Sortis Holdings Inc (SOHI)
0.0002
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Sortis Holdings Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 100.00% |
March 31, 2024 | 97.04% |
February 29, 2024 | 97.04% |
January 31, 2024 | 97.04% |
December 31, 2023 | 97.04% |
November 30, 2023 | 92.65% |
October 31, 2023 | 92.65% |
September 30, 2023 | 92.65% |
August 31, 2023 | 92.65% |
July 31, 2023 | 92.65% |
June 30, 2023 | 92.65% |
May 31, 2023 | 92.65% |
April 30, 2023 | 92.65% |
March 31, 2023 | 92.65% |
February 28, 2023 | 92.65% |
January 31, 2023 | 92.65% |
December 31, 2022 | 92.65% |
November 30, 2022 | 92.65% |
October 31, 2022 | 92.65% |
September 30, 2022 | 92.65% |
August 31, 2022 | 92.65% |
July 31, 2022 | 92.65% |
June 30, 2022 | 92.65% |
May 31, 2022 | 92.65% |
April 30, 2022 | 92.65% |
Date | Value |
---|---|
March 31, 2022 | 92.65% |
February 28, 2022 | 92.65% |
January 31, 2022 | 92.65% |
December 31, 2021 | 92.65% |
November 30, 2021 | 92.65% |
October 31, 2021 | 92.65% |
September 30, 2021 | 92.65% |
August 31, 2021 | 92.65% |
July 31, 2021 | 92.65% |
June 30, 2021 | 92.65% |
May 31, 2021 | 92.65% |
April 30, 2021 | 92.65% |
March 31, 2021 | 92.65% |
February 28, 2021 | 92.65% |
January 31, 2021 | 92.65% |
December 31, 2020 | 92.65% |
November 30, 2020 | 92.65% |
October 31, 2020 | 92.65% |
September 30, 2020 | 92.65% |
August 31, 2020 | 92.65% |
July 31, 2020 | 92.65% |
June 30, 2020 | 92.65% |
May 31, 2020 | 92.65% |
April 30, 2020 | 92.65% |
March 31, 2020 | 92.65% |
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
92.65%
Minimum
May 2019
100.00%
Maximum
Apr 2024
93.06%
Average
92.65%
Median
May 2019
Max Drawdown (5Y) Benchmarks
FNDS3000 Corp | 99.73% |
Ocwen Financial Corp | 97.33% |
Walker & Dunlop Inc | 68.49% |
Mr. Cooper Group Inc | 84.40% |
Better Home & Finance Holding Co | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -98.49 |
Beta (5Y) | 1.746 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 195.4% |
Historical Sharpe Ratio (5Y) | -0.4044 |
Historical Sortino (5Y) | -0.9662 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 57.99% |