Spark New Zealand Ltd (SPKKY)
13.22
-0.25
(-1.86%)
USD |
OTCM |
May 07, 16:00
Spark New Zealand Max Drawdown (5Y): 30.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 30.15% |
| July 31, 2020 | 30.15% |
| June 30, 2020 | 30.15% |
| May 31, 2020 | 30.88% |
| April 30, 2020 | 30.88% |
| March 31, 2020 | 30.88% |
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
30.15%
Minimum
Jun 2020
30.88%
Maximum
May 2019
30.31%
Average
30.15%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Chorus Ltd | 31.40% |
| Sky Network Television Ltd | -- |
| NZME Ltd | -- |
| Inuvo Inc | 95.07% |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.003 |
| Beta (5Y) | 0.5527 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.71% |
| Historical Sharpe Ratio (5Y) | 0.3829 |
| Historical Sortino (5Y) | 0.5596 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.96% |