Sun Art Retail Group Ltd (SURRY)
2.19
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Sun Art Retail Group Max Drawdown (5Y): 91.74% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 91.74% |
| April 30, 2024 | 91.74% |
| March 31, 2024 | 91.74% |
| February 29, 2024 | 91.74% |
| January 31, 2024 | 91.74% |
| December 31, 2023 | 90.83% |
| November 30, 2023 | 90.83% |
| October 31, 2023 | 90.83% |
| September 30, 2023 | 90.83% |
| August 31, 2023 | 90.83% |
| July 31, 2023 | 90.83% |
| June 30, 2023 | 90.83% |
| May 31, 2023 | 90.83% |
| April 30, 2023 | 90.83% |
| March 31, 2023 | 90.83% |
| February 28, 2023 | 90.83% |
| January 31, 2023 | 90.83% |
| December 31, 2022 | 90.83% |
| November 30, 2022 | 90.83% |
| October 31, 2022 | 90.83% |
| September 30, 2022 | 87.07% |
| August 31, 2022 | 82.61% |
| July 31, 2022 | 82.61% |
| June 30, 2022 | 82.61% |
| May 31, 2022 | 80.86% |
| Date | Value |
|---|---|
| April 30, 2022 | 80.86% |
| March 31, 2022 | 80.26% |
| February 28, 2022 | 78.39% |
| January 31, 2022 | 78.39% |
| December 31, 2021 | 78.39% |
| November 30, 2021 | 76.03% |
| October 31, 2021 | 74.16% |
| September 30, 2021 | 74.16% |
| August 31, 2021 | 66.49% |
| July 31, 2021 | 59.08% |
| June 30, 2021 | 59.08% |
| May 31, 2021 | 61.08% |
| April 30, 2021 | 61.08% |
| March 31, 2021 | 61.08% |
| February 28, 2021 | 61.33% |
| January 31, 2021 | 61.33% |
| December 31, 2020 | 61.89% |
| November 30, 2020 | 66.63% |
| October 31, 2020 | 67.13% |
| September 30, 2020 | 67.13% |
| August 31, 2020 | 67.13% |
| July 31, 2020 | 67.13% |
| June 30, 2020 | 67.13% |
| May 31, 2020 | 67.13% |
| April 30, 2020 | 67.13% |
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
59.08%
Minimum
Jun 2021
91.74%
Maximum
Jan 2024
76.96%
Average
77.21%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.14 |
| Beta (5Y) | 0.5217 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.35% |
| Historical Sharpe Ratio (5Y) | -0.4774 |
| Historical Sortino (5Y) | -0.8554 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.25% |