Spark New Zealand Ltd (SPKKY)
9.13
+0.04
(+0.44%)
USD |
OTCM |
Nov 14, 12:08
Spark New Zealand Max Drawdown (5Y): 43.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.08% |
| September 30, 2024 | 36.60% |
| August 31, 2024 | 30.15% |
| July 31, 2024 | 30.15% |
| June 30, 2024 | 30.15% |
| May 31, 2024 | 30.15% |
| April 30, 2024 | 30.15% |
| March 31, 2024 | 30.15% |
| February 29, 2024 | 30.15% |
| January 31, 2024 | 30.15% |
| December 31, 2023 | 30.15% |
| November 30, 2023 | 30.15% |
| October 31, 2023 | 30.15% |
| September 30, 2023 | 30.15% |
| August 31, 2023 | 30.15% |
| July 31, 2023 | 30.15% |
| June 30, 2023 | 30.15% |
| May 31, 2023 | 30.15% |
| April 30, 2023 | 30.15% |
| March 31, 2023 | 30.15% |
| February 28, 2023 | 30.15% |
| January 31, 2023 | 30.15% |
| December 31, 2022 | 30.15% |
| November 30, 2022 | 30.15% |
| October 31, 2022 | 30.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.15% |
| August 31, 2022 | 30.15% |
| July 31, 2022 | 30.15% |
| June 30, 2022 | 30.15% |
| May 31, 2022 | 30.15% |
| April 30, 2022 | 30.15% |
| March 31, 2022 | 30.15% |
| February 28, 2022 | 30.15% |
| January 31, 2022 | 30.15% |
| December 31, 2021 | 30.15% |
| November 30, 2021 | 30.15% |
| October 31, 2021 | 30.15% |
| September 30, 2021 | 30.15% |
| August 31, 2021 | 30.15% |
| July 31, 2021 | 30.15% |
| June 30, 2021 | 30.15% |
| May 31, 2021 | 30.15% |
| April 30, 2021 | 30.15% |
| March 31, 2021 | 30.15% |
| February 28, 2021 | 30.15% |
| January 31, 2021 | 30.15% |
| December 31, 2020 | 30.15% |
| November 30, 2020 | 30.15% |
| October 31, 2020 | 30.15% |
| September 30, 2020 | 30.15% |
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
30.15%
Minimum
Jun 2020
43.08%
Maximum
Oct 2024
30.56%
Average
30.15%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Chorus Ltd | 31.40% |
| Sky Network Television Ltd | -- |
| NZME Ltd | -- |
| Mega Matrix Inc | 95.39% |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.01 |
| Beta (5Y) | 0.548 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.04% |
| Historical Sharpe Ratio (5Y) | -0.2823 |
| Historical Sortino (5Y) | -0.3813 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.25% |