SOL Global Investments Corp (SOLCF)
0.0266
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
SOL Global Investments Max Drawdown (5Y): 99.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.27% |
| February 29, 2024 | 99.02% |
| January 31, 2024 | 99.02% |
| December 31, 2023 | 99.02% |
| November 30, 2023 | 99.02% |
| October 31, 2023 | 99.02% |
| September 30, 2023 | 99.02% |
| August 31, 2023 | 99.02% |
| July 31, 2023 | 99.02% |
| June 30, 2023 | 99.02% |
| May 31, 2023 | 99.02% |
| April 30, 2023 | 99.02% |
| March 31, 2023 | 98.63% |
| February 28, 2023 | 98.32% |
| January 31, 2023 | 98.32% |
| December 31, 2022 | 98.32% |
| November 30, 2022 | 98.32% |
| October 31, 2022 | 98.32% |
| September 30, 2022 | 98.32% |
| August 31, 2022 | 98.32% |
| July 31, 2022 | 98.32% |
| June 30, 2022 | 98.32% |
| May 31, 2022 | 98.32% |
| April 30, 2022 | 98.32% |
| March 31, 2022 | 98.32% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.32% |
| January 31, 2022 | 98.32% |
| December 31, 2021 | 98.32% |
| November 30, 2021 | 98.32% |
| October 31, 2021 | 98.32% |
| September 30, 2021 | 98.32% |
| August 31, 2021 | 98.32% |
| July 31, 2021 | 98.32% |
| June 30, 2021 | 98.32% |
| May 31, 2021 | 98.32% |
| April 30, 2021 | 98.32% |
| March 31, 2021 | 98.32% |
| February 28, 2021 | 98.32% |
| January 31, 2021 | 98.32% |
| December 31, 2020 | 98.32% |
| November 30, 2020 | 98.32% |
| October 31, 2020 | 98.32% |
| September 30, 2020 | 98.32% |
| August 31, 2020 | 98.32% |
| July 31, 2020 | 98.32% |
| June 30, 2020 | 98.32% |
| May 31, 2020 | 98.32% |
| April 30, 2020 | 98.32% |
| March 31, 2020 | 98.32% |
| February 29, 2020 | 97.31% |
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
87.24%
Minimum
Apr 2019
99.27%
Maximum
Mar 2024
97.16%
Average
98.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Diamond Hill Investment Group Inc | 57.66% |
| MidCap Financial Investment Corp | 67.60% |
| Gladstone Investment Corp | 56.30% |
| Ashford Inc | 96.06% |
| Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -75.11 |
| Beta (5Y) | 1.205 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 129.7% |
| Historical Sharpe Ratio (5Y) | -0.4579 |
| Historical Sortino (5Y) | -1.163 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.01% |