SM Prime Holdings Inc (SPHXF)
0.5917
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
SM Prime Holdings Max Drawdown (5Y): 46.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.99% |
| March 31, 2024 | 46.99% |
| February 29, 2024 | 46.99% |
| January 31, 2024 | 46.99% |
| December 31, 2023 | 46.99% |
| November 30, 2023 | 46.99% |
| October 31, 2023 | 46.99% |
| September 30, 2023 | 46.99% |
| August 31, 2023 | 46.99% |
| July 31, 2023 | 46.99% |
| June 30, 2023 | 46.99% |
| May 31, 2023 | 46.99% |
| April 30, 2023 | 46.99% |
| March 31, 2023 | 46.99% |
| February 28, 2023 | 46.99% |
| January 31, 2023 | 46.99% |
| December 31, 2022 | 46.99% |
| November 30, 2022 | 46.99% |
| October 31, 2022 | 46.99% |
| September 30, 2022 | 46.28% |
| August 31, 2022 | 46.28% |
| July 31, 2022 | 46.28% |
| June 30, 2022 | 46.28% |
| May 31, 2022 | 46.28% |
| April 30, 2022 | 46.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 46.28% |
| February 28, 2022 | 46.28% |
| January 31, 2022 | 46.28% |
| December 31, 2021 | 43.09% |
| November 30, 2021 | 40.13% |
| October 31, 2021 | 40.13% |
| September 30, 2021 | 40.13% |
| August 31, 2021 | 40.13% |
| July 31, 2021 | 40.13% |
| June 30, 2021 | 40.13% |
| May 31, 2021 | 40.13% |
| April 30, 2021 | 40.13% |
| March 31, 2021 | 40.13% |
| February 28, 2021 | 40.13% |
| January 31, 2021 | 40.13% |
| December 31, 2020 | 40.13% |
| November 30, 2020 | 40.13% |
| October 31, 2020 | 40.13% |
| September 30, 2020 | 40.13% |
| August 31, 2020 | 40.13% |
| July 31, 2020 | 40.13% |
| June 30, 2020 | 40.13% |
| May 31, 2020 | 40.13% |
| April 30, 2020 | 40.13% |
| March 31, 2020 | 40.13% |
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
20.88%
Minimum
May 2019
46.99%
Maximum
Oct 2022
40.07%
Average
40.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Megaworld Corp | 73.92% |
| Robinsons Land Corp | 55.93% |
| Ayala Land Inc | 61.01% |
| Trinity Place Holdings Inc | 98.11% |
| Belpointe PREP LLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.933 |
| Beta (5Y) | -0.1369 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.76% |
| Historical Sharpe Ratio (5Y) | -0.1118 |
| Historical Sortino (5Y) | -0.2095 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.53% |