Source Capital Inc (SOR)
41.28
+0.26
(+0.63%)
USD |
NYSE |
Apr 26, 16:00
41.28
0.00 (0.00%)
After-Hours: 18:58
SOR Max Drawdown (5Y): 39.11% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 39.11% |
February 29, 2024 | 39.11% |
January 31, 2024 | 39.11% |
December 31, 2023 | 39.11% |
November 30, 2023 | 39.11% |
October 31, 2023 | 39.11% |
September 30, 2023 | 39.11% |
August 31, 2023 | 39.11% |
July 31, 2023 | 39.11% |
June 30, 2023 | 39.11% |
May 31, 2023 | 39.11% |
April 30, 2023 | 39.11% |
March 31, 2023 | 39.11% |
February 28, 2023 | 39.11% |
January 31, 2023 | 39.11% |
December 31, 2022 | 39.11% |
November 30, 2022 | 39.11% |
October 31, 2022 | 39.11% |
September 30, 2022 | 39.11% |
August 31, 2022 | 39.11% |
July 31, 2022 | 39.11% |
June 30, 2022 | 39.11% |
May 31, 2022 | 39.11% |
April 30, 2022 | 39.11% |
March 31, 2022 | 39.11% |
Date | Value |
---|---|
February 28, 2022 | 39.11% |
January 31, 2022 | 39.11% |
December 31, 2021 | 39.11% |
November 30, 2021 | 39.11% |
October 31, 2021 | 39.11% |
September 30, 2021 | 39.11% |
August 31, 2021 | 39.11% |
July 31, 2021 | 39.11% |
June 30, 2021 | 39.11% |
May 31, 2021 | 39.11% |
April 30, 2021 | 39.11% |
March 31, 2021 | 39.11% |
February 28, 2021 | 39.11% |
January 31, 2021 | 39.11% |
December 31, 2020 | 39.11% |
November 30, 2020 | 39.11% |
October 31, 2020 | 39.11% |
September 30, 2020 | 39.11% |
August 31, 2020 | 39.11% |
July 31, 2020 | 39.11% |
June 30, 2020 | 39.11% |
May 31, 2020 | 39.11% |
April 30, 2020 | 39.11% |
March 31, 2020 | 39.11% |
February 29, 2020 | 18.01% |
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
18.01%
Minimum
Apr 2019
39.11%
Maximum
Mar 2020
35.24%
Average
39.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9298 |
Beta (5Y) | 0.6777 |
Alpha (vs YCharts Benchmark) (5Y) | 7.431 |
Beta (vs YCharts Benchmark) (5Y) | 1.202 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.57% |
Historical Sharpe Ratio (5Y) | 0.4777 |
Historical Sortino (5Y) | 0.4238 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.48% |