Sonic Automotive Inc (SAH)
62.35
+5.68
(+10.02%)
USD |
NYSE |
Apr 26, 16:00
62.35
0.00 (0.00%)
After-Hours: 20:00
Sonic Automotive Max Drawdown (5Y): 70.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 70.77% |
February 29, 2024 | 70.77% |
January 31, 2024 | 70.77% |
December 31, 2023 | 70.77% |
November 30, 2023 | 70.77% |
October 31, 2023 | 70.77% |
September 30, 2023 | 70.77% |
August 31, 2023 | 70.77% |
July 31, 2023 | 70.77% |
June 30, 2023 | 70.77% |
May 31, 2023 | 70.77% |
April 30, 2023 | 70.77% |
March 31, 2023 | 70.77% |
February 28, 2023 | 70.77% |
January 31, 2023 | 70.77% |
December 31, 2022 | 70.77% |
November 30, 2022 | 70.77% |
October 31, 2022 | 70.77% |
September 30, 2022 | 70.77% |
August 31, 2022 | 70.77% |
July 31, 2022 | 70.77% |
June 30, 2022 | 70.77% |
May 31, 2022 | 70.77% |
April 30, 2022 | 70.77% |
March 31, 2022 | 70.77% |
Date | Value |
---|---|
February 28, 2022 | 70.77% |
January 31, 2022 | 70.77% |
December 31, 2021 | 70.77% |
November 30, 2021 | 70.77% |
October 31, 2021 | 70.77% |
September 30, 2021 | 70.77% |
August 31, 2021 | 70.77% |
July 31, 2021 | 70.77% |
June 30, 2021 | 70.77% |
May 31, 2021 | 70.77% |
April 30, 2021 | 70.77% |
March 31, 2021 | 70.77% |
February 28, 2021 | 70.77% |
January 31, 2021 | 70.77% |
December 31, 2020 | 70.77% |
November 30, 2020 | 70.77% |
October 31, 2020 | 70.77% |
September 30, 2020 | 70.77% |
August 31, 2020 | 70.77% |
July 31, 2020 | 70.77% |
June 30, 2020 | 70.77% |
May 31, 2020 | 70.77% |
April 30, 2020 | 70.77% |
March 31, 2020 | 70.77% |
February 29, 2020 | 50.61% |
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
50.61%
Minimum
Apr 2019
70.77%
Maximum
Mar 2020
67.07%
Average
70.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Penske Automotive Group Inc | 59.98% |
AutoNation Inc | 65.94% |
Lithia Motors Inc | 61.15% |
Asbury Automotive Group Inc | 65.68% |
Carvana Co | 98.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.337 |
Beta (5Y) | 1.824 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.29% |
Historical Sharpe Ratio (5Y) | 0.5535 |
Historical Sortino (5Y) | 0.8476 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.57% |