Yoma Strategic Holdings Ltd (YMAIF)
0.027
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Yoma Strategic Holdings Max Drawdown (5Y): 90.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.59% |
| March 31, 2024 | 87.04% |
| February 29, 2024 | 82.22% |
| January 31, 2024 | 82.22% |
| December 31, 2023 | 82.22% |
| November 30, 2023 | 82.22% |
| October 31, 2023 | 82.22% |
| September 30, 2023 | 82.22% |
| August 31, 2023 | 82.22% |
| July 31, 2023 | 82.22% |
| June 30, 2023 | 82.22% |
| May 31, 2023 | 82.22% |
| April 30, 2023 | 82.22% |
| March 31, 2023 | 82.22% |
| February 28, 2023 | 82.22% |
| January 31, 2023 | 82.22% |
| December 31, 2022 | 82.22% |
| November 30, 2022 | 82.22% |
| October 31, 2022 | 82.22% |
| September 30, 2022 | 82.22% |
| August 31, 2022 | 82.22% |
| July 31, 2022 | 82.22% |
| June 30, 2022 | 81.83% |
| May 31, 2022 | 81.83% |
| April 30, 2022 | 81.83% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.83% |
| February 28, 2022 | 81.83% |
| January 31, 2022 | 81.83% |
| December 31, 2021 | 81.83% |
| November 30, 2021 | 81.83% |
| October 31, 2021 | 81.81% |
| September 30, 2021 | 81.81% |
| August 31, 2021 | 79.79% |
| July 31, 2021 | 79.79% |
| June 30, 2021 | 79.79% |
| May 31, 2021 | 79.79% |
| April 30, 2021 | 79.79% |
| March 31, 2021 | 79.79% |
| February 28, 2021 | 79.79% |
| January 31, 2021 | 79.79% |
| December 31, 2020 | 79.79% |
| November 30, 2020 | 79.79% |
| October 31, 2020 | 79.79% |
| September 30, 2020 | 79.79% |
| August 31, 2020 | 79.79% |
| July 31, 2020 | 79.79% |
| June 30, 2020 | 79.79% |
| May 31, 2020 | 79.79% |
| April 30, 2020 | 79.79% |
| March 31, 2020 | 79.79% |
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
68.32%
Minimum
May 2019
90.59%
Maximum
Apr 2024
79.33%
Average
81.82%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.64 |
| Beta (5Y) | 0.3434 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.69% |
| Historical Sharpe Ratio (5Y) | -0.6031 |
| Historical Sortino (5Y) | -0.8272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.34% |