Stockland Corp Ltd (STKAF)
3.085
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Stockland Max Drawdown (5Y): 70.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.60% |
March 31, 2024 | 70.60% |
February 29, 2024 | 70.60% |
January 31, 2024 | 70.60% |
December 31, 2023 | 70.60% |
November 30, 2023 | 70.60% |
October 31, 2023 | 70.60% |
September 30, 2023 | 70.60% |
August 31, 2023 | 70.60% |
July 31, 2023 | 70.60% |
June 30, 2023 | 70.60% |
May 31, 2023 | 70.60% |
April 30, 2023 | 70.60% |
March 31, 2023 | 70.60% |
February 28, 2023 | 70.60% |
January 31, 2023 | 70.60% |
December 31, 2022 | 70.60% |
November 30, 2022 | 70.60% |
October 31, 2022 | 70.60% |
September 30, 2022 | 70.60% |
August 31, 2022 | 70.60% |
July 31, 2022 | 70.60% |
June 30, 2022 | 70.60% |
May 31, 2022 | 70.60% |
April 30, 2022 | 70.60% |
Date | Value |
---|---|
March 31, 2022 | 70.60% |
February 28, 2022 | 70.60% |
January 31, 2022 | 70.60% |
December 31, 2021 | 70.60% |
November 30, 2021 | 70.60% |
October 31, 2021 | 70.60% |
September 30, 2021 | 70.60% |
August 31, 2021 | 70.60% |
July 31, 2021 | 70.60% |
June 30, 2021 | 70.60% |
May 31, 2021 | 70.60% |
April 30, 2021 | 70.60% |
March 31, 2021 | 70.60% |
February 28, 2021 | 70.60% |
January 31, 2021 | 70.60% |
December 31, 2020 | 70.60% |
November 30, 2020 | 70.60% |
October 31, 2020 | 70.60% |
September 30, 2020 | 70.60% |
August 31, 2020 | 70.60% |
July 31, 2020 | 70.60% |
June 30, 2020 | 70.60% |
May 31, 2020 | 70.60% |
April 30, 2020 | 70.60% |
March 31, 2020 | 70.60% |
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
26.99%
Minimum
May 2019
70.60%
Maximum
Mar 2020
63.34%
Average
70.60%
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) | -12.50 |
Beta (5Y) | 1.430 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.05% |
Historical Sharpe Ratio (5Y) | 0.0661 |
Historical Sortino (5Y) | 0.0835 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.09% |