Sustainable Projects Group Inc (SPGX)
0.0376
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Sustainable Projects Group Max Drawdown (5Y): 99.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.76% |
March 31, 2024 | 99.76% |
February 29, 2024 | 99.76% |
January 31, 2024 | 99.76% |
December 31, 2023 | 99.76% |
November 30, 2023 | 99.76% |
October 31, 2023 | 99.76% |
September 30, 2023 | 99.76% |
August 31, 2023 | 99.76% |
July 31, 2023 | 99.76% |
June 30, 2023 | 99.76% |
May 31, 2023 | 99.76% |
April 30, 2023 | 99.76% |
March 31, 2023 | 99.76% |
February 28, 2023 | 99.76% |
January 31, 2023 | 99.76% |
December 31, 2022 | 99.76% |
November 30, 2022 | 99.76% |
October 31, 2022 | 99.76% |
September 30, 2022 | 99.76% |
August 31, 2022 | 99.76% |
July 31, 2022 | 99.76% |
June 30, 2022 | 99.76% |
May 31, 2022 | 99.76% |
April 30, 2022 | 99.76% |
Date | Value |
---|---|
March 31, 2022 | 99.76% |
February 28, 2022 | 99.76% |
January 31, 2022 | 99.76% |
December 31, 2021 | 99.76% |
November 30, 2021 | 99.76% |
October 31, 2021 | 99.76% |
September 30, 2021 | 99.76% |
August 31, 2021 | 99.76% |
July 31, 2021 | 99.65% |
June 30, 2021 | 99.65% |
May 31, 2021 | 99.65% |
April 30, 2021 | 99.65% |
March 31, 2021 | 99.65% |
February 28, 2021 | 99.00% |
January 31, 2021 | 97.00% |
December 31, 2020 | 97.00% |
November 30, 2020 | 97.00% |
October 31, 2020 | 97.00% |
September 30, 2020 | 92.50% |
August 31, 2020 | 92.50% |
July 31, 2020 | 92.50% |
June 30, 2020 | 85.00% |
May 31, 2020 | 85.00% |
April 30, 2020 | 85.00% |
March 31, 2020 | 85.00% |
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
79.60%
Minimum
May 2019
99.76%
Maximum
Aug 2021
94.96%
Average
99.76%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Harte-Hanks Inc | 98.06% |
Matthews International Corp | 75.23% |
NN Inc | 95.38% |
Seaboard Corp | 43.33% |
1847 Holdings LLC | 99.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.100 |
Beta (5Y) | -5.334 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 694.7% |
Historical Sharpe Ratio (5Y) | -0.0871 |
Historical Sortino (5Y) | -0.5786 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 77.10% |