SOL Global Investments Corp (SOL.CX)
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Nov 01, 16:00
SOL Global Investments Max Drawdown (5Y): 99.54% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.54% |
| August 31, 2024 | 99.54% |
| July 31, 2024 | 99.54% |
| June 30, 2024 | 99.54% |
| May 31, 2024 | 99.54% |
| April 30, 2024 | 99.54% |
| March 31, 2024 | 99.23% |
| February 29, 2024 | 98.92% |
| January 31, 2024 | 98.92% |
| December 31, 2023 | 98.92% |
| November 30, 2023 | 98.92% |
| October 31, 2023 | 98.92% |
| September 30, 2023 | 98.92% |
| August 31, 2023 | 98.92% |
| July 31, 2023 | 98.92% |
| June 30, 2023 | 98.92% |
| May 31, 2023 | 98.92% |
| April 30, 2023 | 98.92% |
| March 31, 2023 | 98.53% |
| February 28, 2023 | 98.15% |
| January 31, 2023 | 98.15% |
| December 31, 2022 | 97.53% |
| November 30, 2022 | 96.60% |
| October 31, 2022 | 96.60% |
| September 30, 2022 | 96.60% |
| Date | Value |
|---|---|
| August 31, 2022 | 96.60% |
| July 31, 2022 | 96.60% |
| June 30, 2022 | 96.60% |
| May 31, 2022 | 96.60% |
| April 30, 2022 | 96.60% |
| March 31, 2022 | 96.60% |
| February 28, 2022 | 96.60% |
| January 31, 2022 | 96.60% |
| December 31, 2021 | 96.60% |
| November 30, 2021 | 96.60% |
| October 31, 2021 | 96.60% |
| September 30, 2021 | 96.60% |
| August 31, 2021 | 96.60% |
| July 31, 2021 | 96.60% |
| June 30, 2021 | 96.60% |
| May 31, 2021 | 96.60% |
| April 30, 2021 | 96.60% |
| March 31, 2021 | 96.60% |
| February 28, 2021 | 96.60% |
| January 31, 2021 | 96.60% |
| December 31, 2020 | 96.60% |
| November 30, 2020 | 96.60% |
| October 31, 2020 | 96.60% |
| September 30, 2020 | 96.60% |
| August 31, 2020 | 96.60% |
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
92.06%
Minimum
Nov 2019
99.54%
Maximum
Apr 2024
97.23%
Average
96.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.17 |
| Beta (5Y) | 0.8753 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 130.4% |
| Historical Sharpe Ratio (5Y) | -0.3791 |
| Historical Sortino (5Y) | -0.9661 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.15% |