Sea Ltd (SE)
62.75
-0.44
(-0.70%)
USD |
NYSE |
May 01, 16:00
62.75
0.00 (0.00%)
After-Hours: 16:14
Sea Max Drawdown (5Y): 90.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.51% |
March 31, 2024 | 90.51% |
February 29, 2024 | 90.51% |
January 31, 2024 | 90.51% |
December 31, 2023 | 90.43% |
November 30, 2023 | 90.41% |
October 31, 2023 | 90.41% |
September 30, 2023 | 90.41% |
August 31, 2023 | 90.41% |
July 31, 2023 | 88.85% |
June 30, 2023 | 88.85% |
May 31, 2023 | 88.85% |
April 30, 2023 | 88.85% |
March 31, 2023 | 88.85% |
February 28, 2023 | 88.85% |
January 31, 2023 | 88.85% |
December 31, 2022 | 88.85% |
November 30, 2022 | 88.85% |
October 31, 2022 | 87.42% |
September 30, 2022 | 85.39% |
August 31, 2022 | 84.44% |
July 31, 2022 | 84.44% |
June 30, 2022 | 84.44% |
May 31, 2022 | 84.44% |
April 30, 2022 | 77.51% |
Date | Value |
---|---|
March 31, 2022 | 76.08% |
February 28, 2022 | 67.16% |
January 31, 2022 | 65.05% |
December 31, 2021 | 43.95% |
November 30, 2021 | 36.41% |
October 31, 2021 | 36.41% |
September 30, 2021 | 36.41% |
August 31, 2021 | 36.41% |
July 31, 2021 | 36.41% |
June 30, 2021 | 36.41% |
May 31, 2021 | 36.41% |
April 30, 2021 | 36.41% |
March 31, 2021 | 36.41% |
February 28, 2021 | 36.41% |
January 31, 2021 | 36.41% |
December 31, 2020 | 36.41% |
November 30, 2020 | 36.41% |
October 31, 2020 | 36.41% |
September 30, 2020 | 36.41% |
August 31, 2020 | 36.41% |
July 31, 2020 | 36.41% |
June 30, 2020 | 36.41% |
May 31, 2020 | 36.41% |
April 30, 2020 | 36.41% |
March 31, 2020 | 36.41% |
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
36.41%
Minimum
May 2019
90.51%
Maximum
Jan 2024
59.71%
Average
36.41%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Amazon.com Inc | 56.15% |
JD.com Inc | 79.15% |
Webuy Global Ltd | -- |
noco-noco Inc | -- |
YY Group Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.481 |
Beta (5Y) | 1.432 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.31% |
Historical Sharpe Ratio (5Y) | 0.278 |
Historical Sortino (5Y) | 0.4852 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.89% |