Performance analysis of SOR (Source Capital)
Annual Return
Over the past 3 years, SOR has had an average annual return of +15.45%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, SOR has had an average annual return of +8.77%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, SOR has had an average annual return of +9.40%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Nov 1, 1999, SOR has had an average annual return of +9.58%, outperforming the benchmark SPY, which returned +8.56% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.32% | +11.46% | +21.35% | +12.58% | -5.25% | +20.59% | +7.76% | +22.20% | -10.51% | +18.51% | +9.56% | -1.82% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +13.15% | +34.89% | +19.02% | -6.04% | +30.74% | +60.80% | -49.32% | -5.50% | -1.98% | +11.20% | +28.06% | +20.28% |
| 2002 | 2001 | 2000 | 1999 | ||||||||
| -6.57% | +25.28% | +26.59% | +0.79% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.08% | -0.72% | -3.53% | +0.86% | -1.11% | -0.95% | +1.32% | ||||||
| 2025 | -2.60% | +1.32% | -1.84% | -0.37% | +3.95% | +2.40% | +1.10% | +2.48% | +1.64% | +1.73% | +7.40% | -5.69% | +11.46% |
| 2024 | -0.41% | +3.17% | +3.99% | -1.98% | +3.67% | +4.04% | +0.19% | +2.01% | -0.17% | -0.88% | +2.92% | +3.20% | +21.35% |
| 2023 | +1.52% | -2.12% | -0.16% | -0.51% | +0.07% | +3.43% | +3.91% | -0.36% | -1.15% | -1.86% | +6.95% | +2.59% | +12.58% |
| 2022 | -1.20% | -3.32% | +3.11% | -8.51% | +1.43% | -2.84% | +5.40% | -4.81% | -5.16% | +4.46% | +3.42% | +3.80% | -5.25% |
| 2021 | +0.68% | +4.54% | +5.02% | +2.66% | +2.03% | +0.56% | +0.32% | +2.84% | -3.42% | +3.91% | -2.08% | +2.16% | +20.59% |
| 2020 | -0.31% | -5.77% | -14.99% | +4.30% | +3.09% | +1.01% | +8.34% | +4.19% | -0.65% | -3.34% | +11.60% | +2.70% | +7.76% |
| 2019 | +8.08% | +2.39% | +0.64% | +3.03% | -5.07% | +4.61% | +0.74% | -3.12% | +3.02% | +2% | +2.79% | +1.74% | +22.20% |
| 2018 | +3.07% | -1.17% | -3.31% | +0.35% | -0.42% | +0.33% | +1.54% | +0.52% | -0.30% | -8.81% | +5.20% | -7.16% | -10.51% |
| 2017 | +1.78% | +3.06% | +0.54% | +1.60% | +1% | +1.20% | +2.28% | -0.15% | +2.81% | +1.62% | +0.31% | +1.12% | +18.51% |
Drawdown analysis of SOR (Source Capital)
The maximum drawdown for the SOR was -65.48%, occurring on Nov 21, 2008. Recovery took 591 trading sessions.
The current SOR drawdown is -6.61%.
Since Nov 1, 1999 SOR has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 4 times
- 20% or more: 4 times
- 10% or more: 10 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.48% | May 11, 2006 | 639 | Nov 21, 2008 | 591 | Mar 30, 2011 | 1230 |
| -39.11% | Feb 13, 2020 | 23 | Mar 18, 2020 | 175 | Nov 24, 2020 | 198 |
| -38.76% | May 13, 2002 | 208 | Mar 11, 2003 | 216 | Jan 16, 2004 | 424 |
| -30.78% | Jul 7, 2011 | 61 | Oct 3, 2011 | 313 | Jan 2, 2013 | 374 |
| -19.01% | Aug 22, 2001 | 17 | Sep 21, 2001 | 41 | Nov 19, 2001 | 58 |
| -18.01% | Jan 26, 2018 | 228 | Dec 21, 2018 | 213 | Oct 28, 2019 | 441 |
| -17.47% | Jan 3, 2022 | 184 | Sep 27, 2022 | 285 | Nov 14, 2023 | 469 |
| -13.41% | Jun 23, 2015 | 145 | Jan 20, 2016 | 58 | Apr 13, 2016 | 203 |
| -13.16% | Jul 1, 2014 | 74 | Oct 15, 2014 | 20 | Nov 12, 2014 | 94 |
| -11.23% | Nov 22, 1999 | 11 | Dec 8, 1999 | 111 | May 17, 2000 | 122 |
| -9.47% | Feb 5, 2001 | 32 | Mar 22, 2001 | 29 | May 3, 2001 | 61 |
| -9.41% | Mar 19, 2004 | 41 | May 18, 2004 | 28 | Jun 29, 2004 | 69 |
| -9.37% | Apr 5, 2011 | 47 | Jun 13, 2011 | 14 | Jul 1, 2011 | 61 |
| -9.18% | Feb 20, 2026 | 25 | Mar 27, 2026 | Ongoing | Ongoing | Ongoing |
| -8.30% | Dec 31, 2004 | 15 | Jan 24, 2005 | 34 | Mar 14, 2005 | 49 |
| -8.15% | Jul 26, 2013 | 25 | Aug 30, 2013 | 62 | Nov 27, 2013 | 87 |
| -8.09% | Sep 15, 2005 | 27 | Oct 24, 2005 | 16 | Nov 15, 2005 | 43 |
| -7.82% | Apr 22, 2016 | 137 | Nov 4, 2016 | 78 | Mar 1, 2017 | 215 |
| -7.61% | Jan 10, 2025 | 59 | Apr 7, 2025 | 25 | May 13, 2025 | 84 |
| -7.58% | Dec 30, 2013 | 23 | Feb 3, 2014 | 11 | Feb 19, 2014 | 34 |
| -6.96% | Dec 29, 2014 | 22 | Jan 30, 2015 | 19 | Feb 27, 2015 | 41 |
| -6.36% | May 25, 2001 | 9 | Jun 8, 2001 | 3 | Jun 13, 2001 | 12 |
| -6.21% | Jun 18, 2013 | 4 | Jun 24, 2013 | 12 | Jul 11, 2013 | 16 |
| -6.18% | May 22, 2013 | 9 | Jun 5, 2013 | 9 | Jun 18, 2013 | 18 |
| -6.13% | Mar 16, 2005 | 25 | Apr 21, 2005 | 38 | Jun 15, 2005 | 63 |