Sims Ltd (SMUPF)
7.93
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Sims Max Drawdown (5Y): 62.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.56% |
March 31, 2024 | 62.56% |
February 29, 2024 | 62.56% |
January 31, 2024 | 62.56% |
December 31, 2023 | 62.56% |
November 30, 2023 | 62.56% |
October 31, 2023 | 62.56% |
September 30, 2023 | 62.56% |
August 31, 2023 | 62.56% |
July 31, 2023 | 62.56% |
June 30, 2023 | 62.56% |
May 31, 2023 | 62.56% |
April 30, 2023 | 62.56% |
March 31, 2023 | 62.56% |
February 28, 2023 | 62.56% |
January 31, 2023 | 62.56% |
December 31, 2022 | 62.56% |
November 30, 2022 | 62.56% |
October 31, 2022 | 62.56% |
September 30, 2022 | 62.56% |
August 31, 2022 | 62.56% |
July 31, 2022 | 62.56% |
June 30, 2022 | 62.56% |
May 31, 2022 | 62.56% |
April 30, 2022 | 62.56% |
Date | Value |
---|---|
March 31, 2022 | 62.56% |
February 28, 2022 | 62.56% |
January 31, 2022 | 62.56% |
December 31, 2021 | 62.56% |
November 30, 2021 | 62.56% |
October 31, 2021 | 62.56% |
September 30, 2021 | 62.56% |
August 31, 2021 | 62.56% |
July 31, 2021 | 62.56% |
June 30, 2021 | 62.56% |
May 31, 2021 | 62.56% |
April 30, 2021 | 62.56% |
March 31, 2021 | 62.56% |
February 28, 2021 | 67.00% |
January 31, 2021 | 67.00% |
December 31, 2020 | 70.09% |
November 30, 2020 | 76.42% |
October 31, 2020 | 76.42% |
September 30, 2020 | 76.42% |
August 31, 2020 | 76.42% |
July 31, 2020 | 76.42% |
June 30, 2020 | 76.42% |
May 31, 2020 | 76.42% |
April 30, 2020 | 76.42% |
March 31, 2020 | 76.42% |
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
62.56%
Minimum
Mar 2021
76.42%
Maximum
May 2019
67.22%
Average
62.56%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Fertoz Ltd | 75.00% |
Harvest Minerals Ltd | -- |
Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.776 |
Beta (5Y) | 0.8227 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.39% |
Historical Sharpe Ratio (5Y) | 0.0484 |
Historical Sortino (5Y) | 0.0829 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |