Sinopec Shanghai Petrochemical Co Ltd (SPTJF)
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Nov 14, 16:00
Sinopec Shanghai Petrochemical Max Drawdown (5Y): 89.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 89.33% |
| August 31, 2024 | 89.33% |
| July 31, 2024 | 89.33% |
| June 30, 2024 | 89.33% |
| May 31, 2024 | 89.33% |
| April 30, 2024 | 89.33% |
| March 31, 2024 | 89.33% |
| February 29, 2024 | 89.33% |
| January 31, 2024 | 89.33% |
| December 31, 2023 | 83.58% |
| November 30, 2023 | 83.58% |
| October 31, 2023 | 83.58% |
| September 30, 2023 | 83.58% |
| August 31, 2023 | 77.26% |
| July 31, 2023 | 77.26% |
| June 30, 2023 | 77.26% |
| May 31, 2023 | 75.38% |
| April 30, 2023 | 75.10% |
| March 31, 2023 | 75.10% |
| February 28, 2023 | 75.10% |
| January 31, 2023 | 75.10% |
| December 31, 2022 | 75.10% |
| November 30, 2022 | 75.10% |
| October 31, 2022 | 75.10% |
| September 30, 2022 | 75.10% |
| Date | Value |
|---|---|
| August 31, 2022 | 75.10% |
| July 31, 2022 | 75.10% |
| June 30, 2022 | 75.10% |
| May 31, 2022 | 75.10% |
| April 30, 2022 | 75.10% |
| March 31, 2022 | 75.10% |
| February 28, 2022 | 75.10% |
| January 31, 2022 | 75.10% |
| December 31, 2021 | 75.10% |
| November 30, 2021 | 75.10% |
| October 31, 2021 | 75.10% |
| September 30, 2021 | 75.10% |
| August 31, 2021 | 75.10% |
| July 31, 2021 | 75.10% |
| June 30, 2021 | 75.10% |
| May 31, 2021 | 75.10% |
| April 30, 2021 | 75.10% |
| March 31, 2021 | 75.10% |
| February 28, 2021 | 75.10% |
| January 31, 2021 | 75.10% |
| December 31, 2020 | 75.10% |
| November 30, 2020 | 75.10% |
| October 31, 2020 | 75.10% |
| September 30, 2020 | 75.10% |
| August 31, 2020 | 71.54% |
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
62.04%
Minimum
Nov 2019
89.33%
Maximum
Jan 2024
76.41%
Average
75.10%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Recon Technology Ltd | 99.46% |
| China Petroleum & Chemical Corp | 57.80% |
| PetroChina Co Ltd | 71.33% |
| Sinopec Oilfield Service Corp | 83.33% |
| SPT Energy Group Inc | 81.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.76 |
| Beta (5Y) | 0.3367 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.22% |
| Historical Sharpe Ratio (5Y) | -0.3427 |
| Historical Sortino (5Y) | -0.534 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.45% |