SOS Ltd (SOS)
0.7924
-0.04
(-4.53%)
USD |
NYSE |
Nov 15, 16:00
0.8024
+0.01
(+1.26%)
After-Hours: 20:00
SOS Max Drawdown (5Y): 99.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.92% |
| September 30, 2024 | 99.92% |
| August 31, 2024 | 99.91% |
| July 31, 2024 | 99.91% |
| June 30, 2024 | 99.91% |
| May 31, 2024 | 99.91% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
98.06%
Minimum
Nov 2019
99.92%
Maximum
Sep 2024
99.63%
Average
99.68%
Median
Max Drawdown (5Y) Benchmarks
| AIX Inc | 94.86% |
| The9 Ltd | 99.57% |
| UP Fintech Holding Ltd | 93.65% |
| Highest Performances Holdings Inc | 95.49% |
| Top KingWin Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -84.99 |
| Beta (5Y) | 1.370 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 165.4% |
| Historical Sharpe Ratio (5Y) | -0.407 |
| Historical Sortino (5Y) | -1.310 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.13% |