Smart Sand Inc (SND)
2.295
+0.12
(+5.76%)
USD |
NASDAQ |
Nov 14, 16:00
2.43
+0.14
(+5.88%)
After-Hours: 20:00
Smart Sand Max Drawdown (5Y): 97.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.14% |
| September 30, 2024 | 97.14% |
| August 31, 2024 | 97.14% |
| July 31, 2024 | 97.14% |
| June 30, 2024 | 97.14% |
| May 31, 2024 | 97.14% |
| April 30, 2024 | 97.14% |
| March 31, 2024 | 97.14% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
97.14%
Maximum
Mar 2020
96.73%
Average
97.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Nine Energy Service Inc | 99.03% |
| Adams Resources & Energy Inc | 65.68% |
| Barnwell Industries Inc | 87.98% |
| CKX Lands Inc | 54.31% |
| Empire Petroleum Corp | 83.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.60 |
| Beta (5Y) | 1.067 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.34% |
| Historical Sharpe Ratio (5Y) | -0.0508 |
| Historical Sortino (5Y) | -0.0961 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.45% |