Sunlands Technology Group (STG)
6.90
+0.30
(+4.55%)
USD |
NYSE |
Nov 22, 16:00
6.90
0.00 (0.00%)
After-Hours: 17:03
Sunlands Technology Group Max Drawdown (5Y): 98.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.23% |
| September 30, 2024 | 98.23% |
| August 31, 2024 | 98.23% |
| July 31, 2024 | 98.23% |
| June 30, 2024 | 98.23% |
| May 31, 2024 | 98.23% |
| April 30, 2024 | 98.23% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
81.44%
Minimum
Nov 2019
98.23%
Maximum
May 2022
95.36%
Average
97.96%
Median
Max Drawdown (5Y) Benchmarks
| Tantech Holdings Ltd | 99.99% |
| 51 Talk Online Education Group | 97.64% |
| Shineco Inc | 99.93% |
| Farmmi Inc | -- |
| Big Tree Cloud Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.12 |
| Beta (5Y) | 1.046 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.9% |
| Historical Sharpe Ratio (5Y) | -0.2632 |
| Historical Sortino (5Y) | -0.606 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.52% |