Sea Ltd (SE)
116.66
+2.20
(+1.92%)
USD |
NYSE |
Nov 21, 12:17
Sea Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.831 |
| Beta (5Y) | 1.525 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.30% |
| Historical Sharpe Ratio (5Y) | 0.3546 |
| Historical Sortino (5Y) | 0.6104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.89% |