SITO Mobile Ltd (STTO)
0.0011
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
SITO Mobile Max Drawdown (5Y): 100.00% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 100.00% |
April 30, 2024 | 100.00% |
March 31, 2024 | 100.00% |
February 29, 2024 | 100.00% |
January 31, 2024 | 100.00% |
December 31, 2023 | 100.00% |
November 30, 2023 | 100.00% |
October 31, 2023 | 100.00% |
September 30, 2023 | 100.00% |
August 31, 2023 | 100.00% |
July 31, 2023 | 100.00% |
June 30, 2023 | 100.00% |
May 31, 2023 | 100.00% |
April 30, 2023 | 100.00% |
March 31, 2023 | 100.00% |
February 28, 2023 | 100.00% |
January 31, 2023 | 100.00% |
December 31, 2022 | 100.00% |
November 30, 2022 | 100.00% |
October 31, 2022 | 100.00% |
September 30, 2022 | 100.00% |
August 31, 2022 | 100.00% |
July 31, 2022 | 99.88% |
June 30, 2022 | 99.88% |
May 31, 2022 | 99.88% |
Date | Value |
---|---|
April 30, 2022 | 99.88% |
March 31, 2022 | 99.88% |
February 28, 2022 | 99.88% |
January 31, 2022 | 99.88% |
December 31, 2021 | 99.88% |
November 30, 2021 | 99.88% |
October 31, 2021 | 99.88% |
September 30, 2021 | 99.88% |
August 31, 2021 | 99.88% |
July 31, 2021 | 99.88% |
June 30, 2021 | 99.88% |
May 31, 2021 | 99.88% |
April 30, 2021 | 99.88% |
March 31, 2021 | 99.88% |
February 28, 2021 | 99.88% |
January 31, 2021 | 99.88% |
December 31, 2020 | 99.88% |
November 30, 2020 | 99.88% |
October 31, 2020 | 99.85% |
September 30, 2020 | 99.42% |
August 31, 2020 | 99.42% |
July 31, 2020 | 99.42% |
June 30, 2020 | 99.42% |
May 31, 2020 | 99.42% |
April 30, 2020 | 99.42% |
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
91.74%
Minimum
Jun 2019
100.00%
Maximum
Aug 2022
99.02%
Average
99.88%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Towerstream Corp | 100.00% |
Umax Group Corp | 100.0% |
Klaus Tech Inc | 99.68% |
Asberry 22 Holdings Inc | 99.91% |
Airborne Wireless Network | 100.0% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -63.73 |
Beta (5Y) | -0.9084 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 424.2% |
Historical Sharpe Ratio (5Y) | -0.1796 |
Historical Sortino (5Y) | -0.7412 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 78.79% |