Sunrise Real Estate Group Inc (SRRE)
0.25
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Sunrise Real Estate Group Max Drawdown (5Y): 82.30% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 82.30% |
| August 31, 2024 | 82.30% |
| July 31, 2024 | 82.30% |
| June 30, 2024 | 82.30% |
| May 31, 2024 | 82.30% |
| April 30, 2024 | 82.30% |
| March 31, 2024 | 82.30% |
| February 29, 2024 | 82.30% |
| January 31, 2024 | 82.30% |
| December 31, 2023 | 82.30% |
| November 30, 2023 | 82.30% |
| October 31, 2023 | 82.30% |
| September 30, 2023 | 82.30% |
| August 31, 2023 | 82.30% |
| July 31, 2023 | 82.30% |
| June 30, 2023 | 82.30% |
| May 31, 2023 | 82.30% |
| April 30, 2023 | 82.30% |
| March 31, 2023 | 82.30% |
| February 28, 2023 | 82.30% |
| January 31, 2023 | 82.30% |
| December 31, 2022 | 82.30% |
| November 30, 2022 | 82.30% |
| October 31, 2022 | 82.30% |
| September 30, 2022 | 82.30% |
| Date | Value |
|---|---|
| August 31, 2022 | 82.30% |
| July 31, 2022 | 86.67% |
| June 30, 2022 | 92.00% |
| May 31, 2022 | 92.00% |
| April 30, 2022 | 92.00% |
| March 31, 2022 | 92.00% |
| February 28, 2022 | 92.00% |
| January 31, 2022 | 93.33% |
| December 31, 2021 | 93.33% |
| November 30, 2021 | 93.33% |
| October 31, 2021 | 93.33% |
| September 30, 2021 | 93.33% |
| August 31, 2021 | 93.33% |
| July 31, 2021 | 93.33% |
| June 30, 2021 | 93.33% |
| May 31, 2021 | 93.33% |
| April 30, 2021 | 93.33% |
| March 31, 2021 | 93.33% |
| February 28, 2021 | 93.33% |
| January 31, 2021 | 93.33% |
| December 31, 2020 | 93.33% |
| November 30, 2020 | 93.33% |
| October 31, 2020 | 95.33% |
| September 30, 2020 | 97.59% |
| August 31, 2020 | 97.59% |
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
82.30%
Minimum
Aug 2022
97.59%
Maximum
Nov 2019
89.07%
Average
92.00%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Wetouch Technology Inc | 98.96% |
| Comstock Holding Co Inc | 80.90% |
| New England Realty Associates LP | 41.91% |
| Diversified Healthcare Trust | 95.99% |
| Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.774 |
| Beta (5Y) | 0.6405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.77% |
| Historical Sharpe Ratio (5Y) | -0.0002 |
| Historical Sortino (5Y) | -0.0004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.34% |