Southern Realty Co (SRLY)
17.00
0.00 (0.00%)
USD |
OTCM |
Sep 27, 16:00
Southern Realty Max Drawdown (5Y): 53.35% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 53.35% |
| July 31, 2024 | 54.26% |
| June 30, 2024 | 55.01% |
| May 31, 2024 | 55.01% |
| April 30, 2024 | 55.01% |
| March 31, 2024 | 55.01% |
| February 29, 2024 | 55.01% |
| January 31, 2024 | 55.01% |
| December 31, 2023 | 55.01% |
| November 30, 2023 | 55.01% |
| October 31, 2023 | 63.24% |
| September 30, 2023 | 68.60% |
| August 31, 2023 | 68.85% |
| July 31, 2023 | 69.59% |
| June 30, 2023 | 69.84% |
| May 31, 2023 | 69.84% |
| April 30, 2023 | 69.84% |
| March 31, 2023 | 69.84% |
| February 28, 2023 | 69.84% |
| January 31, 2023 | 70.72% |
| December 31, 2022 | 74.70% |
| November 30, 2022 | 74.70% |
| October 31, 2022 | 74.70% |
| September 30, 2022 | 74.70% |
| August 31, 2022 | 77.96% |
| Date | Value |
|---|---|
| July 31, 2022 | 79.39% |
| June 30, 2022 | 79.39% |
| May 31, 2022 | 80.32% |
| April 30, 2022 | 80.32% |
| March 31, 2022 | 80.32% |
| February 28, 2022 | 80.32% |
| January 31, 2022 | 80.32% |
| December 31, 2021 | 80.32% |
| November 30, 2021 | 80.32% |
| October 31, 2021 | 80.32% |
| September 30, 2021 | 80.32% |
| August 31, 2021 | 80.32% |
| July 31, 2021 | 80.32% |
| June 30, 2021 | 80.32% |
| May 31, 2021 | 80.32% |
| April 30, 2021 | 80.32% |
| March 31, 2021 | 80.32% |
| February 28, 2021 | 80.32% |
| January 31, 2021 | 80.32% |
| December 31, 2020 | 80.32% |
| November 30, 2020 | 80.32% |
| October 31, 2020 | 80.32% |
| September 30, 2020 | 80.32% |
| August 31, 2020 | 80.32% |
| July 31, 2020 | 80.32% |
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
53.35%
Minimum
Aug 2024
80.32%
Maximum
Sep 2019
73.74%
Average
80.32%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.28% |
| Tellurian Inc | 96.62% |
| Mexco Energy Corp | 79.82% |
| Riley Exploration Permian Inc | 92.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.36 |
| Beta (5Y) | -0.4942 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.25% |
| Historical Sharpe Ratio (5Y) | 0.0917 |
| Historical Sortino (5Y) | 0.1534 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.87% |