Solaris Oilfield Infrastructure Inc (SOI)
9.65
+1.19
(+14.07%)
USD |
NYSE |
Apr 26, 16:00
9.75
+0.10
(+1.04%)
After-Hours: 17:11
Solaris Oilfield Infrastructure Max Drawdown (5Y): 79.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 79.48% |
February 29, 2024 | 79.48% |
January 31, 2024 | 79.48% |
December 31, 2023 | 79.48% |
November 30, 2023 | 79.48% |
October 31, 2023 | 79.48% |
September 30, 2023 | 79.48% |
August 31, 2023 | 79.48% |
July 31, 2023 | 79.48% |
June 30, 2023 | 79.48% |
May 31, 2023 | 79.48% |
April 30, 2023 | 79.48% |
March 31, 2023 | 79.48% |
February 28, 2023 | 79.48% |
January 31, 2023 | 79.48% |
December 31, 2022 | 79.48% |
November 30, 2022 | 79.48% |
October 31, 2022 | 79.48% |
September 30, 2022 | 79.48% |
August 31, 2022 | 79.48% |
July 31, 2022 | 79.48% |
June 30, 2022 | 79.48% |
May 31, 2022 | 79.48% |
April 30, 2022 | 79.48% |
March 31, 2022 | 79.48% |
Date | Value |
---|---|
February 28, 2022 | 79.48% |
January 31, 2022 | 79.48% |
December 31, 2021 | 79.48% |
November 30, 2021 | 79.48% |
October 31, 2021 | 79.48% |
September 30, 2021 | 79.48% |
August 31, 2021 | 79.48% |
July 31, 2021 | 79.48% |
June 30, 2021 | 79.48% |
May 31, 2021 | 79.48% |
April 30, 2021 | 79.48% |
March 31, 2021 | 79.48% |
February 28, 2021 | 79.48% |
January 31, 2021 | 79.48% |
December 31, 2020 | 79.48% |
November 30, 2020 | 79.48% |
October 31, 2020 | 79.48% |
September 30, 2020 | 79.48% |
August 31, 2020 | 79.48% |
July 31, 2020 | 79.48% |
June 30, 2020 | 79.48% |
May 31, 2020 | 79.48% |
April 30, 2020 | 79.48% |
March 31, 2020 | 79.48% |
February 29, 2020 | 53.91% |
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
53.37%
Minimum
Apr 2019
79.48%
Maximum
Mar 2020
74.72%
Average
79.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Helix Energy Solutions Group Inc | 93.81% |
US Silica Holdings Inc | 98.49% |
Atlas Energy Solutions Inc | -- |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.63 |
Beta (5Y) | 1.292 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.85% |
Historical Sharpe Ratio (5Y) | -0.1779 |
Historical Sortino (5Y) | -0.2849 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.63% |