Sunlands Technology Group (STG)
7.94
-0.07
(-0.87%)
USD |
NYSE |
Apr 23, 16:00
7.68
-0.26
(-3.27%)
After-Hours: 20:00
Sunlands Technology Group Max Drawdown (5Y): 98.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.23% |
| February 29, 2024 | 98.23% |
| January 31, 2024 | 98.23% |
| December 31, 2023 | 98.23% |
| November 30, 2023 | 98.23% |
| October 31, 2023 | 98.23% |
| September 30, 2023 | 98.23% |
| August 31, 2023 | 98.23% |
| July 31, 2023 | 98.23% |
| June 30, 2023 | 98.23% |
| May 31, 2023 | 98.23% |
| April 30, 2023 | 98.23% |
| March 31, 2023 | 98.23% |
| February 28, 2023 | 98.23% |
| January 31, 2023 | 98.23% |
| December 31, 2022 | 98.23% |
| November 30, 2022 | 98.23% |
| October 31, 2022 | 98.23% |
| September 30, 2022 | 98.23% |
| August 31, 2022 | 98.23% |
| July 31, 2022 | 98.23% |
| June 30, 2022 | 98.23% |
| May 31, 2022 | 98.23% |
| April 30, 2022 | 97.69% |
| March 31, 2022 | 97.69% |
| Date | Value |
|---|---|
| February 28, 2022 | 97.69% |
| January 31, 2022 | 97.69% |
| December 31, 2021 | 97.69% |
| November 30, 2021 | 97.36% |
| October 31, 2021 | 96.77% |
| September 30, 2021 | 96.22% |
| August 31, 2021 | 95.41% |
| July 31, 2021 | 94.70% |
| June 30, 2021 | 92.75% |
| May 31, 2021 | 92.75% |
| April 30, 2021 | 92.75% |
| March 31, 2021 | 92.75% |
| February 28, 2021 | 92.75% |
| January 31, 2021 | 92.75% |
| December 31, 2020 | 92.75% |
| November 30, 2020 | 92.75% |
| October 31, 2020 | 92.75% |
| September 30, 2020 | 92.75% |
| August 31, 2020 | 92.75% |
| July 31, 2020 | 92.75% |
| June 30, 2020 | 92.75% |
| May 31, 2020 | 92.75% |
| April 30, 2020 | 92.75% |
| March 31, 2020 | 88.38% |
| February 29, 2020 | 81.44% |
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
79.64%
Minimum
Apr 2019
98.23%
Maximum
May 2022
93.34%
Average
96.49%
Median
Max Drawdown (5Y) Benchmarks
| Tantech Holdings Ltd | 99.93% |
| 51 Talk Online Education Group | 97.64% |
| Shineco Inc | 99.64% |
| TDH Holdings Inc | 99.69% |
| Farmmi Inc | 99.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.87 |
| Beta (5Y) | 0.9343 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.1% |
| Historical Sharpe Ratio (5Y) | -0.2612 |
| Historical Sortino (5Y) | -0.5945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.01% |