SOHM Inc (SHMN)
0.001
0.00 (0.00%)
USD |
OTCM |
May 17, 15:52
SOHM Max Drawdown (5Y): 95.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.71% |
March 31, 2024 | 95.71% |
February 29, 2024 | 95.71% |
January 31, 2024 | 95.71% |
December 31, 2023 | 95.71% |
November 30, 2023 | 95.71% |
October 31, 2023 | 95.71% |
September 30, 2023 | 95.71% |
August 31, 2023 | 95.71% |
July 31, 2023 | 95.71% |
June 30, 2023 | 96.00% |
May 31, 2023 | 96.00% |
April 30, 2023 | 96.00% |
March 31, 2023 | 96.00% |
February 28, 2023 | 97.00% |
January 31, 2023 | 97.00% |
December 31, 2022 | 97.00% |
November 30, 2022 | 97.00% |
October 31, 2022 | 97.00% |
September 30, 2022 | 97.00% |
August 31, 2022 | 99.00% |
July 31, 2022 | 99.90% |
June 30, 2022 | 99.90% |
May 31, 2022 | 99.90% |
April 30, 2022 | 99.90% |
Date | Value |
---|---|
March 31, 2022 | 99.90% |
February 28, 2022 | 99.90% |
January 31, 2022 | 99.90% |
December 31, 2021 | 99.90% |
November 30, 2021 | 99.90% |
October 31, 2021 | 99.90% |
September 30, 2021 | 99.90% |
August 31, 2021 | 99.90% |
July 31, 2021 | 99.99% |
June 30, 2021 | 99.99% |
May 31, 2021 | 99.99% |
April 30, 2021 | 99.99% |
March 31, 2021 | 99.99% |
February 28, 2021 | 99.99% |
January 31, 2021 | 99.99% |
December 31, 2020 | 99.99% |
November 30, 2020 | 99.99% |
October 31, 2020 | 99.99% |
September 30, 2020 | 99.99% |
August 31, 2020 | 99.99% |
July 31, 2020 | 99.99% |
June 30, 2020 | 99.99% |
May 31, 2020 | 99.99% |
April 30, 2020 | 99.99% |
March 31, 2020 | 99.99% |
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
95.71%
Minimum
Jul 2023
99.99%
Maximum
May 2019
98.68%
Average
99.90%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
iBio Inc | 99.97% |
Theriva Biologics Inc | 99.81% |
Oragenics Inc | 98.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.345 |
Beta (5Y) | 0.8372 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 256.7% |
Historical Sharpe Ratio (5Y) | 0.0572 |
Historical Sortino (5Y) | 0.2743 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.11% |