SoundThinking Inc (SSTI)
13.46
-0.06
(-0.44%)
USD |
NASDAQ |
May 02, 16:00
13.46
0.00 (0.00%)
After-Hours: 20:00
SoundThinking Max Drawdown (5Y): 74.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.95% |
March 31, 2024 | 74.95% |
February 29, 2024 | 74.95% |
January 31, 2024 | 74.95% |
December 31, 2023 | 74.95% |
November 30, 2023 | 74.95% |
October 31, 2023 | 74.95% |
September 30, 2023 | 70.44% |
August 31, 2023 | 70.44% |
July 31, 2023 | 70.44% |
June 30, 2023 | 70.44% |
May 31, 2023 | 70.44% |
April 30, 2023 | 70.44% |
March 31, 2023 | 70.44% |
February 28, 2023 | 70.44% |
January 31, 2023 | 70.44% |
December 31, 2022 | 70.44% |
November 30, 2022 | 70.44% |
October 31, 2022 | 70.44% |
September 30, 2022 | 70.44% |
August 31, 2022 | 70.44% |
July 31, 2022 | 70.44% |
June 30, 2022 | 70.44% |
May 31, 2022 | 70.44% |
April 30, 2022 | 70.44% |
Date | Value |
---|---|
March 31, 2022 | 70.44% |
February 28, 2022 | 70.44% |
January 31, 2022 | 70.44% |
December 31, 2021 | 70.44% |
November 30, 2021 | 70.44% |
October 31, 2021 | 70.44% |
September 30, 2021 | 70.44% |
August 31, 2021 | 70.44% |
July 31, 2021 | 70.44% |
June 30, 2021 | 70.44% |
May 31, 2021 | 70.44% |
April 30, 2021 | 70.44% |
March 31, 2021 | 70.44% |
February 28, 2021 | 70.44% |
January 31, 2021 | 70.44% |
December 31, 2020 | 70.44% |
November 30, 2020 | 70.44% |
October 31, 2020 | 70.44% |
September 30, 2020 | 70.44% |
August 31, 2020 | 70.44% |
July 31, 2020 | 70.44% |
June 30, 2020 | 70.44% |
May 31, 2020 | 70.44% |
April 30, 2020 | 70.44% |
March 31, 2020 | 70.44% |
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
56.26%
Minimum
May 2019
74.95%
Maximum
Oct 2023
69.94%
Average
70.44%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
American Software Inc | 68.64% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.25 |
Beta (5Y) | 1.185 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.00% |
Historical Sharpe Ratio (5Y) | -0.4492 |
Historical Sortino (5Y) | -0.9074 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.73% |