Sonos Inc (SONO)
16.63
-0.62
(-3.59%)
USD |
NASDAQ |
May 10, 16:00
16.63
0.00 (0.00%)
After-Hours: 20:00
Sonos Max Drawdown (5Y): 77.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.53% |
March 31, 2024 | 77.53% |
February 29, 2024 | 77.53% |
January 31, 2024 | 77.53% |
December 31, 2023 | 77.53% |
November 30, 2023 | 77.53% |
October 31, 2023 | 77.53% |
September 30, 2023 | 71.29% |
August 31, 2023 | 69.04% |
July 31, 2023 | 68.33% |
June 30, 2023 | 68.33% |
May 31, 2023 | 68.33% |
April 30, 2023 | 68.33% |
March 31, 2023 | 68.33% |
February 28, 2023 | 68.33% |
January 31, 2023 | 68.33% |
December 31, 2022 | 68.33% |
November 30, 2022 | 68.33% |
October 31, 2022 | 68.33% |
September 30, 2022 | 68.33% |
August 31, 2022 | 67.87% |
July 31, 2022 | 67.87% |
June 30, 2022 | 67.87% |
May 31, 2022 | 67.87% |
April 30, 2022 | 67.87% |
Date | Value |
---|---|
March 31, 2022 | 67.87% |
February 28, 2022 | 67.87% |
January 31, 2022 | 67.87% |
December 31, 2021 | 67.87% |
November 30, 2021 | 67.87% |
October 31, 2021 | 67.87% |
September 30, 2021 | 67.87% |
August 31, 2021 | 67.87% |
July 31, 2021 | 67.87% |
June 30, 2021 | 67.87% |
May 31, 2021 | 67.87% |
April 30, 2021 | 67.87% |
March 31, 2021 | 67.87% |
February 28, 2021 | 67.87% |
January 31, 2021 | 67.87% |
December 31, 2020 | 67.87% |
November 30, 2020 | 67.87% |
October 31, 2020 | 67.87% |
September 30, 2020 | 67.87% |
August 31, 2020 | 67.87% |
July 31, 2020 | 67.87% |
June 30, 2020 | 67.87% |
May 31, 2020 | 67.87% |
April 30, 2020 | 67.87% |
March 31, 2020 | 67.87% |
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
55.83%
Minimum
May 2019
77.53%
Maximum
Oct 2023
67.15%
Average
67.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cricut Inc | -- |
Desktop Metal Inc | 98.61% |
Snap One Holdings Corp | -- |
ePlus Inc | 56.46% |
Tenable Holdings Inc | 56.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.24 |
Beta (5Y) | 2.002 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.61% |
Historical Sharpe Ratio (5Y) | 0.1229 |
Historical Sortino (5Y) | 0.236 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.51% |