Seatrium Ltd (SMBMF)
0.0812
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Seatrium Max Drawdown (5Y): 96.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.29% |
March 31, 2024 | 96.29% |
February 29, 2024 | 96.29% |
January 31, 2024 | 96.29% |
December 31, 2023 | 96.29% |
November 30, 2023 | 96.29% |
October 31, 2023 | 96.29% |
September 30, 2023 | 96.29% |
August 31, 2023 | 96.29% |
July 31, 2023 | 96.29% |
June 30, 2023 | 96.29% |
May 31, 2023 | 96.29% |
April 30, 2023 | 96.29% |
March 31, 2023 | 96.29% |
February 28, 2023 | 96.29% |
January 31, 2023 | 96.29% |
December 31, 2022 | 96.29% |
November 30, 2022 | 96.29% |
October 31, 2022 | 96.29% |
September 30, 2022 | 96.29% |
August 31, 2022 | 96.29% |
July 31, 2022 | 96.29% |
June 30, 2022 | 96.29% |
May 31, 2022 | 96.29% |
April 30, 2022 | 96.29% |
Date | Value |
---|---|
March 31, 2022 | 96.29% |
February 28, 2022 | 96.29% |
January 31, 2022 | 96.29% |
December 31, 2021 | 96.29% |
November 30, 2021 | 96.29% |
October 31, 2021 | 96.29% |
September 30, 2021 | 96.08% |
August 31, 2021 | 95.87% |
July 31, 2021 | 95.59% |
June 30, 2021 | 95.01% |
May 31, 2021 | 94.39% |
April 30, 2021 | 94.39% |
March 31, 2021 | 94.39% |
February 28, 2021 | 94.39% |
January 31, 2021 | 94.39% |
December 31, 2020 | 94.39% |
November 30, 2020 | 94.39% |
October 31, 2020 | 93.84% |
September 30, 2020 | 93.76% |
August 31, 2020 | 91.60% |
July 31, 2020 | 83.19% |
June 30, 2020 | 80.61% |
May 31, 2020 | 80.61% |
April 30, 2020 | 80.61% |
March 31, 2020 | 80.61% |
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
77.35%
Minimum
May 2019
96.29%
Maximum
Oct 2021
91.44%
Average
96.29%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -49.73 |
Beta (5Y) | 0.5385 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.84% |
Historical Sharpe Ratio (5Y) | -0.7187 |
Historical Sortino (5Y) | -0.9692 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.22% |