SITO Mobile Ltd. (STTO)
0.0002
0.00 (0.00%)
USD |
OTCM |
Feb 19, 16:00
SITO Mobile Max Drawdown (5Y) : 100.00% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Central Wireless, Inc. | 99.99% |
| Fusion Interactive Corp. | 99.99% |
| Covista Communications, Inc. | 100.00% |
| World Of Wireless International Telecom, Inc. | 100.00% |
| Clearwave Telecommunications, Inc. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2968.50 |
| Beta (5Y) | -260.16 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.21K% |
| Historical Sharpe Ratio (5Y) | -0.0015 |
| Historical Sortino (5Y) | -0.6306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 98.78% |