Sol Strategies Inc (HODL.CX)
1.22
+0.04
(+3.39%)
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CNSX |
Nov 01, 16:00
Sol Strategies Max Drawdown (5Y): 86.11% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.11% |
| August 31, 2024 | 86.11% |
| July 31, 2024 | 86.11% |
| June 30, 2024 | 86.11% |
| May 31, 2024 | 86.11% |
| April 30, 2024 | 86.11% |
| March 31, 2024 | 86.11% |
| February 29, 2024 | 86.11% |
| January 31, 2024 | 86.11% |
| December 31, 2023 | 86.11% |
| November 30, 2023 | 86.11% |
| October 31, 2023 | 86.11% |
| September 30, 2023 | 86.11% |
| August 31, 2023 | 86.11% |
| July 31, 2023 | 86.11% |
| June 30, 2023 | 86.11% |
| May 31, 2023 | 86.11% |
| April 30, 2023 | 86.11% |
| March 31, 2023 | 86.11% |
| February 28, 2023 | 86.11% |
| January 31, 2023 | 86.11% |
| December 31, 2022 | 86.11% |
| November 30, 2022 | 86.11% |
| October 31, 2022 | 86.11% |
| September 30, 2022 | 86.11% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.11% |
| July 31, 2022 | 86.11% |
| June 30, 2022 | 86.11% |
| May 31, 2022 | 86.11% |
| April 30, 2022 | 86.11% |
| March 31, 2022 | 86.11% |
| February 28, 2022 | 86.11% |
| January 31, 2022 | 86.11% |
| December 31, 2021 | 86.11% |
| November 30, 2021 | 86.11% |
| October 31, 2021 | 86.11% |
| September 30, 2021 | 86.11% |
| August 31, 2021 | 86.11% |
| July 31, 2021 | 86.11% |
| June 30, 2021 | 86.11% |
| May 31, 2021 | 86.11% |
| April 30, 2021 | 86.11% |
| March 31, 2021 | 86.11% |
| February 28, 2021 | 86.11% |
| January 31, 2021 | 86.11% |
| December 31, 2020 | 86.11% |
| November 30, 2020 | 86.11% |
| October 31, 2020 | 86.11% |
| September 30, 2020 | 86.11% |
| August 31, 2020 | 86.11% |
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
83.33%
Minimum
Nov 2019
86.11%
Maximum
Mar 2020
85.92%
Average
86.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Armada Mercantile Ltd | 90.79% |
| New Frontier Ventures Inc | 99.64% |
| Pegasus Mercantile Inc | 98.16% |
| Quinsam Capital Corp | 95.36% |
| MedBright AI Investments Inc | 96.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.73 |
| Beta (5Y) | 1.949 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.63% |
| Historical Sharpe Ratio (5Y) | 0.3207 |
| Historical Sortino (5Y) | 0.8774 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.08% |