Sinopec Shanghai Petrochemical Co Ltd (SPTJF)
0.1475
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Sinopec Shanghai Petrochemical Max Drawdown (5Y): 88.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.61% |
March 31, 2024 | 88.61% |
February 29, 2024 | 88.61% |
January 31, 2024 | 88.61% |
December 31, 2023 | 82.47% |
November 30, 2023 | 82.47% |
October 31, 2023 | 82.47% |
September 30, 2023 | 82.47% |
August 31, 2023 | 75.73% |
July 31, 2023 | 75.73% |
June 30, 2023 | 75.73% |
May 31, 2023 | 75.10% |
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 66.67% |
June 30, 2020 | 66.67% |
May 31, 2020 | 66.67% |
April 30, 2020 | 66.67% |
March 31, 2020 | 66.67% |
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
41.67%
Minimum
May 2019
88.61%
Maximum
Jan 2024
72.91%
Average
75.10%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Recon Technology Ltd | 99.40% |
China Petroleum & Chemical Corp | 57.80% |
PetroChina Co Ltd | 71.33% |
Sinopec Oilfield Service Corp | 83.33% |
SPT Energy Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.49 |
Beta (5Y) | 0.2542 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.51% |
Historical Sharpe Ratio (5Y) | -0.6506 |
Historical Sortino (5Y) | -0.9584 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.45% |