Sunny Optical Technology (Group) Co Ltd (SNPTF)
4.60
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Sunny Optical Technology Max Drawdown (5Y): 85.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.64% |
| March 31, 2024 | 82.09% |
| February 29, 2024 | 81.66% |
| January 31, 2024 | 80.56% |
| December 31, 2023 | 78.05% |
| November 30, 2023 | 78.05% |
| October 31, 2023 | 78.05% |
| September 30, 2023 | 78.05% |
| August 31, 2023 | 74.86% |
| July 31, 2023 | 72.84% |
| June 30, 2023 | 72.84% |
| May 31, 2023 | 72.84% |
| April 30, 2023 | 72.84% |
| March 31, 2023 | 72.84% |
| February 28, 2023 | 72.84% |
| January 31, 2023 | 72.84% |
| December 31, 2022 | 72.84% |
| November 30, 2022 | 72.84% |
| October 31, 2022 | 72.84% |
| September 30, 2022 | 68.65% |
| August 31, 2022 | 65.10% |
| July 31, 2022 | 65.10% |
| June 30, 2022 | 65.10% |
| May 31, 2022 | 65.10% |
| April 30, 2022 | 65.10% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.10% |
| February 28, 2022 | 65.10% |
| January 31, 2022 | 65.10% |
| December 31, 2021 | 65.10% |
| November 30, 2021 | 65.10% |
| October 31, 2021 | 65.10% |
| September 30, 2021 | 65.10% |
| August 31, 2021 | 65.10% |
| July 31, 2021 | 65.10% |
| June 30, 2021 | 65.10% |
| May 31, 2021 | 65.10% |
| April 30, 2021 | 65.10% |
| March 31, 2021 | 65.10% |
| February 28, 2021 | 65.10% |
| January 31, 2021 | 65.10% |
| December 31, 2020 | 65.10% |
| November 30, 2020 | 65.10% |
| October 31, 2020 | 65.10% |
| September 30, 2020 | 65.10% |
| August 31, 2020 | 65.10% |
| July 31, 2020 | 65.10% |
| June 30, 2020 | 65.10% |
| May 31, 2020 | 65.10% |
| April 30, 2020 | 65.10% |
| March 31, 2020 | 65.10% |
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
65.10%
Minimum
May 2019
85.64%
Maximum
Apr 2024
68.63%
Average
65.10%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Baijiayun Group Ltd | 95.51% |
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | -- |
| Global Mofy Metaverse Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.20 |
| Beta (5Y) | 0.7057 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.23% |
| Historical Sharpe Ratio (5Y) | -0.3702 |
| Historical Sortino (5Y) | -0.6514 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.86% |