Sundance Strategies Inc (SUND)
0.775
-0.12
(-13.70%)
USD |
OTCM |
Nov 13, 16:00
Sundance Strategies Max Drawdown (5Y): 96.36% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 96.36% |
| August 31, 2024 | 96.36% |
| July 31, 2024 | 96.36% |
| June 30, 2024 | 96.36% |
| May 31, 2024 | 96.36% |
| April 30, 2024 | 96.36% |
| March 31, 2024 | 96.36% |
| February 29, 2024 | 96.36% |
| January 31, 2024 | 96.36% |
| December 31, 2023 | 96.36% |
| November 30, 2023 | 96.36% |
| October 31, 2023 | 96.36% |
| September 30, 2023 | 96.36% |
| August 31, 2023 | 96.36% |
| July 31, 2023 | 96.36% |
| June 30, 2023 | 96.18% |
| May 31, 2023 | 96.18% |
| April 30, 2023 | 96.00% |
| March 31, 2023 | 93.95% |
| February 28, 2023 | 93.58% |
| January 31, 2023 | 92.12% |
| December 31, 2022 | 92.12% |
| November 30, 2022 | 90.24% |
| October 31, 2022 | 90.24% |
| September 30, 2022 | 90.24% |
| Date | Value |
|---|---|
| August 31, 2022 | 90.24% |
| July 31, 2022 | 90.24% |
| June 30, 2022 | 90.24% |
| May 31, 2022 | 90.24% |
| April 30, 2022 | 90.24% |
| March 31, 2022 | 90.24% |
| February 28, 2022 | 90.24% |
| January 31, 2022 | 90.24% |
| December 31, 2021 | 90.24% |
| November 30, 2021 | 90.24% |
| October 31, 2021 | 90.24% |
| September 30, 2021 | 90.24% |
| August 31, 2021 | 90.24% |
| July 31, 2021 | 90.24% |
| June 30, 2021 | 90.24% |
| May 31, 2021 | 90.24% |
| April 30, 2021 | 90.24% |
| March 31, 2021 | 90.24% |
| February 28, 2021 | 90.24% |
| January 31, 2021 | 90.24% |
| December 31, 2020 | 90.24% |
| November 30, 2020 | 90.24% |
| October 31, 2020 | 90.24% |
| September 30, 2020 | 90.24% |
| August 31, 2020 | 90.24% |
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
90.24%
Minimum
Nov 2019
96.36%
Maximum
Jul 2023
92.28%
Average
90.24%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| CorVel Corp | 50.72% |
| Kingstone Companies Inc | 96.20% |
| eHealth Inc | 98.17% |
| Reliance Global Group Inc | 99.99% |
| The Baldwin Insurance Group Inc | 58.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.23 |
| Beta (5Y) | 1.328 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.9% |
| Historical Sharpe Ratio (5Y) | -0.1369 |
| Historical Sortino (5Y) | -0.2735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.71% |