SentiSearch Inc (SSRC)
0.01
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
SentiSearch Max Drawdown (5Y): 98.86% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.86% |
| August 31, 2024 | 98.86% |
| July 31, 2024 | 98.86% |
| June 30, 2024 | 98.86% |
| May 31, 2024 | 98.86% |
| April 30, 2024 | 98.86% |
| March 31, 2024 | 98.86% |
| February 29, 2024 | 98.86% |
| January 31, 2024 | 98.86% |
| December 31, 2023 | 99.04% |
| November 30, 2023 | 99.04% |
| October 31, 2023 | 99.04% |
| September 30, 2023 | 99.04% |
| August 31, 2023 | 99.04% |
| July 31, 2023 | 99.04% |
| June 30, 2023 | 99.04% |
| May 31, 2023 | 99.04% |
| April 30, 2023 | 99.04% |
| March 31, 2023 | 99.04% |
| February 28, 2023 | 99.04% |
| January 31, 2023 | 99.04% |
| December 31, 2022 | 99.04% |
| November 30, 2022 | 99.04% |
| October 31, 2022 | 99.04% |
| September 30, 2022 | 99.04% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.04% |
| July 31, 2022 | 99.04% |
| June 30, 2022 | 99.04% |
| May 31, 2022 | 99.04% |
| April 30, 2022 | 99.04% |
| March 31, 2022 | 99.04% |
| February 28, 2022 | 99.04% |
| January 31, 2022 | 99.04% |
| December 31, 2021 | 99.04% |
| November 30, 2021 | 99.04% |
| October 31, 2021 | 99.04% |
| September 30, 2021 | 99.04% |
| August 31, 2021 | 99.04% |
| July 31, 2021 | 99.04% |
| June 30, 2021 | 99.04% |
| May 31, 2021 | 99.04% |
| April 30, 2021 | 99.04% |
| March 31, 2021 | 99.04% |
| February 28, 2021 | 99.04% |
| January 31, 2021 | 99.04% |
| December 31, 2020 | 99.04% |
| November 30, 2020 | 99.04% |
| October 31, 2020 | 99.04% |
| September 30, 2020 | 99.04% |
| August 31, 2020 | 99.04% |
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
98.86%
Minimum
Jan 2024
99.04%
Maximum
Nov 2019
99.01%
Average
99.04%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Dolby Laboratories Inc | 37.65% |
| Avis Budget Group Inc | 86.82% |
| H&E Equipment Services Inc | 76.53% |
| McGrath RentCorp | 43.97% |
| Willis Lease Finance Corp | 79.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -82.73 |
| Beta (5Y) | 7.757 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 797.6% |
| Historical Sharpe Ratio (5Y) | 0.0292 |
| Historical Sortino (5Y) | 0.264 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 58.54% |