SOL Global Investments Corp (SOL.CX)
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May 12, 11:06
SOL Global Investments Max Drawdown (5Y): 99.64% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.20 |
| Beta (5Y) | 3.083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 217.3% |
| Historical Sharpe Ratio (5Y) | -0.0862 |
| Historical Sortino (5Y) | -0.3402 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.51% |