Sotherly Hotels Inc (SOHO)

1.01 -0.01 (-0.98%) USD  |  NASDAQ  |  Dec 20, 16:00
1.02 +0.01 (+0.99%) After-Hours: 20:00
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Sotherly Hotels Max Drawdown (5Y): 86.72% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Franklin Street Properties Corp 83.78%
Service Properties Trust 86.29%
Host Hotels & Resorts Inc 55.10%
Creative Media & Community Trust 98.23%
J. W. Mays Inc 68.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -56.14
Beta (5Y) 1.599
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 73.06%
Historical Sharpe Ratio (5Y) -0.4761
Historical Sortino (5Y) -0.8063
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.65%