Sachem Capital Corp (SACH)
1.585
-0.08
(-4.52%)
USD |
NYAM |
Nov 21, 16:00
1.585
0.00 (0.00%)
After-Hours: 16:37
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 | -- |
| 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% |