SM Investments Corp. (SVTMF)
10.15
0.00 (0.00%)
USD |
OTCM |
Aug 25, 16:00
SM Investments Max Drawdown (5Y) : 49.24% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 49.24% |
| June 30, 2026 | 49.24% |
| May 31, 2026 | 49.24% |
| April 30, 2026 | 49.24% |
| March 31, 2026 | 49.24% |
| February 28, 2026 | 49.24% |
| January 31, 2026 | 49.24% |
| December 31, 2025 | 45.36% |
| November 30, 2025 | 43.32% |
| October 31, 2025 | 41.52% |
| September 30, 2025 | 41.51% |
| August 31, 2025 | 41.51% |
| July 31, 2025 | 40.22% |
| June 30, 2025 | 40.22% |
| May 31, 2025 | 40.22% |
| April 30, 2025 | 40.22% |
| March 31, 2025 | 40.22% |
| February 28, 2025 | 40.22% |
| January 31, 2025 | 40.22% |
| December 31, 2024 | 40.22% |
| November 30, 2024 | 40.22% |
| October 31, 2024 | 40.22% |
| September 30, 2024 | 40.22% |
| August 31, 2024 | 40.22% |
| July 31, 2024 | 40.22% |
| Date | Value |
|---|---|
| June 30, 2024 | 40.22% |
| May 31, 2024 | 40.22% |
| April 30, 2024 | 40.22% |
| March 31, 2024 | 40.22% |
| February 29, 2024 | 40.22% |
| January 31, 2024 | 40.22% |
| December 31, 2023 | 40.22% |
| November 30, 2023 | 40.22% |
| October 31, 2023 | 40.22% |
| September 30, 2023 | 40.22% |
| August 31, 2023 | 40.22% |
| July 31, 2023 | 40.22% |
| June 30, 2023 | 40.22% |
| May 31, 2023 | 40.22% |
| April 30, 2023 | 40.22% |
| March 31, 2023 | 40.22% |
| February 28, 2023 | 40.22% |
| January 31, 2023 | 40.22% |
| December 31, 2022 | 49.12% |
| November 30, 2022 | 49.12% |
| October 31, 2022 | 49.12% |
| September 30, 2022 | 49.12% |
| August 31, 2022 | 49.12% |
| July 31, 2022 | 49.12% |
| June 30, 2022 | 49.12% |
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
| Grupo Carso SAB de CV | 52.00% |
| San Miguel Corp. | 66.06% |
| CK Hutchison Holdings Ltd. | 54.92% |
| JG Summit Holdings, Inc. | 68.15% |
| Berjaya Corp. Bhd. | 75.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.11 |
| Beta (5Y) | 0.0889 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.64% |
| Historical Sharpe Ratio (5Y) | -0.5576 |
| Historical Sortino (5Y) | -0.7142 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.17% |