023 | 61.11% |
| June 30, 2023 | 61.11% |
| May 31, 2023 | 61.11% |
| April 30, 2023 | 61.11% |
| March 31, 2023 | 61.11% |
| February 28, 2023 | 61.11% |
| January 31, 2023 | 61.11% |
| December 31, 2022 | 61.11% |
| November 30, 2022 | 61.11% |
| October 31, 2022 | 61.11% |
| September 30, 2022 | 57.14% |
| Date | Value |
|---|---|
| August 31, 2022 | 57.14% |
| July 31, 2022 | 57.14% |
| June 30, 2022 | 57.14% |
| May 31, 2022 | 57.14% |
| April 30, 2022 | 57.14% |
| March 31, 2022 | 57.14% |
| February 28, 2022 | 57.14% |
| January 31, 2022 | 57.14% |
| December 31, 2021 | 57.14% |
| November 30, 2021 | 57.14% |
| October 31, 2021 | 57.14% |
| September 30, 2021 | 57.14% |
| August 31, 2021 | 57.14% |
| July 31, 2021 | 57.14% |
| June 30, 2021 | 57.14% |
| May 31, 2021 | 57.14% |
| April 30, 2021 | 57.14% |
| March 31, 2021 | 57.14% |
| February 28, 2021 | 57.14% |
| January 31, 2021 | 57.14% |
| December 31, 2020 | 57.14% |
| November 30, 2020 | 57.14% |
| October 31, 2020 | 57.14% |
| September 30, 2020 | 57.14% |
| August 31, 2020 | 57.14% |
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
57.14%
Minimum
Nov 2019
61.11%
Maximum
Oct 2022
58.76%
Average
57.14%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Genting Bhd | 83.51% |
| Sports Toto Bhd | 26.00% |
| HWGG Entertainment Ltd | 99.93% |
| Genting Malaysia Bhd | 58.92% |
| Synergy Empire Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.748 |
| Beta (5Y) | 0.1022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.31% |
| Historical Sharpe Ratio (5Y) | 0.0613 |
| Historical Sortino (5Y) | 0.0901 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.66% |