Security Bank Corp (SYBJF)
1.26
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Security Bank Max Drawdown (5Y): 68.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.53% |
| March 31, 2024 | 68.53% |
| February 29, 2024 | 68.53% |
| January 31, 2024 | 68.53% |
| December 31, 2023 | 68.53% |
| November 30, 2023 | 68.53% |
| October 31, 2023 | 68.53% |
| September 30, 2023 | 68.53% |
| August 31, 2023 | 68.53% |
| July 31, 2023 | 68.53% |
| June 30, 2023 | 68.53% |
| May 31, 2023 | 68.53% |
| April 30, 2023 | 68.53% |
| March 31, 2023 | 68.53% |
| February 28, 2023 | 68.53% |
| January 31, 2023 | 68.53% |
| December 31, 2022 | 68.53% |
| November 30, 2022 | 68.53% |
| October 31, 2022 | 68.53% |
| September 30, 2022 | 68.53% |
| August 31, 2022 | 63.00% |
| July 31, 2022 | 63.00% |
| June 30, 2022 | 63.00% |
| May 31, 2022 | 63.00% |
| April 30, 2022 | 63.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 63.00% |
| February 28, 2022 | 63.00% |
| January 31, 2022 | 63.00% |
| December 31, 2021 | 63.00% |
| November 30, 2021 | 63.00% |
| October 31, 2021 | 63.00% |
| September 30, 2021 | 63.00% |
| August 31, 2021 | 63.00% |
| July 31, 2021 | 63.00% |
| June 30, 2021 | 63.00% |
| May 31, 2021 | 63.00% |
| April 30, 2021 | 63.00% |
| March 31, 2021 | 63.00% |
| February 28, 2021 | 63.00% |
| January 31, 2021 | 63.00% |
| December 31, 2020 | 63.00% |
| November 30, 2020 | 63.00% |
| October 31, 2020 | 63.00% |
| September 30, 2020 | 63.00% |
| August 31, 2020 | 63.00% |
| July 31, 2020 | 63.00% |
| June 30, 2020 | 63.00% |
| May 31, 2020 | 63.00% |
| April 30, 2020 | 60.00% |
| March 31, 2020 | 37.00% |
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
37.00%
Minimum
May 2019
68.53%
Maximum
Sep 2022
60.03%
Average
63.00%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Bounce Mobile Systems Inc | 99.80% |
| Metropolitan Bank & Trust Co | -- |
| Bank of the Philippine Islands | 48.70% |
| BDO Unibank Inc | 53.02% |
| ABS-CBN Holdings Corp | 99.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.39 |
| Beta (5Y) | 0.0714 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.76% |
| Historical Sharpe Ratio (5Y) | -0.5224 |
| Historical Sortino (5Y) | -0.586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.92% |