GR Sarantis SA (SRTSF)
16.25
0.00 (0.00%)
USD |
OTCM |
Jun 09, 16:00
GR Sarantis Max Drawdown (5Y) : 64.07% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 64.07% |
| April 30, 2026 | 64.07% |
| March 31, 2026 | 64.07% |
| February 28, 2026 | 64.07% |
| January 31, 2026 | 64.07% |
| December 31, 2025 | 64.07% |
| November 30, 2025 | 64.07% |
| October 31, 2025 | 64.07% |
| September 30, 2025 | 64.07% |
| August 31, 2025 | 64.07% |
| July 31, 2025 | 64.07% |
| June 30, 2025 | 64.07% |
| May 31, 2025 | 64.07% |
| April 30, 2025 | 64.07% |
| March 31, 2025 | 64.07% |
| February 28, 2025 | 64.07% |
| January 31, 2025 | 64.07% |
| December 31, 2024 | 64.07% |
| November 30, 2024 | 64.07% |
| October 31, 2024 | 64.07% |
| September 30, 2024 | 64.07% |
| August 31, 2024 | 64.07% |
| July 31, 2024 | 64.07% |
| June 30, 2024 | 64.07% |
| May 31, 2024 | 64.07% |
| Date | Value |
|---|---|
| April 30, 2024 | 64.07% |
| March 31, 2024 | 65.09% |
| February 29, 2024 | 65.09% |
| January 31, 2024 | 65.09% |
| December 31, 2023 | 65.09% |
| November 30, 2023 | 65.09% |
| October 31, 2023 | 65.09% |
| September 30, 2023 | 65.09% |
| August 31, 2023 | 65.09% |
| July 31, 2023 | 65.09% |
| June 30, 2023 | 65.09% |
| May 31, 2023 | 65.09% |
| April 30, 2023 | 65.09% |
| March 31, 2023 | 65.09% |
| February 28, 2023 | 65.09% |
| January 31, 2023 | 65.09% |
| December 31, 2022 | 65.09% |
| November 30, 2022 | 65.09% |
| October 31, 2022 | 65.09% |
| September 30, 2022 | 65.09% |
| August 31, 2022 | 65.09% |
| July 31, 2022 | 65.09% |
| June 30, 2022 | 65.09% |
| May 31, 2022 | 65.09% |
| April 30, 2022 | 65.09% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| The Estée Lauder Companies, Inc. | 85.82% |
| Edgewell Personal Care Co. | 66.99% |
| Interparfums, Inc. | 46.52% |
| United-Guardian, Inc. | 76.03% |
| Unilever Plc | 27.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.247 |
| Beta (5Y) | 0.2965 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.41% |
| Historical Sharpe Ratio (5Y) | 0.2761 |
| Historical Sortino (5Y) | 0.456 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.05% |