Social Detention Inc (SODE)
0.0043
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Social Detention Max Drawdown (5Y): 99.58% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.58% |
| August 31, 2024 | 99.58% |
| July 31, 2024 | 99.58% |
| June 30, 2024 | 99.33% |
| May 31, 2024 | 99.33% |
| April 30, 2024 | 99.29% |
| March 31, 2024 | 98.95% |
| February 29, 2024 | 98.95% |
| January 31, 2024 | 98.95% |
| December 31, 2023 | 98.95% |
| November 30, 2023 | 98.95% |
| October 31, 2023 | 98.95% |
| September 30, 2023 | 98.95% |
| August 31, 2023 | 98.95% |
| July 31, 2023 | 98.33% |
| June 30, 2023 | 98.17% |
| May 31, 2023 | 98.17% |
| April 30, 2023 | 98.17% |
| March 31, 2023 | 98.17% |
| February 28, 2023 | 97.89% |
| January 31, 2023 | 97.89% |
| December 31, 2022 | 97.89% |
| November 30, 2022 | 97.83% |
| October 31, 2022 | 97.83% |
| September 30, 2022 | 97.83% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.83% |
| July 31, 2022 | 97.83% |
| June 30, 2022 | 97.83% |
| May 31, 2022 | 97.83% |
| April 30, 2022 | 97.83% |
| March 31, 2022 | 97.83% |
| February 28, 2022 | 97.83% |
| January 31, 2022 | 97.83% |
| December 31, 2021 | 97.83% |
| November 30, 2021 | 97.83% |
| October 31, 2021 | 97.83% |
| September 30, 2021 | 97.83% |
| August 31, 2021 | 97.83% |
| July 31, 2021 | 97.83% |
| June 30, 2021 | 97.83% |
| May 31, 2021 | 97.83% |
| April 30, 2021 | 97.83% |
| March 31, 2021 | 97.83% |
| February 28, 2021 | 97.83% |
| January 31, 2021 | 97.83% |
| December 31, 2020 | 97.83% |
| November 30, 2020 | 97.83% |
| October 31, 2020 | 97.83% |
| September 30, 2020 | 97.83% |
| August 31, 2020 | 97.83% |
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
96.67%
Minimum
Nov 2019
99.58%
Maximum
Jul 2024
98.06%
Average
97.83%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Innovate Corp | 98.68% |
| Correlate Energy Corp | 96.96% |
| ParkVida Group Inc | 96.90% |
| Digital Locations Inc | 100.00% |
| TopBuild Corp | 52.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -61.25 |
| Beta (5Y) | 2.285 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 261.0% |
| Historical Sharpe Ratio (5Y) | -0.115 |
| Historical Sortino (5Y) | -0.5913 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.86% |