Sino Land Co Ltd (SNLAY)
4.972
-0.11
(-2.13%)
USD |
OTCM |
Nov 14, 10:54
Sino Land Max Drawdown (5Y): 45.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.89% |
September 30, 2024 | 45.89% |
August 31, 2024 | 45.89% |
July 31, 2024 | 45.89% |
June 30, 2024 | 45.89% |
May 31, 2024 | 45.89% |
April 30, 2024 | 45.89% |
March 31, 2024 | 45.89% |
February 29, 2024 | 45.89% |
January 31, 2024 | 45.89% |
December 31, 2023 | 45.89% |
November 30, 2023 | 45.89% |
October 31, 2023 | 45.89% |
September 30, 2023 | 45.89% |
August 31, 2023 | 45.89% |
July 31, 2023 | 45.89% |
June 30, 2023 | 45.89% |
May 31, 2023 | 45.89% |
April 30, 2023 | 45.89% |
March 31, 2023 | 45.89% |
February 28, 2023 | 45.89% |
January 31, 2023 | 45.89% |
December 31, 2022 | 45.89% |
November 30, 2022 | 45.89% |
October 31, 2022 | 45.89% |
Date | Value |
---|---|
September 30, 2022 | 45.89% |
August 31, 2022 | 45.89% |
July 31, 2022 | 45.89% |
June 30, 2022 | 45.89% |
May 31, 2022 | 45.89% |
April 30, 2022 | 45.89% |
March 31, 2022 | 45.89% |
February 28, 2022 | 45.89% |
January 31, 2022 | 45.89% |
December 31, 2021 | 45.89% |
November 30, 2021 | 45.89% |
October 31, 2021 | 45.89% |
September 30, 2021 | 45.89% |
August 31, 2021 | 45.89% |
July 31, 2021 | 45.89% |
June 30, 2021 | 45.89% |
May 31, 2021 | 45.89% |
April 30, 2021 | 45.89% |
March 31, 2021 | 45.89% |
February 28, 2021 | 45.89% |
January 31, 2021 | 45.89% |
December 31, 2020 | 45.89% |
November 30, 2020 | 45.89% |
October 31, 2020 | 45.89% |
September 30, 2020 | 45.89% |
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
36.82%
Minimum
Nov 2019
45.89%
Maximum
Mar 2020
45.29%
Average
45.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 39.34% |
The Wharf (Holdings) Ltd | 85.66% |
Tian An China Investments Co Ltd | 36.84% |
Kerry Properties Ltd | 51.95% |
Poly Property Group Co Ltd | 53.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.162 |
Beta (5Y) | 0.3868 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.02% |
Historical Sharpe Ratio (5Y) | -0.1319 |
Historical Sortino (5Y) | -0.2094 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.28% |