Sotherly Hotels Inc (SOHO)
1.01
+0.04
(+4.05%)
USD |
NASDAQ |
Nov 21, 16:00
1.00
-0.01
(-0.99%)
After-Hours: 20:00
Sotherly Hotels Max Drawdown (5Y): 84.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.07% |
| September 30, 2024 | 83.75% |
| August 31, 2024 | 83.75% |
| July 31, 2024 | 83.75% |
| June 30, 2024 | 83.72% |
| May 31, 2024 | 83.72% |
| April 30, 2024 | 83.72% |
| March 31, 2024 | 81.35% |
| February 29, 2024 | 81.35% |
| January 31, 2024 | 81.35% |
| December 31, 2023 | 81.35% |
| November 30, 2023 | 81.35% |
| October 31, 2023 | 79.96% |
| September 30, 2023 | 79.96% |
| August 31, 2023 | 79.96% |
| July 31, 2023 | 79.96% |
| June 30, 2023 | 79.96% |
| May 31, 2023 | 79.96% |
| April 30, 2023 | 79.96% |
| March 31, 2023 | 79.96% |
| February 28, 2023 | 79.96% |
| January 31, 2023 | 79.96% |
| December 31, 2022 | 79.96% |
| November 30, 2022 | 79.96% |
| October 31, 2022 | 79.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.96% |
| August 31, 2022 | 79.96% |
| July 31, 2022 | 79.96% |
| June 30, 2022 | 79.96% |
| May 31, 2022 | 79.96% |
| April 30, 2022 | 79.96% |
| March 31, 2022 | 79.96% |
| February 28, 2022 | 79.96% |
| January 31, 2022 | 79.96% |
| December 31, 2021 | 79.96% |
| November 30, 2021 | 79.96% |
| October 31, 2021 | 79.96% |
| September 30, 2021 | 79.96% |
| August 31, 2021 | 79.96% |
| July 31, 2021 | 79.96% |
| June 30, 2021 | 79.96% |
| May 31, 2021 | 79.96% |
| April 30, 2021 | 79.96% |
| March 31, 2021 | 79.96% |
| February 28, 2021 | 79.96% |
| January 31, 2021 | 79.96% |
| December 31, 2020 | 79.96% |
| November 30, 2020 | 79.96% |
| October 31, 2020 | 79.96% |
| September 30, 2020 | 79.96% |
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
39.86%
Minimum
Nov 2019
84.07%
Maximum
Oct 2024
77.84%
Average
79.96%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Franklin Street Properties Corp | 83.78% |
| Service Properties Trust | 83.90% |
| Host Hotels & Resorts Inc | 55.10% |
| Creative Media & Community Trust | 96.49% |
| J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.32 |
| Beta (5Y) | 1.685 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.52% |
| Historical Sharpe Ratio (5Y) | -0.4215 |
| Historical Sortino (5Y) | -0.7104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.41% |