Smart Sand Inc (SND)
2.30
-0.03
(-1.29%)
USD |
NASDAQ |
May 13, 16:00
2.20
-0.10
(-4.35%)
After-Hours: 20:00
Smart Sand Max Drawdown (5Y): 97.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.14% |
March 31, 2024 | 97.14% |
February 29, 2024 | 97.14% |
January 31, 2024 | 97.14% |
December 31, 2023 | 97.14% |
November 30, 2023 | 97.14% |
October 31, 2023 | 97.14% |
September 30, 2023 | 97.14% |
August 31, 2023 | 97.14% |
July 31, 2023 | 97.14% |
June 30, 2023 | 97.14% |
May 31, 2023 | 97.14% |
April 30, 2023 | 97.14% |
March 31, 2023 | 97.14% |
February 28, 2023 | 97.14% |
January 31, 2023 | 97.14% |
December 31, 2022 | 97.14% |
November 30, 2022 | 97.14% |
October 31, 2022 | 97.14% |
September 30, 2022 | 97.14% |
August 31, 2022 | 97.14% |
July 31, 2022 | 97.14% |
June 30, 2022 | 97.14% |
May 31, 2022 | 97.14% |
April 30, 2022 | 97.14% |
Date | Value |
---|---|
March 31, 2022 | 97.14% |
February 28, 2022 | 97.14% |
January 31, 2022 | 97.14% |
December 31, 2021 | 97.14% |
November 30, 2021 | 97.14% |
October 31, 2021 | 97.14% |
September 30, 2021 | 97.14% |
August 31, 2021 | 97.14% |
July 31, 2021 | 97.14% |
June 30, 2021 | 97.14% |
May 31, 2021 | 97.14% |
April 30, 2021 | 97.14% |
March 31, 2021 | 97.14% |
February 28, 2021 | 97.14% |
January 31, 2021 | 97.14% |
December 31, 2020 | 97.14% |
November 30, 2020 | 97.14% |
October 31, 2020 | 97.14% |
September 30, 2020 | 97.14% |
August 31, 2020 | 97.14% |
July 31, 2020 | 97.14% |
June 30, 2020 | 97.14% |
May 31, 2020 | 97.14% |
April 30, 2020 | 97.14% |
March 31, 2020 | 97.14% |
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
90.52%
Minimum
May 2019
97.14%
Maximum
Mar 2020
96.07%
Average
97.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Nine Energy Service Inc | 99.03% |
US Silica Holdings Inc | 98.49% |
Empire Petroleum Corp | 82.77% |
Ranger Energy Services Inc | 85.16% |
Barnwell Industries Inc | 88.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.13 |
Beta (5Y) | 1.007 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.00% |
Historical Sharpe Ratio (5Y) | -0.1831 |
Historical Sortino (5Y) | -0.3514 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.76% |