SOS Ltd (SOS)
1.14
+0.02
(+1.79%)
USD |
NYSE |
May 03, 16:00
1.12
-0.02
(-1.75%)
After-Hours: 20:00
SOS Max Drawdown (5Y): 99.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.91% |
| March 31, 2024 | 99.91% |
| February 29, 2024 | 99.91% |
| January 31, 2024 | 99.91% |
| December 31, 2023 | 99.91% |
| November 30, 2023 | 99.91% |
| October 31, 2023 | 99.91% |
| September 30, 2023 | 99.91% |
| August 31, 2023 | 99.91% |
| July 31, 2023 | 99.91% |
| June 30, 2023 | 99.91% |
| May 31, 2023 | 99.91% |
| April 30, 2023 | 99.91% |
| March 31, 2023 | 99.91% |
| February 28, 2023 | 99.91% |
| January 31, 2023 | 99.91% |
| December 31, 2022 | 99.91% |
| November 30, 2022 | 99.91% |
| October 31, 2022 | 99.91% |
| September 30, 2022 | 99.91% |
| August 31, 2022 | 99.91% |
| July 31, 2022 | 99.91% |
| June 30, 2022 | 99.84% |
| May 31, 2022 | 99.71% |
| April 30, 2022 | 99.66% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.53% |
| February 28, 2022 | 99.49% |
| January 31, 2022 | 99.49% |
| December 31, 2021 | 99.49% |
| November 30, 2021 | 99.49% |
| October 31, 2021 | 99.49% |
| September 30, 2021 | 99.49% |
| August 31, 2021 | 99.49% |
| July 31, 2021 | 99.49% |
| June 30, 2021 | 99.49% |
| May 31, 2021 | 99.49% |
| April 30, 2021 | 99.49% |
| March 31, 2021 | 99.49% |
| February 28, 2021 | 99.49% |
| January 31, 2021 | 99.49% |
| December 31, 2020 | 99.49% |
| November 30, 2020 | 99.49% |
| October 31, 2020 | 99.49% |
| September 30, 2020 | 99.49% |
| August 31, 2020 | 99.49% |
| July 31, 2020 | 99.49% |
| June 30, 2020 | 99.49% |
| May 31, 2020 | 99.49% |
| April 30, 2020 | 99.49% |
| March 31, 2020 | 99.49% |
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
97.99%
Minimum
May 2019
99.91%
Maximum
Jul 2022
99.44%
Average
99.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MicroCloud Hologram Inc | -- |
| VNET Group Inc | 96.67% |
| GDS Holdings Ltd | 95.63% |
| 9F Inc | -- |
| Global Mofy Metaverse Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -84.76 |
| Beta (5Y) | 1.277 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 168.9% |
| Historical Sharpe Ratio (5Y) | -0.4176 |
| Historical Sortino (5Y) | -1.341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.52% |