Smart Sand Inc (SND)
1.91
+0.01
(+0.53%)
USD |
NASDAQ |
Mar 28, 16:00
1.92
+0.01
(+0.52%)
After-Hours: 20:00
Smart Sand Max Drawdown (5Y): 97.14% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 97.14% |
January 31, 2024 | 97.14% |
December 31, 2023 | 97.14% |
November 30, 2023 | 97.14% |
October 31, 2023 | 97.14% |
September 30, 2023 | 97.14% |
August 31, 2023 | 97.14% |
July 31, 2023 | 97.14% |
June 30, 2023 | 97.14% |
May 31, 2023 | 97.14% |
April 30, 2023 | 97.14% |
March 31, 2023 | 97.14% |
February 28, 2023 | 97.14% |
January 31, 2023 | 97.14% |
December 31, 2022 | 97.14% |
November 30, 2022 | 97.14% |
October 31, 2022 | 97.14% |
September 30, 2022 | 97.14% |
August 31, 2022 | 97.14% |
July 31, 2022 | 97.14% |
June 30, 2022 | 97.14% |
May 31, 2022 | 97.14% |
April 30, 2022 | 97.14% |
March 31, 2022 | 97.14% |
February 28, 2022 | 97.14% |
Date | Value |
---|---|
January 31, 2022 | 97.14% |
December 31, 2021 | 97.14% |
November 30, 2021 | 97.14% |
October 31, 2021 | 97.14% |
September 30, 2021 | 97.14% |
August 31, 2021 | 97.14% |
July 31, 2021 | 97.14% |
June 30, 2021 | 97.14% |
May 31, 2021 | 97.14% |
April 30, 2021 | 97.14% |
March 31, 2021 | 97.14% |
February 28, 2021 | 97.14% |
January 31, 2021 | 97.14% |
December 31, 2020 | 97.14% |
November 30, 2020 | 97.14% |
October 31, 2020 | 97.14% |
September 30, 2020 | 97.14% |
August 31, 2020 | 97.14% |
July 31, 2020 | 97.14% |
June 30, 2020 | 97.14% |
May 31, 2020 | 97.14% |
April 30, 2020 | 97.14% |
March 31, 2020 | 97.14% |
February 29, 2020 | 92.52% |
January 31, 2020 | 90.52% |
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
90.52%
Minimum
Mar 2019
97.14%
Maximum
Mar 2020
95.85%
Average
97.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
US Energy Corp | 98.82% |
Ranger Energy Services Inc | 85.16% |
Nine Energy Service Inc | 99.03% |
Expro Group Holdings NV | 91.27% |
Barnwell Industries Inc | 88.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.98 |
Beta (5Y) | 1.052 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.04% |
Historical Sharpe Ratio (5Y) | -0.1232 |
Historical Sortino (5Y) | -0.2403 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.00% |