SATS Ltd (SPASF)
2.40
0.00 (0.00%)
USD |
OTCM |
Oct 04, 16:00
SATS Max Drawdown (5Y): 57.30% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 57.30% |
| August 31, 2024 | 57.30% |
| July 31, 2024 | 57.30% |
| June 30, 2024 | 57.30% |
| May 31, 2024 | 57.30% |
| April 30, 2024 | 57.30% |
| March 31, 2024 | 57.30% |
| February 29, 2024 | 57.30% |
| January 31, 2024 | 57.30% |
| December 31, 2023 | 57.30% |
| November 30, 2023 | 57.30% |
| October 31, 2023 | 57.30% |
| September 30, 2023 | 57.30% |
| August 31, 2023 | 57.30% |
| July 31, 2023 | 57.30% |
| June 30, 2023 | 57.30% |
| May 31, 2023 | 57.30% |
| April 30, 2023 | 57.30% |
| March 31, 2023 | 57.30% |
| February 28, 2023 | 57.30% |
| January 31, 2023 | 57.30% |
| December 31, 2022 | 57.30% |
| November 30, 2022 | 57.30% |
| October 31, 2022 | 57.30% |
| September 30, 2022 | 54.88% |
| Date | Value |
|---|---|
| August 31, 2022 | 54.88% |
| July 31, 2022 | 54.88% |
| June 30, 2022 | 54.88% |
| May 31, 2022 | 54.88% |
| April 30, 2022 | 54.88% |
| March 31, 2022 | 54.88% |
| February 28, 2022 | 54.88% |
| January 31, 2022 | 54.88% |
| December 31, 2021 | 54.88% |
| November 30, 2021 | 54.88% |
| October 31, 2021 | 54.88% |
| September 30, 2021 | 54.88% |
| August 31, 2021 | 54.88% |
| July 31, 2021 | 54.88% |
| June 30, 2021 | 54.88% |
| May 31, 2021 | 54.88% |
| April 30, 2021 | 54.88% |
| March 31, 2021 | 54.88% |
| February 28, 2021 | 54.88% |
| January 31, 2021 | 54.88% |
| December 31, 2020 | 54.88% |
| November 30, 2020 | 54.88% |
| October 31, 2020 | 54.88% |
| September 30, 2020 | 54.88% |
| August 31, 2020 | 54.88% |
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
29.67%
Minimum
Oct 2019
57.30%
Maximum
Oct 2022
53.75%
Average
54.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.13 |
| Beta (5Y) | 0.7387 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.24% |
| Historical Sharpe Ratio (5Y) | -0.2427 |
| Historical Sortino (5Y) | -0.3188 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.21% |