S A M Trade Asia Pte Ltd (SMFX)
0.0004
0.00 (0.00%)
USD |
OTCM |
Sep 25, 16:00
S A M Trade Asia Pte Max Drawdown (5Y): 100.00% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 100.00% |
July 31, 2024 | 100.00% |
June 30, 2024 | 100.00% |
May 31, 2024 | 100.00% |
April 30, 2024 | 100.00% |
March 31, 2024 | 100.00% |
February 29, 2024 | 100.00% |
January 31, 2024 | 100.00% |
December 31, 2023 | 100.00% |
November 30, 2023 | 100.00% |
October 31, 2023 | 100.00% |
September 30, 2023 | 100.00% |
August 31, 2023 | 100.00% |
July 31, 2023 | 100.00% |
June 30, 2023 | 100.00% |
May 31, 2023 | 100.00% |
April 30, 2023 | 100.00% |
March 31, 2023 | 100.00% |
February 28, 2023 | 100.00% |
January 31, 2023 | 100.00% |
December 31, 2022 | 100.00% |
November 30, 2022 | 100.00% |
October 31, 2022 | 100.00% |
September 30, 2022 | 100.00% |
August 31, 2022 | 100.00% |
Date | Value |
---|---|
July 31, 2022 | 99.82% |
June 30, 2022 | 99.82% |
May 31, 2022 | 99.82% |
April 30, 2022 | 99.82% |
March 31, 2022 | 99.82% |
February 28, 2022 | 98.80% |
January 31, 2022 | 98.80% |
December 31, 2021 | 96.27% |
November 30, 2021 | 96.27% |
October 31, 2021 | 93.17% |
September 30, 2021 | 99.92% |
August 31, 2021 | 99.92% |
July 31, 2021 | 99.92% |
June 30, 2021 | 99.92% |
May 31, 2021 | 99.92% |
April 30, 2021 | 99.92% |
March 31, 2021 | 99.92% |
February 28, 2021 | 99.92% |
January 31, 2021 | 99.92% |
December 31, 2020 | 99.92% |
November 30, 2020 | 99.92% |
October 31, 2020 | 99.92% |
September 30, 2020 | 99.92% |
August 31, 2020 | 99.92% |
July 31, 2020 | 99.92% |
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
93.17%
Minimum
Oct 2021
100.00%
Maximum
Aug 2022
99.67%
Average
99.92%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
HK Battery Technology Inc | 97.60% |
Zitto Inc | 99.99% |
Puget Technologies Inc | 99.99% |
Livechain Inc | 99.64% |
Exobox Technologies Corp | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -49.54 |
Beta (5Y) | -2.676 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 494.1% |
Historical Sharpe Ratio (5Y) | -0.1742 |
Historical Sortino (5Y) | -0.8579 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 78.66% |