Sobr Safe Inc (SOBR)
5.11
+0.18
(+3.65%)
USD |
NASDAQ |
Nov 05, 11:23
Sobr Safe Max Drawdown (5Y): 99.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.81% |
| September 30, 2024 | 99.68% |
| August 31, 2024 | 99.41% |
| July 31, 2024 | 99.23% |
| June 30, 2024 | 99.23% |
| May 31, 2024 | 98.81% |
| April 30, 2024 | 98.61% |
| March 31, 2024 | 97.84% |
| February 29, 2024 | 97.84% |
| January 31, 2024 | 97.84% |
| December 31, 2023 | 97.50% |
| November 30, 2023 | 97.34% |
| October 31, 2023 | 95.89% |
| September 30, 2023 | 95.89% |
| August 31, 2023 | 95.89% |
| July 31, 2023 | 95.89% |
| June 30, 2023 | 95.89% |
| May 31, 2023 | 95.89% |
| April 30, 2023 | 95.89% |
| March 31, 2023 | 95.89% |
| February 28, 2023 | 95.89% |
| January 31, 2023 | 95.89% |
| December 31, 2022 | 95.89% |
| November 30, 2022 | 95.28% |
| October 31, 2022 | 95.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.80% |
| August 31, 2022 | 96.86% |
| July 31, 2022 | 98.23% |
| June 30, 2022 | 98.35% |
| May 31, 2022 | 98.69% |
| April 30, 2022 | 98.80% |
| March 31, 2022 | 98.80% |
| February 28, 2022 | 98.80% |
| January 31, 2022 | 98.80% |
| December 31, 2021 | 98.80% |
| November 30, 2021 | 99.21% |
| October 31, 2021 | 99.44% |
| September 30, 2021 | 99.44% |
| August 31, 2021 | 99.44% |
| July 31, 2021 | 99.44% |
| June 30, 2021 | 99.62% |
| May 31, 2021 | 99.65% |
| April 30, 2021 | 99.65% |
| March 31, 2021 | 99.71% |
| February 28, 2021 | 99.71% |
| January 31, 2021 | 99.73% |
| December 31, 2020 | 99.73% |
| November 30, 2020 | 99.79% |
| October 31, 2020 | 99.79% |
| September 30, 2020 | 99.82% |
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
95.28%
Minimum
Nov 2022
99.91%
Maximum
Nov 2019
98.41%
Average
99.01%
Median
Max Drawdown (5Y) Benchmarks
| Genasys Inc | 81.10% |
| MIND Technology Inc | 91.19% |
| Teledyne Technologies Inc | 48.95% |
| Sensata Technologies Holding PLC | 59.46% |
| Cepton Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.95 |
| Beta (5Y) | 0.8317 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 149.2% |
| Historical Sharpe Ratio (5Y) | -0.2896 |
| Historical Sortino (5Y) | -0.6887 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.56% |