Sachem Capital Corp (SACH)
2.33
-0.04
(-1.69%)
USD |
NYAM |
Nov 04, 16:00
2.37
+0.04
(+1.72%)
After-Hours: 07:46
Sachem Capital Max Drawdown (5Y): 76.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 76.34% |
September 30, 2024 | 76.34% |
August 31, 2024 | 76.34% |
July 31, 2024 | 76.34% |
June 30, 2024 | 76.34% |
May 31, 2024 | 76.34% |
April 30, 2024 | 76.34% |
March 31, 2024 | 76.34% |
February 29, 2024 | 76.34% |
January 31, 2024 | 76.34% |
December 31, 2023 | 76.34% |
November 30, 2023 | 76.34% |
October 31, 2023 | 76.34% |
September 30, 2023 | 76.34% |
August 31, 2023 | 76.34% |
July 31, 2023 | 76.34% |
June 30, 2023 | 76.34% |
May 31, 2023 | 76.34% |
April 30, 2023 | 76.34% |
March 31, 2023 | 76.34% |
February 28, 2023 | 76.34% |
January 31, 2023 | 76.34% |
December 31, 2022 | 76.34% |
November 30, 2022 | 76.34% |
October 31, 2022 | 76.34% |
Date | Value |
---|---|
September 30, 2022 | 76.34% |
August 31, 2022 | 76.34% |
July 31, 2022 | 76.34% |
June 30, 2022 | 76.34% |
May 31, 2022 | 76.34% |
April 30, 2022 | 76.34% |
March 31, 2022 | 76.34% |
February 28, 2022 | 76.34% |
January 31, 2022 | 76.34% |
December 31, 2021 | 76.34% |
November 30, 2021 | 76.34% |
October 31, 2021 | 76.34% |
September 30, 2021 | 76.34% |
August 31, 2021 | 76.34% |
July 31, 2021 | 76.34% |
June 30, 2021 | 76.34% |
May 31, 2021 | 76.34% |
April 30, 2021 | 76.34% |
March 31, 2021 | 76.34% |
February 28, 2021 | 76.34% |
January 31, 2021 | 76.34% |
December 31, 2020 | 76.34% |
November 30, 2020 | 76.34% |
October 31, 2020 | 76.34% |
September 30, 2020 | 76.34% |
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
33.16%
Minimum
Nov 2019
76.34%
Maximum
Mar 2020
73.46%
Average
76.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Jones Lang LaSalle Inc | 55.54% |
Marcus & Millichap Inc | 57.36% |
Newmark Group Inc | 83.86% |
Compass Inc | -- |
La Rosa Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.39 |
Beta (5Y) | 1.736 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.09% |
Historical Sharpe Ratio (5Y) | -0.1129 |
Historical Sortino (5Y) | -0.1363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |