Sabre Corp (SABR)
2.58
-0.33
(-11.34%)
USD |
NASDAQ |
May 03, 16:00
2.58
0.00 (0.00%)
After-Hours: 20:00
Sabre Max Drawdown (5Y): 92.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.07% |
| March 31, 2024 | 92.07% |
| February 29, 2024 | 89.06% |
| January 31, 2024 | 87.51% |
| December 31, 2023 | 87.51% |
| November 30, 2023 | 87.51% |
| October 31, 2023 | 87.51% |
| September 30, 2023 | 87.51% |
| August 31, 2023 | 87.51% |
| July 31, 2023 | 87.51% |
| June 30, 2023 | 87.51% |
| May 31, 2023 | 87.48% |
| April 30, 2023 | 87.48% |
| March 31, 2023 | 87.48% |
| February 28, 2023 | 87.48% |
| January 31, 2023 | 87.48% |
| December 31, 2022 | 87.48% |
| November 30, 2022 | 87.48% |
| October 31, 2022 | 87.48% |
| September 30, 2022 | 87.48% |
| August 31, 2022 | 87.48% |
| July 31, 2022 | 87.48% |
| June 30, 2022 | 87.48% |
| May 31, 2022 | 87.48% |
| April 30, 2022 | 87.48% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.48% |
| February 28, 2022 | 87.48% |
| January 31, 2022 | 87.48% |
| December 31, 2021 | 87.48% |
| November 30, 2021 | 87.48% |
| October 31, 2021 | 87.48% |
| September 30, 2021 | 87.48% |
| August 31, 2021 | 87.48% |
| July 31, 2021 | 87.48% |
| June 30, 2021 | 87.48% |
| May 31, 2021 | 87.48% |
| April 30, 2021 | 87.48% |
| March 31, 2021 | 87.48% |
| February 28, 2021 | 87.48% |
| January 31, 2021 | 87.48% |
| December 31, 2020 | 87.48% |
| November 30, 2020 | 87.48% |
| October 31, 2020 | 87.48% |
| September 30, 2020 | 87.48% |
| August 31, 2020 | 87.48% |
| July 31, 2020 | 87.48% |
| June 30, 2020 | 87.48% |
| May 31, 2020 | 87.48% |
| April 30, 2020 | 87.48% |
| March 31, 2020 | 87.48% |
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
40.38%
Minimum
May 2019
92.07%
Maximum
Mar 2024
79.98%
Average
87.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.74 |
| Beta (5Y) | 1.682 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.80% |
| Historical Sharpe Ratio (5Y) | -0.467 |
| Historical Sortino (5Y) | -0.6928 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.78% |