Sobr Safe Inc (SOBR)
4.00
+0.04
(+1.01%)
USD |
NASDAQ |
Nov 22, 10:38
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 | 97.03% |
| December 31, 2022 | 98.06% |
| November 30, 2022 | 98.06% |
| October 31, 2022 | 98.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.44% |
| August 31, 2022 | 99.44% |
| July 31, 2022 | 99.44% |
| June 30, 2022 | 99.44% |
| May 31, 2022 | 99.44% |
| April 30, 2022 | 99.44% |
| March 31, 2022 | 99.44% |
| February 28, 2022 | 99.44% |
| January 31, 2022 | 99.44% |
| December 31, 2021 | 99.44% |
| November 30, 2021 | 99.49% |
| October 31, 2021 | 99.55% |
| September 30, 2021 | 99.55% |
| August 31, 2021 | 99.68% |
| July 31, 2021 | 99.68% |
| June 30, 2021 | 99.68% |
| May 31, 2021 | 99.71% |
| April 30, 2021 | 99.71% |
| March 31, 2021 | 99.73% |
| February 28, 2021 | 99.73% |
| January 31, 2021 | 99.79% |
| December 31, 2020 | 99.79% |
| November 30, 2020 | 99.82% |
| October 31, 2020 | 99.82% |
| 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
95.89%
Minimum
Feb 2023
99.93%
Maximum
Nov 2019
98.77%
Average
99.44%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Genasys Inc | 81.10% |
| MIND Technology Inc | 91.19% |
| Teledyne Technologies Inc | 48.95% |
| Astrotech Corp | 95.40% |
| 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% |