Sonic Foundry Inc (SOFO)
0.0003
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Sonic Foundry Max Drawdown (5Y): 99.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.85% |
| February 29, 2024 | 98.71% |
| January 31, 2024 | 97.41% |
| December 31, 2023 | 97.41% |
| November 30, 2023 | 93.71% |
| October 31, 2023 | 94.46% |
| September 30, 2023 | 94.63% |
| August 31, 2023 | 94.63% |
| July 31, 2023 | 94.63% |
| June 30, 2023 | 94.63% |
| May 31, 2023 | 94.63% |
| April 30, 2023 | 94.63% |
| March 31, 2023 | 94.63% |
| February 28, 2023 | 94.63% |
| January 31, 2023 | 94.63% |
| December 31, 2022 | 94.63% |
| November 30, 2022 | 94.63% |
| October 31, 2022 | 94.63% |
| September 30, 2022 | 94.63% |
| August 31, 2022 | 94.63% |
| July 31, 2022 | 94.63% |
| June 30, 2022 | 94.63% |
| May 31, 2022 | 94.63% |
| April 30, 2022 | 94.63% |
| March 31, 2022 | 94.63% |
| Date | Value |
|---|---|
| February 28, 2022 | 94.63% |
| January 31, 2022 | 94.63% |
| December 31, 2021 | 94.63% |
| November 30, 2021 | 94.63% |
| October 31, 2021 | 94.63% |
| September 30, 2021 | 94.63% |
| August 31, 2021 | 94.63% |
| July 31, 2021 | 94.63% |
| June 30, 2021 | 94.63% |
| May 31, 2021 | 94.63% |
| April 30, 2021 | 94.63% |
| March 31, 2021 | 94.63% |
| February 28, 2021 | 94.63% |
| January 31, 2021 | 94.63% |
| December 31, 2020 | 94.63% |
| November 30, 2020 | 94.63% |
| October 31, 2020 | 94.63% |
| September 30, 2020 | 94.63% |
| August 31, 2020 | 94.63% |
| July 31, 2020 | 94.63% |
| June 30, 2020 | 94.63% |
| May 31, 2020 | 94.63% |
| April 30, 2020 | 94.63% |
| March 31, 2020 | 94.63% |
| February 29, 2020 | 94.63% |
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
93.71%
Minimum
Nov 2023
99.85%
Maximum
Mar 2024
94.86%
Average
94.63%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Telidyne Inc | 100.0% |
| Cistera Networks Inc | 100.00% |
| Scrypt Inc | -- |
| Forecross Corp | 100.00% |
| ATI Networks Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.34 |
| Beta (5Y) | -0.7295 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.35% |
| Historical Sharpe Ratio (5Y) | -0.7036 |
| Historical Sortino (5Y) | -1.053 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.37% |