US Silica Holdings Inc (SLCA)
15.52
-0.08
(-0.51%)
USD |
NYSE |
May 10, 16:00
15.54
+0.02
(+0.13%)
Pre-Market: 20:00
US Silica Holdings Max Drawdown (5Y): 98.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.49% |
March 31, 2024 | 98.49% |
February 29, 2024 | 98.49% |
January 31, 2024 | 98.49% |
December 31, 2023 | 98.49% |
November 30, 2023 | 98.49% |
October 31, 2023 | 98.49% |
September 30, 2023 | 98.49% |
August 31, 2023 | 98.49% |
July 31, 2023 | 98.49% |
June 30, 2023 | 98.49% |
May 31, 2023 | 98.49% |
April 30, 2023 | 98.49% |
March 31, 2023 | 98.49% |
February 28, 2023 | 98.49% |
January 31, 2023 | 98.49% |
December 31, 2022 | 98.49% |
November 30, 2022 | 98.49% |
October 31, 2022 | 98.49% |
September 30, 2022 | 98.49% |
August 31, 2022 | 98.49% |
July 31, 2022 | 98.49% |
June 30, 2022 | 98.49% |
May 31, 2022 | 98.49% |
April 30, 2022 | 98.49% |
Date | Value |
---|---|
March 31, 2022 | 98.49% |
February 28, 2022 | 98.49% |
January 31, 2022 | 98.49% |
December 31, 2021 | 98.49% |
November 30, 2021 | 98.49% |
October 31, 2021 | 98.49% |
September 30, 2021 | 98.49% |
August 31, 2021 | 98.49% |
July 31, 2021 | 98.49% |
June 30, 2021 | 98.49% |
May 31, 2021 | 98.49% |
April 30, 2021 | 98.49% |
March 31, 2021 | 98.49% |
February 28, 2021 | 98.49% |
January 31, 2021 | 98.49% |
December 31, 2020 | 98.49% |
November 30, 2020 | 98.49% |
October 31, 2020 | 98.49% |
September 30, 2020 | 98.49% |
August 31, 2020 | 98.49% |
July 31, 2020 | 98.49% |
June 30, 2020 | 98.49% |
May 31, 2020 | 98.49% |
April 30, 2020 | 98.49% |
March 31, 2020 | 98.49% |
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
85.49%
Minimum
May 2019
98.49%
Maximum
Mar 2020
96.91%
Average
98.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Solaris Oilfield Infrastructure Inc | 79.48% |
Helix Energy Solutions Group Inc | 93.81% |
Dawson Geophysical Co | 89.76% |
Smart Sand Inc | 97.14% |
ProPetro Holding Corp | 93.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.78 |
Beta (5Y) | 2.156 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.54% |
Historical Sharpe Ratio (5Y) | -0.0188 |
Historical Sortino (5Y) | -0.0337 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.19% |