Southern ITS International, Inc. (SITS)
0.035
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Southern ITS International Max Drawdown (5Y) : 88.89% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 88.89% |
| September 30, 2026 | 88.89% |
| August 31, 2026 | 88.89% |
| July 31, 2026 | 88.89% |
| June 30, 2026 | 88.89% |
| May 31, 2026 | 88.89% |
| April 30, 2026 | 86.46% |
| March 31, 2026 | 84.85% |
| February 28, 2026 | 84.85% |
| January 31, 2026 | 84.85% |
| December 31, 2025 | 90.44% |
| November 30, 2025 | 91.00% |
| October 31, 2025 | 91.00% |
| September 30, 2025 | 91.44% |
| August 31, 2025 | 91.44% |
| July 31, 2025 | 94.39% |
| June 30, 2025 | 94.44% |
| May 31, 2025 | 94.44% |
| April 30, 2025 | 96.56% |
| March 31, 2025 | 96.56% |
| February 28, 2025 | 96.56% |
| January 31, 2025 | 96.85% |
| December 31, 2024 | 96.85% |
| November 30, 2024 | 96.85% |
| October 31, 2024 | 96.85% |
| Date | Value |
|---|---|
| September 30, 2024 | 96.85% |
| August 31, 2024 | 96.85% |
| July 31, 2024 | 97.34% |
| June 30, 2024 | 98.71% |
| May 31, 2024 | 98.99% |
| April 30, 2024 | 98.99% |
| March 31, 2024 | 99.14% |
| February 29, 2024 | 99.14% |
| January 31, 2024 | 99.62% |
| December 31, 2023 | 99.62% |
| November 30, 2023 | 99.62% |
| October 31, 2023 | 99.62% |
| September 30, 2023 | 99.62% |
| August 31, 2023 | 99.62% |
| July 31, 2023 | 99.62% |
| June 30, 2023 | 99.62% |
| May 31, 2023 | 99.62% |
| April 30, 2023 | 99.62% |
| March 31, 2023 | 99.62% |
| February 28, 2023 | 99.62% |
| January 31, 2023 | 99.62% |
| December 31, 2022 | 99.62% |
| November 30, 2022 | 99.62% |
| October 31, 2022 | 99.62% |
| September 30, 2022 | 99.62% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Helmerich & Payne, Inc. | 68.50% |
| Patterson-UTI Energy, Inc. | 74.99% |
| Cyber Enviro-Tech, Inc. | 99.72% |
| HighPeak Energy, Inc. | 89.29% |
| Noble Corp. Plc | 63.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.824 |
| Beta (5Y) | -1.141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.0% |
| Historical Sharpe Ratio (5Y) | -0.1137 |
| Historical Sortino (5Y) | -0.3129 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.99% |