Singapore Exchange Ltd (SPXCF)
8.75
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USD |
OTCM |
Nov 22, 16:00
Singapore Exchange Max Drawdown (5Y): 31.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.67% |
| September 30, 2024 | 31.67% |
| August 31, 2024 | 31.67% |
| July 31, 2024 | 31.67% |
| June 30, 2024 | 31.67% |
| May 31, 2024 | 31.67% |
| April 30, 2024 | 31.67% |
| March 31, 2024 | 31.67% |
| February 29, 2024 | 31.67% |
| January 31, 2024 | 31.67% |
| December 31, 2023 | 31.67% |
| November 30, 2023 | 31.67% |
| October 31, 2023 | 31.67% |
| September 30, 2023 | 31.67% |
| August 31, 2023 | 31.67% |
| July 31, 2023 | 31.67% |
| June 30, 2023 | 31.67% |
| May 31, 2023 | 31.67% |
| April 30, 2023 | 31.67% |
| March 31, 2023 | 31.67% |
| February 28, 2023 | 31.67% |
| January 31, 2023 | 31.67% |
| December 31, 2022 | 31.67% |
| November 30, 2022 | 31.67% |
| October 31, 2022 | 31.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 24.46% |
| August 31, 2022 | 24.32% |
| July 31, 2022 | 24.32% |
| June 30, 2022 | 24.32% |
| May 31, 2022 | 24.32% |
| April 30, 2022 | 24.32% |
| March 31, 2022 | 24.32% |
| February 28, 2022 | 24.32% |
| January 31, 2022 | 24.32% |
| December 31, 2021 | 24.32% |
| November 30, 2021 | 24.32% |
| October 31, 2021 | 24.32% |
| September 30, 2021 | 24.32% |
| August 31, 2021 | 24.32% |
| July 31, 2021 | 24.32% |
| June 30, 2021 | 24.32% |
| May 31, 2021 | 24.32% |
| April 30, 2021 | 24.32% |
| March 31, 2021 | 24.32% |
| February 28, 2021 | 24.32% |
| January 31, 2021 | 26.00% |
| December 31, 2020 | 28.61% |
| November 30, 2020 | 28.61% |
| October 31, 2020 | 28.61% |
| September 30, 2020 | 28.61% |
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
24.32%
Minimum
Feb 2021
31.67%
Maximum
Oct 2022
28.41%
Average
28.61%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.693 |
| Beta (5Y) | 0.2741 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.44% |
| Historical Sharpe Ratio (5Y) | 0.3206 |
| Historical Sortino (5Y) | 0.4794 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.19% |