Scentre Group (STGPF)
2.15
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Scentre Group Max Drawdown (5Y): 75.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.13% |
| March 31, 2024 | 75.13% |
| February 29, 2024 | 75.13% |
| January 31, 2024 | 75.13% |
| December 31, 2023 | 75.13% |
| November 30, 2023 | 75.13% |
| October 31, 2023 | 75.13% |
| September 30, 2023 | 75.13% |
| August 31, 2023 | 75.13% |
| July 31, 2023 | 75.13% |
| June 30, 2023 | 75.13% |
| May 31, 2023 | 75.13% |
| April 30, 2023 | 75.13% |
| March 31, 2023 | 75.13% |
| February 28, 2023 | 75.13% |
| January 31, 2023 | 75.13% |
| December 31, 2022 | 75.13% |
| November 30, 2022 | 75.13% |
| October 31, 2022 | 75.13% |
| September 30, 2022 | 75.13% |
| August 31, 2022 | 75.13% |
| July 31, 2022 | 75.13% |
| June 30, 2022 | 75.13% |
| May 31, 2022 | 75.13% |
| April 30, 2022 | 75.13% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.13% |
| February 28, 2022 | 75.13% |
| January 31, 2022 | 75.13% |
| December 31, 2021 | 75.13% |
| November 30, 2021 | 75.13% |
| October 31, 2021 | 75.13% |
| September 30, 2021 | 75.13% |
| August 31, 2021 | 75.13% |
| July 31, 2021 | 75.13% |
| June 30, 2021 | 75.13% |
| May 31, 2021 | 75.13% |
| April 30, 2021 | 75.13% |
| March 31, 2021 | 75.13% |
| February 28, 2021 | 75.13% |
| January 31, 2021 | 75.13% |
| December 31, 2020 | 75.13% |
| November 30, 2020 | 75.13% |
| October 31, 2020 | 75.13% |
| September 30, 2020 | 75.13% |
| August 31, 2020 | 75.13% |
| July 31, 2020 | 75.13% |
| June 30, 2020 | 75.13% |
| May 31, 2020 | 75.13% |
| April 30, 2020 | 75.13% |
| March 31, 2020 | 75.13% |
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
35.36%
Minimum
Feb 2020
86.42%
Maximum
May 2019
76.16%
Average
75.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Lendlease Group | 69.64% |
| Resources Global Services Group | 96.11% |
| Goodman Group | 49.28% |
| Lifestyle Communities Ltd | -- |
| Openn Negotiation Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.01 |
| Beta (5Y) | 1.538 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.83% |
| Historical Sharpe Ratio (5Y) | -0.0686 |
| Historical Sortino (5Y) | -0.0856 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.12% |