SoundThinking Inc (SSTI)
11.76
+0.30
(+2.57%)
USD |
NASDAQ |
Nov 21, 16:00
11.76
0.00 (0.00%)
After-Hours: 20:00
SoundThinking Max Drawdown (5Y): 79.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.84% |
| September 30, 2024 | 78.70% |
| August 31, 2024 | 78.70% |
| July 31, 2024 | 78.70% |
| June 30, 2024 | 78.70% |
| May 31, 2024 | 74.95% |
| April 30, 2024 | 74.95% |
| March 31, 2024 | 74.95% |
| February 29, 2024 | 74.95% |
| January 31, 2024 | 74.95% |
| December 31, 2023 | 74.95% |
| November 30, 2023 | 74.95% |
| October 31, 2023 | 74.95% |
| September 30, 2023 | 70.44% |
| August 31, 2023 | 70.44% |
| July 31, 2023 | 70.44% |
| June 30, 2023 | 70.44% |
| May 31, 2023 | 70.44% |
| April 30, 2023 | 70.44% |
| March 31, 2023 | 70.44% |
| February 28, 2023 | 70.44% |
| January 31, 2023 | 70.44% |
| December 31, 2022 | 70.44% |
| November 30, 2022 | 70.44% |
| October 31, 2022 | 70.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.44% |
| August 31, 2022 | 70.44% |
| July 31, 2022 | 70.44% |
| June 30, 2022 | 70.44% |
| May 31, 2022 | 70.44% |
| April 30, 2022 | 70.44% |
| March 31, 2022 | 70.44% |
| February 28, 2022 | 70.44% |
| January 31, 2022 | 70.44% |
| December 31, 2021 | 70.44% |
| November 30, 2021 | 70.44% |
| October 31, 2021 | 70.44% |
| September 30, 2021 | 70.44% |
| August 31, 2021 | 70.44% |
| July 31, 2021 | 70.44% |
| June 30, 2021 | 70.44% |
| May 31, 2021 | 70.44% |
| April 30, 2021 | 70.44% |
| March 31, 2021 | 70.44% |
| February 28, 2021 | 70.44% |
| January 31, 2021 | 70.44% |
| December 31, 2020 | 70.44% |
| November 30, 2020 | 70.44% |
| October 31, 2020 | 70.44% |
| September 30, 2020 | 70.44% |
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
70.44%
Minimum
Nov 2019
79.84%
Maximum
Oct 2024
71.75%
Average
70.44%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Automatic Data Processing Inc | 39.40% |
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.55 |
| Beta (5Y) | 1.168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.93% |
| Historical Sharpe Ratio (5Y) | -0.2543 |
| Historical Sortino (5Y) | -0.5289 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.45% |